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Terry,
This is what I do to fix dataholes.
1) Create a composite from all stocks.
2) Scan said composite for 0 volume days.
3) Use these days as reference points to pull the previous bars close price.
4) Insert previous bars close into OHLC of days with 0 Volume (Step 2).
If you have a few holes in a row, You may need to do an extra pass or two.
ATB
Michael.
At 08:31 AM 23/06/2004, you wrote:
>I have an indicator based on the ^IXIC. It runs as a function so I can
>call it whenever. I know the ^IXIC data is correct (no holes anyway).
>Depending on the symbol I have selected I get DIFFERENT ANSWERS for the
>value of my indicator and thus different BUY/SELLS. I have determined this
>is because there are data holes in some of the other symbols.
>
>According to the documentation: Please note that if you have data holes in
>currently selected symbol then in order to synchronize bars Foreign
>function will remove bars that exist in Foreign symbol but do not exist in
>currently selected symbol.
>
>Question 1: Since my indicator using the ^IXIC is the PRIMARY symbol, is
>there a way to FILL the selected symbol to match the Foreign symbol
>instead of deleting data from the Foreign symbol?
>
>Question 2: Is there a function or formula to detect data holes? I
>reloaded my history and solved 99% of the problems (can't fix, for
>example, ^N225 as Japan probably does not have same market days as U.S.).
>It seems there should be an easy way for AB to let you know you have data
>holes.
>
>Thanks.
>
>Terry
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