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> That is fine. Infact Im surprised the inbuild padding isn't
> covering the holes.
WHAT?????
It *DOES* !
Yuki's "problem" is opposite ! She thinks that if one symbol is NOT trading
while OTHER symbols in portfolio DO then the # of bars for that particular symbol should NOT include
those 'missing' bars. But actually # of bars are calculated from bars when PORTFOLIO is trading
(i.e. any of security held in portfolio is trading).
This is after all PORTFOLIO backtester !
The OLD backtester (single security) calculates # of bars like Yuki wanted - because
it treats each symbol SEPARATELY!
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Michael.S.G." <OzFalcon@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 24, 2004 4:00 PM
Subject: Re: [amibroker] Re: data holes
> Hi Yuki,
> I guess correct is a matter of perspective. I see either way correct.
> (ie holes or padded data) They both represent the same thing IMO.
>
> Eitherway, some folk may find BHP somehow usefull ;-0
> And thanks for your problem, As Im now aware of the issue for myself!
>
> ATB
> Michael.
>
>
> At 11:43 PM 24/06/2004, you wrote:
> >Hi Michael
> >
> >Thursday, June 24, 2004, 10:28:02 PM, you wrote:
> >
> >MSG> Dimitris, Yes I had a quick look at purify tool. Didn't find
> >MSG> it much use. (No doubt I was using it wrong).
> >
> >MSG> I'll attach to this email the very clunky datahole patcher.
> >MSG> Additions include valuewhen function as mentioned by graham.
> >MSG> But not yet code to handle Yuki's data holes (Sorry Yuki) Hopefully
> >I'll nut
> >MSG> something out over this weekend.
> >
> >MSG> BTW, It's not all AFL. There is some JScript. AND NO DOCUMENTATION.
> >
> >I'm going to wait for an AB fix. As far as I am concerned, there is
> >nothing wrong with my data. It does not need to be "purified" or
> >"patched" in any way. It is . . . correct, in fact. What is
> >incorrect (IMHO) is the way that AB processes this data in a multiple
> >stock back test. But it may be that this is the only way it can be
> >done; I don't know. It is probably a rather unusual situation,
> >perhaps one that TJ has never anticipated, but here it is. When I
> >test the single stock with the data "hole", there are no problems.
> >The problem only comes about when that stock is tested with other
> >stocks that have differing data. I'm sure TJ will have a way around
> >this, and it's not the end of the world if I have to wait a while for
> >it.
> >
> >Yuki
> >
> >
> >
> >
> >Check AmiBroker web page at:
> >http://www.amibroker.com/
> >
> >Check group FAQ at:
> >http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >Yahoo! Groups Links
> >
> >
> >
> >
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
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