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Sorry, I forget a lot of people do not use data padding for
their charts.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
<span
>-----Original Message-----
From: Terry
[mailto:TH@xxxxxxxxxxxxxxxxxxxxxx]
Sent: Wednesday, June 23, 2004
9:05 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Foreign
and Data Holes
<font size=2
face="Times New Roman">
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).
<font size=2
face="Times New Roman">1.<font size=1
face="Times New Roman">
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?
<font size=2
face="Times New Roman">2.<font size=1
face="Times New Roman">
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<font
face="Courier New">
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. [<a
href="">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
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--
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