PureBytes Links
Trading Reference Links
|
On Tue, 9 Apr 2002 15:47:30 -0400, Trey Johnson wrote:
> I recently read that in order to do portfolio analysis of a
system,
>each
>market must have the same number of data points. The problem is that
>the
>holidays differ across some markets. I'm using TS to create ascii
>files of
>daily O,H,L,C which are imported into another program to perform
>portfolio
>testing. Is there a code to have TS fill the empty holiday bars with
>the
>previous day O,H,L,C? Is this the preferable way to create equal
>data points
>in each market?
>Thanks,
>Trey
I just make sure I have the same number of Bars on each Chart, and do
not mess with the missing days.
Plot the bar number and adjust the days back as needed.
Plot1(BarNumber,"BarNumber");
Sentinel
|