RE: [amibroker] Problems with Foreign(), AmiBroker Email List Archive

Hi Paul,

I tried creating an exploration as you said. The output for V is always correct for every symbol viewed, including ~AdvIss. The output of Foreign(“~AdvIss”, “V”), however, varies – when running the exploration on ~AdvIss, it’s correct, but for other symbols, it has holes. Here’s my exploration code:

Filter = 1;

AddColumn(V, "Volume");

AddColumn(Foreign("~AdvIss","V"), "AdvIss");

The following is the output when I run the exploration on GOOG over the window 7/20/07 to 7/31/07 (the data hole when exploring on GOOG runs from 7/26/07 to 12/31/07):

Ticker Date/Time Volume AdvIss

GOOG 7/20/2007 35547612.00 162.00

GOOG 7/23/2007 12705503.00 665.00

GOOG 7/24/2007 11313526.00 89.00

GOOG 7/25/2007 11101426.00 695.00

GOOG 7/26/2007 9:30:00 AM 6894330.00 0.00

GOOG 7/27/2007 9:30:00 AM 5509031.00 0.00

GOOG 7/30/2007 9:30:00 AM 3967248.00 0.00

GOOG 7/31/2007 9:30:00 AM 4270981.00 0.00

The same time frame over ~AdvIss gives:

Ticker Date/Time Volume AdvIss

~AdvIss 7/20/2007 162.00 162.00

~AdvIss 7/23/2007 665.00 665.00

~AdvIss 7/24/2007 89.00 89.00

~AdvIss 7/25/2007 695.00 695.00

~AdvIss 7/26/2007 100.00 100.00

~AdvIss 7/27/2007 220.00 220.00

~AdvIss 7/30/2007 1014.00 1014.00

~AdvIss 7/31/2007 294.00 294.00

Any thoughts on where to go from here? Thanks!

-Ed

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Paul Ho
Sent: Tuesday, March 25, 2008 5:57 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Problems with Foreign()

There are many possible reasons for this to happen, and it is impossible to guess what it is. What I can suggest is a way to find out what causes the problem yourself.

Create an exploration usng addcolumn to list out the value of V, do that on various symols that you would view from. including the ticker ~AdvIss itself, and find out what sort of volume you would get. and take it from there.

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ed Cottrell
Sent: Tuesday, 25 March 2008 5:13 AM
To: 'AmiBroker Group'
Subject: [amibroker] Problems with Foreign()

Hello all,

I am using Foreign() to calculate STIX (an advance/decline stat). I have already used AddToComposite to count advances and declines over a certain group of stocks and store that info in the volume for ~AdvIss and ~DecIss.

Here’s my problem: if I plot one of those composites using Foreign(“~AdvIss”, “V”), the output depends on which stock I am viewing in my main chart. For some stocks, I get the actual volume number stored in ~AdvIss; for the rest, I get zero.

What am I doing wrong here?

Thanks,

Ed