Just a fast note to send you on a search. A about a year or so ago,
there was a discussion on this group about (and possibly some code written
to) "filling" in data in for days where there was no data or no trades
were done. I don't recall who was the moving contributor, but seem to
think that Tomasz also commented and fixed something in AB to ignore such holes
in data. The coding fix I recall was to create synthetic data to fill the
gap, perhaps by averaging the data on either side of the hole. Not as good
as actual data, but unless there was some wild activity on that day, this might
suffice for filling in hundreds of symbols and/or days manually. Of
course, getting Gary to fix the QP data is preferable, however I'm still waiting
for the rest of the data base cleanup to occur (all those undefined symbols
between CYX K to LF9ZK which I have to manually delete after each refreshing of
the AB QP database).
I'll try to search my historical email archives this weekend to see if I
can find the thread for you if no one else can recall the issue earlier.
----- Original Message -----
Sent: Friday, December 09, 2005 6:52
AM
Subject: [amibroker] How to fix missing
quotes (holes in the data)
Hi,
In
my Quotes Plus database, there
are about 300 symbols with missing quotes.
Quotes Plus support has been notified (no response
yet, though). When (and if)
they fix the problem, that will be great, but I’m not holding my breath.
(To see a Quotes Plus data
hole, chart “EMBT” and look for the 1/27/2005 daily bar.
It’s not there.)
In the meantime,
I’m fixing the problem by editing the bad
data in the QP database. This is a VERY SLOW and
painful process. I need a better way…
The only two ways that
I can think of are to 1) modify my AB code as
a work-around or 2) programmatically update the QP
native database. (AFAIK, you can’t fix the data in the AB database,
because AB gets it’s data from the QP
DB.)
· Is there another way to fix this problem?
· Is there
a way to programmatically fix the QP database
data?
· I tried to use
the “Nz” function as a
workaround, but it didn’t fill in the missing data. I.e., I
tried:
Plot( Nz(C,
LastValue(Ref(C, -1)))…
Thanks in advance for
any help.
Regards,
Dan.
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