|
PureBytes Links
Trading Reference Links
|
It would be easier if you could get rid of the need to use
TimeFrameSet and also avoid having to manually enter symbols.
I made a start on something ... not happy with it but you might as
well have it.
I was trying to get it so that I could view daily bars normally and
then weekly bars fixed up (and easily change between).
I downloaded 15 bars, for 3 tickers, from Yahoo (^DJI,A,CAT) and then
deleted quotes from A (a thursay, friday and monday quote in the
middle of the database).
Open a new default blank chart and insert.
Select = ParamToggle("SelectPad","True|False",0);
SetForeign("A", Select);
Plot(C, "SetForeign", colorRed, styleBar );
RestorePriceArrays(Select)
If I click on "A" I can view daily bars (not fixedup) == 12 bars
If I click on any other symbol then Foreign "A" plots with fixup bars
in place OR if I use parameters to toggle True|False then I can
see "A", in daily view, with white space where the missing quotes
are ... changing to weekly, using the chart icons, gives me a fixed
up weekly chart.
It might be useful if you can find a way to use paramlist, or some
other AFL list, so you can right click/parameters to select any
symbol as Foreign instead of typing in code (assuming you want to
scroll through a watch list).
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "whitneybroach" <WhitneyBroach@xxx>
wrote:
>
> 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@> 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
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|