|
PureBytes Links
Trading Reference Links
|
Ed,
I now know what your problem is. Google has data holes, not the type
you would normally preceived as data holes but nonetheless they are.
from 3/26 on, you no longer have daily bars, so AB displays the
compressed intraday bars(thats why you have time stamps), but since
you dont have intraday bars of ~AdvIss to compress. foreign of
course displays zero volume. Your problem can be fixed by importing
EOD data into your mixed database, but a better solution would be to
separate intraday and EOD data. Addtocomposite is very strict on bar
alignment. A separate EOD database solves a lot of problrms
--- In amibroker@xxxxxxxxxxxxxxx, "Ed Cottrell" <emc@xxx> wrote:
>
> 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
>
------------------------------------
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|