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Re: [amibroker] data issues with zero volume days



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I thought I also answered that you just have to make the
indicators Null as well

 

StochRsi= IIf(<font
color=blue>BarIndex()>(LB-RM),Z, <font
color=blue>EMA((<span
>RSI(<span
>8)-LLV(RSI(<font
color=fuchsia>8),<span
>8))/(<span
>HHV(RSI(<font
color=fuchsia>8),<span
>8)-LLV(RSI(<font
color=fuchsia>8),<span
>8)),<span
>3)*<span
>100 );





Cheers,
Graham
http://e-wire.net.au/~eb_kavan/ 



<span
>-----Original Message-----
From: Dave Merrill
[mailto:dmerrill@xxxxxxx] 
Sent: Monday, July 26, 2004 9:12
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Training
mode.

<font size=2
face="Times New Roman"> 



<font size=2 color=blue
face="Courier New">Thanks for your reply Herman, but we've had this discussion before
(:-). This is from my 6/27 reply to similar responses when I first posted about
this:





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face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">---------------





<font size=2
face="Times New Roman"> 







<font size=2 color=blue
face="Courier New">Thanks for your reply Graham, but as I mentioned, I've tried that,
and it has problems.





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Try the more complete setup below, with a couple of random
indicators added. Everything's fine with nothing blanked. Blank out one bar,
and the price plot still looks fine, but MACD and RSI spike to zero on the null
price bars, causing them to rescale, the MACD illegibly. Blank a few more
bars, past a SAR cross, and SAR does the same thing. 





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">For another approach, comment out the BlankAll() line, and
re-enable BlankAll2(), on the next line. This shifts everything to the right,
"off the page", and then back. I tried this because that seemed very
analgous to those bars really not existing. Turns out that AB seems to treat
them as missing data (makes sense), and uses the existing last value for the
missing bars. 



<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Is there a way to work around all this? Of course, blank the
indicators too. But that means you have to recode every indicator on any
pane you want to do this with.





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">I'd much rather just drop in a single function to adjust the price
bars, and have everything just work. But setting things to null doesn't really
do it. Any other ideas on a good blanking mechanism?







<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">What I'd really like is a built in feature that handled this
automatically, including blanking BuyPrice, ShortPrice etc, and any new built
in variables as they get added.





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face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Clearer?





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Dave Merrill





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">---------------





<font size=2 color=blue
face="Courier New">global gBI, gBarsBlanked;





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">gBarsBlanked = Param( "bars", 0, 100, 0, -1);
gBI = BarIndex();





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">function IsBlanked() {
 return gBI >= (BarCount - gBarsBlanked);
}
function Blank(array) {
 x = IIf(IsBlanked(), Null, array);
 return x;
}
function Blank2(array) {
 x = Ref(Ref(array, -gBarsBlanked), gBarsBlanked);
 return x;
}
function BlankAll() {
 O = Blank(O); H = Blank(H); L = Blank(L); C = Blank(C); 
 Avg = Blank(Avg); V = Blank(V);
}
function BlankAll2() {
 O = Blank2(O); H = Blank2(H); L = Blank2(L); C = Blank2(C); 
 Avg = Blank2(Avg); V = Blank2(V);
}
function OHLCTitle() {
 return 
  Interval(2) + " " + Date()
  + " Open = " + O
  + ", High = " + H
  + ", Low = " + L
  + ", Close";
}





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">BlankAll();
//BlankAll2();





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">GraphXSpace = 5;
Plot(C, OHLCTitle(), colorDefault, styleCandle);
Plot(V, "Volume", colorBlue, styleHistogram+styleOwnScale, 0,
LastValue(Highest(V)) * 2);
//Plot(IIf(IsBlanked(), 1, 0), "", colorLightGrey,
styleArea+styleOwnScale+styleNoLabel, 0, .5);





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">m = MACD(); r = RSI(); s = SAR();





