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Graham,
That's nice. So Valuewhen pulls the previous bar with data (ie V>0).
I'll have to lookup valuewhen function!
Thanks
Michael.
At 09:48 AM 23/06/2004, you wrote:
>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
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