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



PureBytes Links

Trading Reference Links

Pad and align is for Automatic Analysis (that's the setting of Automatic Analysis window).

It does not affect indicators. Similar effect in indicators can be achieved
using index as current symbol and Foreign() / SetForeign() function to get data aligned to index
http://www.amibroker.com/f?foreign

http://www.amibroker.com/f?setforeign

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "kmckiou" <kmckiou@xxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 25, 2008 2:27 AM
Subject: [amibroker] Re: How is a backwards reference handled if there is missing data?


> Well, I thought it was perfect.  I tried it and I must be doing 
> something wrong.  Here is the indicator code:
> 
> Disp = Param("Displacement", -96, -672, 0, 1);
> nSamp = Param("Num of Samples", 1, 1, 100, 1);
> 
> fData = Close; //initialize the filtered data with the close value
> for(i=1; i<nSamp; i++)  //first sample is the current value of Close, 
> thus, just need to add nSamp-1 additional samples
> {
> fData = fData + Ref(Close, Disp*i);
> }
> 
> Plot(fData, "Filter - Sum", ParamColor("Color", colorRed), ParamStyle
> ("Line Style"));
> 
> I see no difference in the resultant plot with Pad and Align turned 
> on or off. The close data is not padded on the symbol on which I have 
> added the indicator.  Maybe we miscommunicated.  I am not running an 
> analysis, I am simply adding an indicator to a symbol and I want to 
> go backwards and sum the value of that symbol, N number of days at 
> each 15 minute interval during the day.
> 
> Stumped at the moment...any ideas?
> 
> - Kevin
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
> wrote:
>>
>> 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@xxx>
>> 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.
> 
> 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.

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
 
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