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PureBytes Links
Trading Reference Links
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Thanks. Will try that.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@>
> 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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