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<FONT face=Arial color=#0000ff
size=2>Ed,
I am
happy you find it useful. I have used it and variations of it for several years.
I used to use metastock and did the composite work in excel then brought it into
MS. AB's add to composite stream lined the work and continues to improve
it.
<FONT face=Arial color=#0000ff
size=2>
I have
not read S&C for a while now.. they ran an article on sector
rotation?
Regards,Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Ed
[mailto:vvsignin@xxxxxxxxx]Sent: Thursday, April 29, 2004 10:44
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Trouble with data for indices created by Add To Composite
functionJason,Thank you for your assistance.
I'm going to switch off Yahoo! and go to a paid service for cleaner data.
I'm implementing your code that you posted about a week ago on industry
and sector analysis. This is good stuff. Can I ask you if you've used this
code before or something like it for decision making? Do you like it? Was
it inspired by the latest Stocks & Commodities issue? Thanks
again.Ed--- In amibroker@xxxxxxxxxxxxxxx, "Jayson"
<jcasavant@xxxx> wrote:> Ed,> I use QP and am satisfied.
While not perfect it tends to be very clean.> Every one has a
different approach but I set parameters in QP that can only> be met
with clean data (min vol, min price, institutional ownership etc)
I> save my filtered universe then import that list to AB and use that
list for> my testing/development. For the price yahoo is good but
when problems arise> who do you complain to? QP is not free,
neither is TC2000 but both offer> good clean data...>
> Regards,> > Jayson> >
-----Original Message-----> From: Ed
[mailto:vvsignin@xxxx]> Sent: Tuesday, April 27, 2004 8:44
PM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Re: Trouble with data for indices created by Add
To> Composite function> > >
Jayson,> > Thank you again for your response. I'm
not clear what you mean by> other data options. I currently
download from Yahoo. Do you suggest> another site?
Thanks.> > Ed> > --- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx>
wrote:> > Ed,> > Yes the holes are
likely in the data that make up your composites.> As
I> > understand it Purify simply compares trading days
to a reference> symbol.> > Choosing a
symbol you trust such as QQQ or DJ30,CSCO etc,
should> do the> > trick.
from help....> >> > Database
purify tool implemented (available via Tools->Database>
Purify)> > allows to detect missing/extra quotes,
possible splits, invalid OHLC> >
relationship> >> > Apply to/range
settings similar to AA window. You can also right> click
over> > result list to add symbols to watch list and
copy the list to the> clipboard>
> (and paste it later to any other program for futher
use)> >> > The tool is designed to
identify problem areas, not to delete the>
offenders.> > If you are finding lots of problems you
may wish to look at other> data>
> options..> >>
>> >> >
Regards,> >> >
Jayson> >> >
-----Original Message-----> > From: Ed
[mailto:vvsignin@xxxx]> > Sent: Tuesday,
April 27, 2004 9:27 AM> > To:
amibroker@xxxxxxxxxxxxxxx> > Subject:
[amibroker] Re: Trouble with data for indices created
by> Add To> > Composite
function> >> >>
> Jayson,> >>
> Thank you for your response. FYI the ticks that are erratic
have> > consistent dates, but I'm
assuming that you're talking about those>
> symbols that make up the composites that I've created
having> holes. I> > did
clean out all of the dead symbols and those symbols that
don't> > have up-to-date data. I will
check the symbols manually myself.>
Also,> > when running the purify tool, it
seems that it is simply a> reporting>
> tool. Is this correct, or does the purify tool actually fix
data?> > Lastly, when running the purify
tool, can you tell me> what 'Reference>
> symbol' I should be using? Thanks again.>
>> > Ed>
>> > --- In amibroker@xxxxxxxxxxxxxxx,
"Jayson" <jcasavant@xxxx> wrote:>
> > The deviations are likely caused by data holes in the
underlying> > data.
You> > > could try using the database
purify tool to clean up your> database>
> then> > > rerun the
composite code to correct your indexes..> >
>> > > Regards,>
> >> > >
Jayson> > >>
> > -----Original
Message-----> > > From: Ed
[mailto:vvsignin@xxxx]> > >
Sent: Monday, April 26, 2004 11:04 AM> >
> To: amibroker@xxxxxxxxxxxxxxx>
> > Subject: [amibroker] Trouble with data for
indicies created by> > Add
To> > > Composite
function> > >>
> >> > >
I'm hoping to find a tip that can help me clean up the>
indicies> > I've>
> > created with the ATC function. I've created
about 200 indicies> >
from> > > the Add To
Composite function, however, about 1/3 of these>
> indicies> >
> have bad ticks, usually at the end of the graph or at
the> latest> >
> dates. What happens is the chart looks normal and then a
few> ticks> >
> will deviate greatly. Is there a way to clean up
these> indicies?> >
> Thank you. Ed> >
>> > >>
> >> >
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