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Re: [amibroker] How is a backwards reference handled if there is missing data?



PureBytes Links

Trading Reference Links

It depends if you have "pad and align" option turned ON or OFF.
If it is OFF then n bars means n TRADING bars (with data).
If it is ON then n bars means n bars of reference symbol
Since reference symbol can be index (always have data on trading days)
or artificial symbol that can have data for every day in calendar,
you can easily decide and pick what you want.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "kmckiou" <kmckiou@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, January 24, 2008 1:30 AM
Subject: [amibroker] How is a backwards reference handled if there is missing data?


> Hi,
> I am doing some calculations where I am referring to prior periods. 
> Specifically, I am creating an indicator that sums values on the same 
> hour of the day for the prior "n" days. My results seem a little 
> inconsistent, so I have a question.
> 
> I am using 15 minute data and the database is configured with 15 
> minutes as the base time interval.  So, when I say 
> 
> Ref(C, -96) 
> 
> and there is some missing data at, say, -50 to -52, am I going to get 
> the value of C 96 periods prior (24 hours * 4 15 min intervals) or am I 
> going to get the value of C 99 periods prior because 3 of the 
> intervening intervals had no data?
> 
> - Kevin
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> Yahoo! Groups Links
> 
> 
> 


Please note that this group is for discussion between users only.

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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
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