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Hello,
Just do NOT import data records with zeros.
ASCII importer by default SKIPS such records,
unless you force importing such data using $ALLOWNEG 1
flag.
If you do NOT import such records you will have
just data holes that can be easily fixed up with previous
day's quote using "PAD AND ALIGN" functionality of
Automatic Analysis window (see AA->Settings->General in newest betas
or AA->Settings->Portfolio in 4.50)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Martin Cooney" <martin@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 27, 2004 3:14 AM
Subject: [amibroker] data issues with zero volume days
> Hi All,
>
> The data I currently obtain from my data provider essentially lists
> prices for zero volume days as zero i,e High=0, Low=0, Close=0, Open=0.
>
> Unfortunately, when backtesting these values cause the system to cop a
> 100% loss etc which, you can well imagine, is not what I'd like to see
> happen. It also causes down spikes in graphing.
>
> Ideally, I'd like to 'fix' the zero value days with value of the
> previous day's Close.
>
> Does anyone else have/had this problem and some suggestions on an
> appropriate remedy ?
>
> Best Regards
> Martin
>
>
>
> 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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