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I agree Jose
The main problem for me is that unpadded makes it difficult to compare
different stocks, even with the padding feature in AA. If the base
ticker has a hole, then that day is ignored in the second ticker.
Also I found that with eyeball charting having non traded days
included is a help. My preference is for partial padding which only
includes all days that the market is open.
Indicators are next to useless with padded data.
On Thu, 10 Feb 2005 05:25:35 -0000, Jose <josesilva22@xxxxxxxxx> wrote:
>
>
> 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 '-)
>
>
> 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
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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