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I seem to recall playing around with something along those lines a
long time ago in a land far far away (not certain about it now).
SetForeign(Fixup) will use prev days OHLC to fill holes.... I believe
it uses reference symbol nominated in the AA settings.
Requires a reference symbol with data on all trading days - if the
market was suspended then you need to make an artificial calendar
ticker OR manually add data to missing calendar days on the reference
symbol.
There was dicussion on creating calendar day tickers - someone posted
some code - it can be done in excel and then imported via ASCII.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@xxx>
wrote:
>
> Hmmm, no ideas?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@>
> 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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