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Hmmm, no ideas?
--- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@xxx>
wrote:
>
> 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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