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Tomasz,
the problem is in this "already existing". Point A exists from the
first ^NDX+^N225 scan. The next [^NDX only] scan will not "see" the
31/5/2004 and will leave it as is.The final result will be a bit
absurd, an ^NDX scan will include 31/5 as if it was an ^NDX trading
day.
If, by mistake or by coincidence, ^N225 is a member of my WL, then
31/5 will appear in my N100 composites and, the more important, it
will remain there for any next scan !!!
These mistakes are common, especially when we scan WatchLists.
[If "reset" was "delete" this problem would never appear again]
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Dimitris,
>
> atcFlagResetValues just exactly what it says: resets all bars
already existing in the composite
> back to zero at the start of the scan. It does not delete composite
ticker, it just assigns zero
> to all OHLCVOI fields in all bars that already exist in the
composite.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Dimitris Tsokakis
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, June 23, 2004 8:53 AM
> Subject: [amibroker] Reset action in AddToComposite() function
>
>
> In
> AddToComposite( array, "ticker", "field", flags =
atcFlagDefaults )
> description we read
>
> atcFlagResetValues = 1 - reset values at the beginning of scan
(recommended)
>
> Should we delete ANY ~ticker BEFORE a new scan ?
> What does reset means ?
> Is it the same if we delete the ~ticker and scan again ?
> The answer for the last question is not always positive.
> Example :
> Step1
> Let us add ^NDX and ^N225 in WL1, use filter->Define->WL1 and
scan with
>
> W=IIf(Name()=="^NDX",1,0);
> AddToComposite(W*O,"~T","O",1);
> AddToComposite(W*H,"~T","H",1);
> AddToComposite(W*L,"~T","L",1);
> AddToComposite(W*C,"~T","C",1);
> AddToComposite(W*V,"~T","V",1);
> Buy=0;
>
> The graph of ~T is in the att. gif.[upper graph]
> There are some zero bars, point A for example [May31, 2004]
> The last day of May was a trading day for ^N225 but not for ^NDX !
> Since we scan for all quotations, ~T should be zero for 31/5/2004
and it is OK.
> Step2
> Let us scan again now [without deleting the ~T ticker] ,
selecting ^NDX as the current stock.
> Point A will still be there, the "reset" action could not do
anything for 31/5/2004, since this day was not an ^NDX day.
> [the conclusion of step 2 is confusing at first sight, ~T do
exist for 31/5/2004 although ^NDX was not there !!]
> Step3
> Let us delete ~T ticker, select ^NDX as the current stock and
scan again.
> The result is a perfect ^NDX chart, no "A" points at all.[lower
graph]
>
> In similar cases, when missing or excessive data creates "A"
points, the reset operation is not the expected and it is more safe
to delete ~T tickers before a new scan.
> I also think it should be explained in some next Users guide,
AddToComposite() is a great tool and its description should be
crystal clear !!
> Dimitris Tsokakis
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
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