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Patrick,
I'd be very much interested in "averaging code". That's precisely what I'm doing now, although manually. I have a 3 day MA on the close and simply use the MA close value to update the OHLC values in the QP database.
Regarding ignoring the gap, based on what I've seen in AB, it is fixed - sort of... What I see AB doing is to simply not plot the bar. For example, if the 12/8/2005 MSFT bar is missing, you will see a 12/7/2005 bar and a 12/9/2005 bar right next to each other with no space between them.
For most purposes, this is probably fine. Code doesn't blow up and chart looks good. However...
If you created ATC symbols for an Industry or Sector, you will see a spike in the ATC symbol. The problem is that you are never sure if the spike is caused by an Industry-wide smackdown or if it's caused by bad data in one of the Industry's stocks. And, since the offending stock symbol shows no gap when charted, it's hard to spot the issue by looking at chart.
Regarding QP, I got an e-mail from Gary saying that they fixed two old delisted/relisted symbols, that the current delisted symbols should disappear shortly, and that he would be running scans over the weekend to fix the data holes.
Best regards,
Dan.
-------------- Original message --------------
From: "NW Trader" <ta4charts@xxxxxxxxxxx>
Hi Dan,
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.
Peace and Justice --- Patrick
----- 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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