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Just trying to fix the yahoo group lets see if this works out .
Ignore this message.
-- N !!
-- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> John,
>
> You are right - I will add a switch.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "John R" <jrdrp@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, January 27, 2002 2:37 AM
> Subject: Re: [amibroker] Re: Enhancing the _composite program.
>
>
> > Tomasz,
> >
> > I see your reasoning for automatic assigment of High & Low
variables but...
> > I think in some situations this is not desirable.
> >
> > For example, all data feeds give bad data bars from time to time
(some more
> > often than others!). It is sensible practice therefore to run your
own data
> > verification routines (via AFL/scripts) to try and spot these
> > errors/potential errors so that they can be corrected (either
manually or
> > from another data source) before they screw up your trading system
logic.
> > Now if AB automatically does some "fixing" of data feed/import
prices this
> > is going to mask many of these data errors from the data verification
> > routines with obvious undesirable results.
> >
> > I would suggest therefore there needs to be the facility to turn
this auto
> > assignment mechanism on/off under user/program control.
> >
> > Regards
> > John
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: "Tomasz Janeczko" <amibroker@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Saturday, January 26, 2002 8:56 AM
> > Subject: Re: [amibroker] Re: Enhancing the _composite program.
> >
> >
> > > Hello,
> > >
> > > > --- John R wrote:
> > > > With regard to the automatic internal updating of High & Low
variables
> > you
> > > > referred to when & where exactly is this actioned?
> > > >
> > > > By AFL engine constantly when dependent variables are assigned?
> > > > Same for assignment via scripts?
> > > > Does this affect database fields as well or just store arrays?
> > >
> > > It is done only when assigning Open and Close via
> > > OLE Automation interface and when doing ASCII import.
> > >
> > > This was reasoned by the fact that using ASCII importer
> > > you often have only close price in your data (for example
> > > Mutual funds) so when importing such data the H,L
> > > arrays are assigned to the same value as close.
> > >
> > > The same applies to OLE automation interface -
> > > people often just assigned Close array in their script
> > > forgetting about High and Low and this caused
> > > problems (see below)
> > >
> > > > What happens when a bad data bar (i.e. illogical OHLC
relationship)
> > arrives
> > > > from data feed or manually input via AB quote editor?
> > >
> > > In that case the candlestick/bar display is messed up
> > > (in most cases you see very long bodies or very long shadows)
> > > Some of the indicators that use High/Low arrays (like
Stochastics) may
> > > show strange values.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > > > Herman,
> > > > >
> > > > > Just a quick note:
> > > > > only Open, Close, Volume, OpenInterest are "independent"
variables.
> > > > > High and Low fields are updated when the Open or Close is
assigned
> > > > > in the following manner:
> > > > >
> > > > > If Open > High Then High = Open
> > > > >
> > > > > If Close > High Then High = Close
> > > > >
> > > > > If Open < Low Then Low = Open
> > > > >
> > > > > If Close < Low Then Low = Close
> > > > >
> > > > > Best regards,
> > > > > Tomasz Janeczko
> > > > > amibroker.com
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> > http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> > >
> > >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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