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Bob,
Generally I agree with you but as always there are some issues
that comes up when you try to implement nice ideas in practice.
For example "calculating stoch based on bars with volume".
Yes, possible, but there are markets without volume data.
For example Forex. You don't have any volume information on Forex :-)
So as usual practice is much harder than theory :-)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Bob Jagow" <bjagow@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, September 15, 2004 10:53 PM
Subject: RE: [amibroker] Quoteless Periods
> Although we are speaking of intra day charts, "everyone does not show
> Sundays and/or Saturdays on EOD charts" unless the referenced market is
> open on Sundays and/or Saturdays.
>
> Yes, I do know the formula for Stochastics and could tolerate div0 for
> charts with trading halts >= the Stoch period.
> One could, of course, show the trading gap yet calculate the Stoch
> based on bars with volume.
>
> Regards,
> Bob
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> Sent: Wednesday, September 15, 2004 1:03 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Quoteless Periods
>
>
> Hello,
>
>>
>> Let me be sure what you mean, Tomasz.
>> Could you first agree that the price plot would be less distorted by
>> showing the gap?
> Depends on user's view. If gaps are that necessary in your opinion
> why everyone does not show Sundays and Saturdays on EOD charts ?
> (some programs provide such option but most often setting is not to
> display weekends).
>
>>
>> Secondly, I would argue that indicators should be influenced
>> [distorted?] by the fact that trading was halted.
> Yes (almost) all indicators get distorted if you include gaps.
> Say for example that you have stochastics.
> Do you know the formula for stochastics?
> It looks like follows:
> 100* ( C-LLV(L,15) )/(HHV(H,15)-LLV(L,15));
>
> in the denominator we have highest high from last N periods minus lowest
> low from N periods.
>
> Now imagine that you have a gap of more than 15 periods ->
>
> what you get ?
>
> DIVISION BY ZERO when calculating stochastics.
>
>>
>> QuoterTracker, eSignal and Yahoo intraday TASR charts show the gap;
>> where can I find AB-style intraday charts?
> I belive Metastock has this switchable and allows to display AB-style.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Bob Jagow" <bjagow@xxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, September 15, 2004 9:37 PM
> Subject: RE: [amibroker] Quoteless Periods
>
>
>
>>
>> Regards,
>> Bob
>>
>>
>>
>> -----Original Message-----
>> From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
>> Sent: Wednesday, September 15, 2004 12:04 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: Re: [amibroker] Quoteless Periods
>>
>>
>> Hello,
>>
>> Ploting all bars without quotes will result in flat line
>> i.e. distorted indicators / moving averages / etc.
>> Plus lots of wasted space on drawing flat line between trading
> sessions
>> (when no filtering is applied).
>>
>> But... I may add such option in the future if someone needs
>> a lot of wasted space on the screen.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Bob Jagow" <bjagow@xxxxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Cc: "TJ" <tj@xxxxxxxxxxxxx>
>> Sent: Wednesday, September 15, 2004 8:27 PM
>> Subject: [amibroker] Quoteless Periods
>>
>>
>>> That AB EOD doesn't plot quoteless days doesn't make a lot of sense
>> IMO,
>>> but such instances are at least rather infrequent.
>>> Not that happy today that TASR's 27-minute halt was only evident
> after
>>> news alerted me to the fact.
>>> Anyone else have a problem with missed intraday halts?
>>> Would the option to plot missing quotes [or visual alerts on the
>>> timeline] make sense?
>>> Any other proposed solutions other than running QuoteTracker in
>>> parallel. ?
>>>
>>>
>>> TIA,
>>> Bob
>>>
>>>
>>>
>>>
>>> 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
>>
>>
>>
>>
>>
>>
>>
>>
>
>
>
> 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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