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Graham,
Im not sure I follow.
When I get an update (eg split/merge etc) it's one datafile that contains
the entire history @ corrected price.
ATB
Michael.
At 07:34 PM 23/06/2004, you wrote:
>Can you turn off the download for public holidays? I have just got this
>feature from my data supply, something I have been waiting for since I went
>to automated data downloads.
>
>Cheers,
>Graham
>http://e-wire.net.au/~eb_kavan/
>
>-----Original Message-----
>From: Michael.S.G. [mailto:OzFalcon@xxxxxxxxxx]
>Sent: Wednesday, June 23, 2004 5:15 PM
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: Re: [amibroker] Foreign and Data Holes
>
>Terry,
>Let me just explain ONE source of dataholes (For me anyway).
>
>* Normal EOD data comes in ok.
>* Then you happen to have a Public Holiday, No stocks trade.
> At this point NO BAR exists for said day.
>* Time Goes By.....
>* Then you get some stock updates.
> Stock Updates (For me) have valid data prices (No volume) for
>stocks ON THE PUBLIC HOLIDAY!!!
>* NOW you have some data (Handfull of stocks that have been updated) with
>data in the bar that previously did not exist. (Still with 0 volume).
>
>The result - When you create a composite - There will be some days (eg
>holidays) that only have a few stocks worth of data - As opposed to the
>entire listing of stocks. Obviously - These days will gave MUCH less data
>in them.
>And can be seen as large down spikes in the composite.
>
> ATB
> Michael.
>
>
>
>
>
>
>At 11:04 AM 23/06/2004, you wrote:
> >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/>http://e-wire.net.au/~eb_kavan/
> >
> >-----Original Message-----
> >From: Michael.S.G.
>[<mailto:OzFalcon@xxxxxxxxxx]>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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