|
PureBytes Links
Trading Reference Links
|
Hello,
I guess that data source you are using has *BIG* problems with data holes.
You can use Tools->Database Purify to find all errors in your database.
Anyway, if you are using recent betas you can fix (i.e. pad) holes automatically
during scan.
Just go to Settings page and mark
"Pad and align..." check box and enter the index symbol (Dow Jones Industrials for example)
into Reference symbol field.
Then run scan.
Now even if your data source is full of data holes you will get smooth composites
because AB will automatically pad all holes with previous day data.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "davelansing2004" <d.ankrapp@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 05, 2004 7:57 PM
Subject: [amibroker] Re: Composite Index Help
>
> Hi Dimitris,
>
> I've read the user's guide and also Herman's file on the multiple
> uses of the AddToComposite function.. with that said, I copied a very
> simple code that Tomasz had written to calculate composites for
> Sectors (I replaced the Sectors ID with Industry ID):
>
> sym = "~"+IndustryID(1);
> AddToComposite(C,sym,"X",27);
> AddToComposite(1,sym,"I",27);
> y = Foreign(sym,"X")/Foreign(sym,"I");
> Plot(y,sym,8);
>
> Basically, the composite plots are very erratic; there are large
> spikes in the plots day-to-day, and the plots basically oscillate
> without apparent trends... I know that the underlying data is good..
> I purchase EOD data from Reuters...so my question is how to normalize
> the data so that it's similar to the Dow Jones Indices...thanks!
>
> Dave
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|