|
PureBytes Links
Trading Reference Links
|
Thanks. A couple more questions. For now I’m using Yahoo data. (Will switch to CSIData when someone figures out how to import & update without major problems).
RE: v>0 test: the data problems are completely missing days. It seems that I will never find a case where V = 0. Those days simply aren’t there, right or?
RE: create a Composite of all stocks. What, exactly, do you mean? If I combine all stocks I won’t find any zero volume days either...so I must not understand.
Thanks for the help.
Terry
--
Without going through a complete exercise I have found this line useful to
fill in gaps when I need to
C = iif( V>0, C, valuewhen( V>0, C ) );
This will fill in gaps in data regardless of number of consecutive zero
volume days
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Michael.S.G. [mailto:OzFalcon@xxxxxxxxxx]
Sent: Wednesday, June 23, 2004 7:36 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Foreign and Data Holes
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
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
<http://us.ard.yahoo.com/SIG=129ed6iii/M=295196.4901138.6071305.3001176/D=groups/S=1705632198:HM/EXP=1088034526/A=2128215/R=0/SIG=10se96mf6/*http://companion.yahoo.com>
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 <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service <http://docs.yahoo.com/info/terms/> .
--
Terry
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|