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Plot(m, "MACD", colorBlue, styleOwnScale);
Plot(r, "RSI", colorRed, styleOwnScale);
Plot(s, "SAR", colorYellow, styleDots+styleNoLine);
/*
Plot(Blank(m), "MACD", colorBlue, styleOwnScale);
Plot(Blank(r), "RSI", colorRed, styleOwnScale);
Plot(Blank(s), "SAR", colorYellow, styleDots+styleNoLine);
*/





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">---------------









<span
>This removes bars under
param() control.
herman

<span
>Z = <span
>Null<font
face="Lucida Console">;
LB =LastValue(<font
color=blue>BarIndex());
O = <span
>IIf(BarIndex()>(LB-RM),Z,<span
>O);
H = <span
>IIf(BarIndex()>(LB-RM),Z,<span
>H);
L = <span
>IIf(BarIndex()>(LB-RM),Z,<span
>L);
C = <span
>IIf(BarIndex()>(LB-RM),Z,<span
>C);
// Just an example system
StochRsi=EMA((<font
color=blue>RSI(<span
>8)-LLV(RSI(<font
color=fuchsia>8),<span
>8))/(<span
>HHV(RSI(<font
color=fuchsia>8),<span
>8)-LLV(RSI(<font
color=fuchsia>8),<span
>8)),<span
>3)*<span
>100;
Buy=<span
>Cross(<span
>17,StochRsi) AND Ref(<font
color=blue>MA(C,21),-<font
color=fuchsia>1) < <font
color=blue>MA(C,21);;
Sell=<span
>Cross(StochRsi,<span
>83);
Short=<span
>Cross(StochRsi,<span
>83) AND
Ref(<span
>MA(C,<font
color=fuchsia>21),-<font
color=fuchsia>1) > <font
color=blue>MA(C,21);
Cover=<span
>Cross(<span
>17,StochRsi);
Plot(<span
>C,<span
>"Close",<span
>2,<span
>1);
PlotShapes(<font
color=blue>IIf(<span
>Buy,shapeUpArrow,<font
color=blue>IIf(<span
>Short,shapeDownArrow,<span
>shapeNone)),
IIf(<span
>Buy,colorBrightGreen,<font
color=blue>IIf(<span
>Short,colorRed,<span
>colorBlack)));

<font
size=2 face=Tahoma>-----Original
Message-----
From: Dave Merrill
Sent: Monday, July 26, 2004 8:26 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Training
mode.







<font size=2 color=blue
face="Courier New">I've asked for something similar myself, maybe with a slider or
something to control the number of bars blanked at the end, rather than only
stepping through one at a time. Besides training your mind, it's also useful
for evaluating the behavior of indicators that "guess" about the
future, or for other reasons change shape as more data becomes available.





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">The closest I know of that you can do currently is to set all
prices after a certain bar to null. Some types of indicators do odd things
right at the transition point, so you may need to null them out too. For that
reason, you may have to recode this arrangement specifically for every pane,
not idea;. 





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">It also won't remove hand-drawn studies, much less put them back
later. You might be able to code up something that sets the color of studies to
your background color, maybe?





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">It's better than nothing, and AFIK, the best we can do without it
being built into AB, but I too hope Tomasz adds a feature like this.





<font size=2
face="Times New Roman"> 





<font size=2 color=blue
face="Courier New">Dave Merrill





<font size=2
face="Courier New">I would like to set AB's data
to a selected date back in time, <span
>
clear of all existing studies I might have drawn
like trendlines 
ect, but trendlines and other studies are able to
be drawn. 
Then every time the space bar is pressed a new
days(weeks or tick) 
worth of data is added.

The reason for this of cause is to test or
practice trading like 
backtesting your idears and instinks in real
time.  

Is there currently a way to do this?

Downloading each days history is not a solution.
To time consuming.

Any idear?
Thanks 
Ant.







<font size=2
face="Times New Roman">

Check AmiBroker web page at:<font
face="Courier New">
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html










Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








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