Re: More Possible Errors in OddBall

[Bob Fulks <bfulks@xxxxxxxxxxxx>]

At 12:54 PM -0800 3/25/02, david b. stanley wrote:

>something like this maybe? I'm not certain that all the system code
>could be nested this way and people with different missing bars would
>still have descrepancies but, at least, the descrepancies would be documented.
>
>if T=T of data2 and D=D of data2 then begin
>  {...system code...}
>end
>else begin
>  {...document missing data into file or to screen...}
>end;

You need to decide what to do with the bad bars when you are in a
trade. Do you exit? Do you hold your position, etc. I tested several
ideas and will report more later.

I basically did something similar to your code except that I was
testing original OddBall as it was including the errors. See below:

Bob Fulks

---


Input: RL(7), BZ(3), SZ(1), xMode(1), PrntMode(1), StrtDate(980101);

Vars: ADV(Close of data2), ROC(0), nTime(0), GoodBar(FALSE), Err(""), TradeOK(FALSE),
      ErrCnt(0), DCount(0), j(0), k(RL), LDate1(0), LDate2(0);

ADV = Close of data2;                 {Data series for advances}

GoodBar = Date = Date data2 and Time = Time data2;
TradeOK = Date >= StrtDate and Time > 0930 and Time <= 1600;

if TradeOK then begin
     
   if Date <> Date[1] then begin     {New day initialization}
      DCount = DCount + 1;           {Count days to allow 2 days of initialization}
      LDate1 = Date[1];              {Save previous date data1}
      LDate2 = Date[1] data2;        {Save previous date data2}
   end;

   if xMode = 1 then begin
      ROC = RateOfChange(ADV, k);
      if GoodBar = FALSE or Time[k] <> Time or ADV[k] = 0 then
         Err = bf.OddBall.Err(GoodBar, j, k, DCount, LDate1, LDate2, PrntMode);
   end;

{--------------------System Code--------------------}

   if DCount >= 3 then begin
      if ROC > BZ then Buy on Close;
      if ROC < SZ then Sell on Close;
   end;
end;

{------------------Indicator Code--------------------}
{
  
   Plot1(ROC, "1");                      {Plot as a line}
   if Err <> " " then Plot3(ROC, "3");   {Plot as a fat Point}
   Plot4(0, "4");                        {Plot as a line}
end;
}
{--------------------End Code--------------------}