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--- In amibroker@xxxxxxxxxxxxxxx, "Michael.S.G." <OzFalcon@xxxx>
wrote:
> Hi Yuki,
> Why not scan your entire DB against your ref ticker & find all
the days
> for all the stocks where this has happened. (No bars on valid
trading days)
>
> ie.
> Filter = Ref Stock.
> Loop through Watchlist* (ALL STOCKS)
> If Foreign* Volume = 0 then Display foreign Valuewhen (V>0 , Close)
> Export the results.
> And import back into your DB.
>
> I can modify my current Data Hole Filler to do this as well (Cause
I also
> need to do it - Now that you have mentioned it!!!) And email you
the AFL.
>
> Im not going to post this code public - As it requires resposible
usage -
> Which im only confidant with direct/no confusion email!
Michael,
have you ever heard for the database purify tool ?
It is available [to the public] from the Tools menu bar.
FYI, the members of this list are responsible enough to handle
experimental codes.
Dimitris Tsokakis
> ** Note **
> For bars that already exist with 0 volume - Then overwriting them
with last
> traded bars close "Should" be ok. Theoreticaly the price "Should"
be the
> same........
>
>
> AkBar
> Michael.
>
>
>
>
>
>
>
>
>
> At 11:28 PM 23/06/2004, you wrote:
> >Hi DIMITRIS,
> >
> >Wednesday, June 23, 2004, 9:20:26 PM, you wrote:
> >
> >DT> Yuki, the stats should read your stock data. What does your
data
> >DT> say [after the merge procedure]? Do you have data for the
> >DT> non-trading days ? A CSCO trade buy on 18/6, sell on 21/6 is
> >DT> reported as Total # of bars in winners: 2 and *not* Total #
of
> >DT> bars in winners: 4 because 19/6 and 20/6 were not trading days
> >DT> [it was a weekend], [I have no data for 19/6 and 20/6 ] How
> >DT> could your report "reads2 6-bar trade ??
> >
> >I do not know DT. I seem to have a problem with this one stock, on
> >this one date, and it may be related to the gap, and that other
> >stocks do not have this gap, or it may be something else.
> >
> >Here are some gory details:
> >
> >1) The back test shows a long entry on March 5, 2003, closing with
an
> >exit sell on March 12, 2003. There were no intervening bars for
> >*this* stock, but the market was open for other stocks of course.
> >
> >2) The trade shows as 6 bars, and . . . it is, I notice, out of
> >sequence. (!) It is the *only* out of sequence trade in nearly a
> >thousand trades. Normally, they are listed in order of entry date.
> >This one comes between trades on March 10 and March 19 however. It
> >is out of sequence, and it is the only one.
> >
> >3) I have an exploration that I run the night before to identify
> >setups. It's time-tested, and accurate. It shows this stock
setting
> >up on BOTH March 3 and March 4. The data shows the March 3 setup
did
> >not trigger on March 4, and the back test correctly shows no entry
> >then. The data also shows that the March 4 setup did trigger on
> >March 5. So the long entry on March 5 is correct.
> >
> >So, the system is picking up the trade. It was a valid entry. And
> >it's selling it on the next bar (for *that* stock), which is March
> >12. But . . . the trade is out of sequence -- the only one in
almost
> >a thousand trades, and it clearly says 6 bars, and that data is
being
> >averaged into all parts of the back test stats where "bars" are
> >calculated.
> >
> >So, I don't know what is wrong, but the data is clean, and my code
is
> >fine.
> >
> >Yuki
> >
> >
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