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RE: [amibroker] Signals on daily charts from data ONLY available monthly.



PureBytes Links

Trading Reference Links

AB will fill all "holes" with the most recent value, provided you don't
disable this option in Foreign.

This also works great if importing a foreign timing signal to test
(e.g., TimingCube).
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of sebastiandanconia
Sent: Wednesday, January 11, 2006 08:42
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Signals on daily charts from data ONLY available
monthly.

If a piece of data that is only available monthly (like CPI, 
unemployment rate, etc.) is imported into AB, is it possible to use 
it as-is for system tests/chart signals on daily data?

Example:  I have CPI, PPI, unemployment rate, etc., in Excel with 
monthly data-points of 1/1/05, 2/1/05, 3/1/05, 4/1/05, etc.  Can I 
import this data in monthly format and will AB simply pick up the 
last appropriate data-point for month and year on any system tests? 
Or should I artificially "expand" my data in Excel, such that 1/1/05, 
1/2/05, 1/3/05, 1/4/05, etc., all have the same monthly value?

Or can FIXUP be used to solve this disparity in the periodicity of 
the data?

If anyone knows of any systems in the library that address this, or 
of any discussion here that does so, I'd be grateful if they could 
point me there.  Or if AB automatically takes care of this issue, 
that would be helpful to know, also, LOL!


Luck to all,

Sebastian






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