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Due to the 9/11 markets interruption, daily bars were missing several
days in a row. 9/10 and then 9/17 appear consecutive in many series.
Switching a chart from daily to weekly bars causes indicators to fail
at that part of the chart. A version of the WilliamsAD, for example,
goes to zero. Others drop radically. I suppose some rise to infinity.
I have not noticed this when switching to monthly bars.
Of course 9/11 is not the only possible multi-day market interruption
that could affect weekly versions of indicators.
Aside from a change in how AB handles the conversion from daily to
weekly bars, does anyone have ideas for elegant AFL that can keep
indicators sane? A general solution that is simple, does *not* check
for specific historical dates, and works only when the chart interval
is set to weekly?
I apologize if this is already documented elsewhere. I did not see
a solution with quick searches of "9/11" or "September 2001" in Yahoo
or in the code library. I found this with potentially useful
functions, but I wonder if its ideas can be made to work when the
interval is weekly: <http://www.amibroker.com/library/formula.php?id=223>
Best regards,
Whitney
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