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PureBytes Links
Trading Reference Links
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Yeah, a data hole is a data hole.
I ran TimeFrameSet( inWeekly) and gave it Foreign( sym, "close", fixup
= 2 ) and the gap is gone.
Thanks again.
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@>
> 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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