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[amibroker] Re: Aussie EOD data services??



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Missing data can always be detected using something like this:

 valuewhen(datenum()==yymmdd,C);
or
 valuewhen(cross(datenum(),yymmdd),C);

Even in AB's poor cousin, missing data can always be detected:
http://www.metastocktools.com/MetaStock/Missing.txt


To illustrate why padded data is not useful, take a look at simple 
EMA/price crossover signals.  You'll find that sometimes the signals 
will appear when the instrument is not trading.

Another reason for avoiding padded data, is that smoothing-type 
indicator values are skewed by data that does not exist in reality.


jose '-)
http://www.metastocktools.com




--- In amibroker@xxxxxxxxxxxxxxx, "wizard_inetsys" <wizard@xxxx> 
wrote:
> 
> Hi Jose,
> 
> So padded data is no good then? But doesn't the fact that you have 
> missing days with unpadded data affect you system also? For example, 
> if you want your system to alert you when a stock hasn't been traded 
> for a couple of days so you can get out, you couldn't do that with 
> unpadded data as easily. Or am I thinking about this all wrong?
> 
> So, does Amibroker have a problem using one or the other? And, what 
> is recommeded - padded or unpadded?
> 
> Thanks,
> Andrew.
> 
> -- In amibroker@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx> wrote:
>
> ... and that is a good thing.  Padded data destroys the integrity 
> of T/A and system testing.
> 
> jose '-)





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