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I would like to know too. How does TS or for that matter any other software
handle different number of bars (intra day od EOD). Maybe they came up with
something smart.
The features/functions that we created are:
1. Align all price series by filling in missing bars
2. Series Synchronization Tool can now check a Complete WatchList at once
You are notified of out-of-sequence, missing, and duplicate dates.
3. Added SynchAll and SynchSeries functions to WealthScript to control data
alignment within a script.
Is there any better/different way to do that?
Volker Knapp
Wealth-Lab Inc.
http://www.wealth-lab.com
http://www.wealth-lab.de
++-----Ursprüngliche Nachricht-----
++Von: Trey Johnson [mailto:dickjohnson3@xxxxxxxxxxxxxx]
++Gesendet: Dienstag, 9. April 2002 21:48
++An: omega-list@xxxxxxxxxx
++Betreff: Fill Holiday Bars
++
++
++ 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
++
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