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Ok, Perhaps I ought to have said that a little differently.
But yes, Thats the way I'd expect it to work. (As you explained)
ATB
Michael
At 12:35 AM 25/06/2004, you wrote:
> > 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
> >
> >
> >
> >
> >
> >
>
>
>
>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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