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Re: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?


  • Date: Sun, 06 Dec 2009 15:05:37 +0100
  • From: reinsley <reinsley@xxxxxxxx>
  • Subject: Re: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

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Hum, somebody's walked over my grave!



Tomasz Janeczko a écrit :
>  
> 
>  > The error comes because *I am using Amibroker 5.00 version.
> *
> That's interesting. How come you are using 5.00 version when it was 
> released 3 years ago
> and IS NOT available for download from AmiBroker sites and you are NOT 
> registered user.
> 
> If you were trial user (30 days), you would be using 5.20 because that 
> is what is only available
> from AmiBroker site for over one year.
> 
> So, you are using unauthorized, illegal version and you are expecting 
> legal users to help you.
> What a shame.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> 
> 
> On 2009-12-06 08:21, ram vel wrote:
>> Dear Joris
>>  
>> Many thanks for the solution.
>>  
>> Your afl is possibly ok. I know and certain that you take utmost care 
>> to present the precise and accurately working version of afl.
>>  
>> The error comes because *I am using Amibroker 5.00 version.*
>> I checked that.
>> I will try to get 5.25. Somehow I feel it time taking on my part.
>>  
>> Should it be possible to make minor modification by using HVB and LVB 
>> to make the same code work in my present code itself, kindly let me know.
>> regards, with grateful thanks
>> rvlv
>>
>> --- On *Sun, 12/6/09, Joris M.schuller /<jmschuller@xxxxxxxxxxx>/* wrote:
>>
>>
>>     From: Joris M.schuller <jmschuller@xxxxxxxxxxx>
>>     Subject: RE: [amibroker] Trimming yahoo data bars from abnormally
>>     long to reasonable size-How can we ?
>>     To: amibroker@xxxxxxxxxxxxxxx
>>     Date: Sunday, December 6, 2009, 1:07 AM
>>
>>      
>>
>>     You shouldn’t have any syntax errors. The procedure I follow makes
>>     that unlikely: Before sending an afl out to the group, I first
>>     send it in an email to myself, copy and paste the afl from this
>>     email back into a new afl and display and test it again. _Only
>>     then_ do I send the original to the group. This afl uses
>>     HighestVisibleValue and LowestVisibleValue which became available
>>     in AB 5.25.
>>
>>     Check your version and update if necessary.
>>
>>      
>>
>>      
>>
>>     *From:* amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups.
>>     com] *On Behalf Of *Joris Schuller
>>     *Sent:* Saturday, December 05, 2009 6:13 PM
>>     *To:* amibroker@xxxxxxxxx ps.com
>>     *Subject:* RE: [amibroker] Trimming yahoo data bars from
>>     abnormally long to reasonable size-How can we ?
>>
>>      
>>
>>      
>>
>>     The simplest solution is to adjust manually using the simple code
>>     below. I prefer manually because I want to see which data are
>>     adjusted and which data are real.  I have generated some
>>     dynamically adjusting alternatives.  About 5 years ago when IqFeed
>>     data were somewhat noisy I tested and submitted to AB 5 different
>>     approaches of spike suppression to resolve  the problem. More than
>>     6 months later Solution no 5( using deviation from ATR) was
>>     implemented in the menu). Don’t know whether it is still there
>>     since I don’t use IQFeed at the moment. I still have all the
>>     solutions somewhere on one of my hard drives and if I can find
>>     them I will send them. 
>>
>>      
>>
>>     Incidentally the selected solution was the one I only submitted
>>     for completeness and to pacify those who like to dabble in
>>     statistics (typically non-scientists) . This is about statistics,
>>     but of removing spikes that prevent me from looking at the rest of
>>     the data. Whether the spikes are statistically significant or not
>>     is irrelevant, since in all cases they mask the surrounding data
>>     and thus have to be suppressed.
>>
>>      
>>
>>     ScaleAdjFactHigh=Param("ScaleAdjFactHigh",1,0.9,1,0.0001);// Forex
>>     values;
>>
>>     ScaleAdjFactLow=Param("ScaleAdjFactLow",1,1,1.1,0.0001);// Forex
>>     values;
>>
>>      
>>
>>     Hmax=HighestVisibleValue(*H*);
>>
>>     LMin=LowestVisibleValue(*L*);
>>
>>     Plot(*C*,"C",1,*styleOwnScale*|64,LMin*ScaleAdjFactL
>>     ow,Hmax*ScaleAdj FactHigh) ;
>>
>>      
>>
>>      
>>
>>      
>>
>>     *From:* amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups.
>>     com] *On Behalf Of *rvlv
>>     *Sent:* Saturday, December 05, 2009 9:49 AM
>>     *To:* amibroker@xxxxxxxxx ps.com
>>     *Subject:* [amibroker] Trimming yahoo data bars from abnormally
>>     long to reasonable size-How can we ?
>>
>>      
>>
>>      
>>
>>
>>     Hi afl experts and experienced coding specialists,
>>
>>     Please few minutes to address this problem that most Amibroker
>>     uses face.
>>
>>     summary
>>     people use Amiquote and download stockdata on intraday,daily
>>     timeframes into a separate database.
>>     Then they like to apply certain pattern recognition afl on this data.
>>     The formula does not give proper results.
>>     Reason?
>>     yahoo gives some times once in a while,an abnormal bar that is say
>>     10 times linger than normal bars. Once these oddsized bars appear,
>>     the newbies are in confusion,pattern detection or following
>>     established simple trading rules becomes not anymore possible.
>>
>>     There must be a simple solution to trim the oddsized abnormal bar
>>     using an automatic trimming afl program.
>>
>>     My humble request to experts like Graham kavanagh(with whose
>>     educating afls we learntr to make our baby steps),Herman, who
>>     gives very useful hints that save lot of troubles,and many other
>>     generous
>>     people like Mike,droskill, reinsley etc,who are willing to help
>>     always, please give us a helping hand to deal with this problem.
>>
>>     One can say HEY MAN, Yahoo makes this odd sized data bars and they
>>     are least bothered about quality. Why dont you buy some paid data?
>>     My answer is just think about guys who wish to spend for paid
>>     broker data once they cross the loosers hell zone(mostly they get
>>     losses and still struggling).
>>     My point is whatever yahoo gives, I manage by trimming data at my end.
>>     Please accept my gratitude in advance for your help.
>>
>>     regards
>>     rvlv
>>
>>
> 



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