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PureBytes Links
Trading Reference Links
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Try searching the AmiBroker Library for "Continuous contract Roll over". This is based on commodities, but it might show you what you need to know and allow you to adapt to your situation.
Good luck.
--- In amibroker@xxxxxxxxxxxxxxx, "tf28373" <tomfid@xxx> wrote:
>
> Hi.
>
> I downloaded some data which have vast gaps i.e. quotes end by 2009/09/05 at midnight and next part starts from 2009/09/07. Till now I have to use these incomplete data, so I got an idea to "join" those separate parts of quotation by adjusting older ones to the newer just like continous chart for futures series should be prepered - increasing or decreasing OHLC values according to the difference between ex. close on 2009/09/05 and 2009/09/07.
>
> Do you know where can I find some formulas dealing with similiar issues ex. in AFL Library or KB or Users' KB? I am far from asking for getting already prepered complete code, however, can anybody share some suggestions about general way to make applicable formula (structure of the code, helpful functions)?
>
> Thank in advance for any help. Best regards.
> Tomasz
>
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