|
PureBytes Links
Trading Reference Links
|
A detailed example/gif was posted at
http://groups.yahoo.com/group/amibroker/message/59572
yesterday.
The gif speaks better.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> Tomasz,
> The example in GetCategorySymbols() function DOES NOT GIVE THE SAME
> RESULT with ATC calculation.The reason is simple, the method [and
the
> principle] of calculation is different. It is not consistent to
have
> two different results for the same quantity.
>
> Let us suppose 3 stocks in WL20, XX1, XX2 and XX3.
> I hope we agree that the definition of the average is (C1+C2+C3)/3,
> where C1, C2 and C3 are the respective Close values FOR EACH BAR.
> Let the last XX3 bar be {empty}
> ATC method will give
> ATCaverage=(C1+C2)/2, where C1 and C2 are the last XX1, XX2 close
> values
> The example method will give
> ExampleAverage=(C1+C2+C3p)/3, where Cp is the last available XX3
> Close, which is padded to the next, empty bar.
> Since (C1+C2)/2 is not equal to (C1+C2+C3p)/3, one of these
results
> should be wrong.
> Since we have ONLY TWO STOCKS for the last bar, the ATCaverage is
> correct and according to the average definition.
> The ExampleAverage is wrong for 3 reasons
> a. It is not equal to ATCaverage
> b.C3p does not exist, it is an hypothetical artificial value you
add
> in Foreign() structure for some reasons.
> c.3 is wrong as a divider, there are ONLY TWO STOCKS for the last
bar.
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > Dimitris,
> >
> > As for the example in the User's Guide - www.amibroker.com/f?
> categorygetsymbols
> > the only purpose of this example was to show how to use
> CategoryGetSymbols
> > and it DOES produce correct result because it uses default fixup
> value which is TRUE
> > (so all data holes are PADDED then).
> > Hence the code is NOT affected by the fixup=false issue discussed
> earlier.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Sunday, February 29, 2004 11:21 AM
> > Subject: [amibroker] Re: The reason
> >
> >
> > > Tomasz,
> > > Well, this is good news !
> > > Now, if we suppose AAPL is missing the last 5 quotations, then
> the
> > > graph of
> > > f=Foreign("AAPL","C",0);
> > > Plot(f,"F",1,1);
> > > is wrong.
> > > We could have the correct graph NOW[before the 4.52
version],with
> > > G=IIf(IsNull(Ref(f,-1)),Null,F);
> > > Plot(G,"G",4,8);
> > > But this correction is not enough for the CategoryGetSymbols()
> > > example in the 4.50 users guide. The use of i in the last
> division
> > > return Average / i;
> > > is also wrong, i counts the names of the WL [the elements of
the
> > > comma separated string] and does not give the daily population
> of
> > > the WL.
> > > I hope it is clear now, the discussion was a bit boring for the
> > > readers but, never mind.
> > > The best solution for any user is to spend some time and fill
the
> > > holes of his/her database.
> > > Dimitris Tsokakis
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > > wrote:
> > > > Hello,
> > > >
> > > > Your descriptions were unclear to me unfortunatelly and I was
> not
> > > able to see your point.
> > > > As for D2/D4 values they are copies of last valid data point
> but
> > > they indeed should be Null as well
> > > > when fixup is set to False (0). This issue will be addressed
in
> > > version 4.52.
> > > >
> > > > Best regards,
> > > > Tomasz Janeczko
> > > > amibroker.com
> > > > ----- Original Message -----
> > > > From: "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Saturday, February 28, 2004 10:06 PM
> > > > Subject: [amibroker] Re: The reason
> > > >
> > > >
> > > > > Tomasz,
> > > > > How do you explain D2=22.47 ?
> > > > > How do you explain D4=22.47 ?
> > > > > All D1 to D5 should be {empty}, since the last 5 AAPL
> quotations
> > > are
> > > > > deleted.
> > > > > The above D2, D4 are totally absurd.
> > > > > Just curious, don't you see it ??
> > > > > fixup=0 does not work as described, a value equal to the
last
> > > > > available pops up every 2nd bar [!!!!!]
> > > > > Dimitris Tsokakis
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > > <amibroker@xxxx>
> > > > > wrote:
> > > > > > Dimitris,
> > > > > >
> > > > > > It explained in the User's Guide:
> http://www.amibroker.com/f?
> > > foreign
> > > > > >
> > > > > > "The last parameter - fixup - accepts following values
> > > > > > a.. 1 - default value - causes filling the holes in the
> data
> > > with
> > > > > previous values,
> > > > > > b.. 0 - the holes are not fixed
> > > > > > [..]
> > > > > > If you do not use fixup=True, data holes will have the
> value of
> > > > > Null [..]"
> > > > > >
> > > > > > Null is the other name for {EMPTY}.
> > > > > >
> > > > > > Best regards,
> > > > > > Tomasz Janeczko
> > > > > > amibroker.com
> > > > > > ----- Original Message -----
> > > > > > From: Dimitris Tsokakis
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Sent: Saturday, February 28, 2004 3:49 PM
> > > > > > Subject: [amibroker] The reason
> > > > > >
> > > > > >
> > > > > > is the peculiar result of Foreign("AAPL","C",0);
> > > > > > I deleted the last 5 bars and here is the plot of
> > > > > > Plot(Foreign("AAPL","C",0),"",1,8);
> > > > > >
> > > > > > The last 6 dots are
> > > > > >
> > > > > > D0= 22.47
> > > > > >
> > > > > > D1= {EMPTY}
> > > > > >
> > > > > > D2= 22.47
> > > > > >
> > > > > > D3={EMPTY}
> > > > > >
> > > > > > D4= 22.47
> > > > > >
> > > > > > D5={EMPTY}
> > > > > >
> > > > > > There is no explanation for D2, D4, AAPL values were
> {EMPTY}
> > > for
> > > > > these dates.
> > > > > >
> > > > > > Am I missing something ?
> > > > > >
> > > > > > Dimitris Tsokakis
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > > Send BUG REPORTS to bugs@xxxx
> > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > -----------------------------------------
> > > > > > Post AmiQuote-related messages ONLY to:
> > > amiquote@xxxxxxxxxxxxxxx
> > > > > > (Web page:
> http://groups.yahoo.com/group/amiquote/messages/)
> > > > > > --------------------------------------------
> > > > > > Check group FAQ at:
> > > > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > >
> > > > > >
> > > > > >
> > > > > > ----------------------------------------------------------
--
> ----
> > > ----
> > > > > ----------
> > > > > > Yahoo! Groups Links
> > > > > >
> > > > > > a.. To visit your group on the web, go to:
> > > > > > http://groups.yahoo.com/group/amibroker/
> > > > > >
> > > > > > b.. To unsubscribe from this group, send an email to:
> > > > > > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > > > > >
> > > > > > c.. Your use of Yahoo! Groups is subject to the
Yahoo!
> > > Terms of
> > > > > Service.
> > > > >
> > > > >
> > > > >
> > > > > Send BUG REPORTS to bugs@xxxx
> > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > -----------------------------------------
> > > > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
> > > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > Yahoo! Groups Links
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|