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I am just talking about the easy way out.
No matter what you do you can't get an accurate indicator out of
missing data anyway.
If you SetForeign, fixup == true, then missing daily bars will be
filled with previous OHLC etc ... you could just run a separate
window for Weekly view with SetForeign in use.
If you still need a way to view daily or weekly in the same window
then there might be a code solution.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@xxx>
wrote:
>
> Thanks. Will try that.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> 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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