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--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> Holidays are handled by your data supplier....
> So..whatever data is being supplied by your supplier that is what
will be in
>
> Amibroker when you update your database.
>
> Anthony
What if I'm using an imported ASCII file with no holiday data? Maybe a
concrete example will help. Today is Thursday. I have an ASCII file
with tons of daily data that I want to backtest my system on but I
want to do it on a weekly basis. How would I write a routine to only
use the Thursday data, except use Wednesday's when a given Thursday is
a holiday (i.e., no data)? I know I need dayofweek() but that's about
as far I've gotten. TIA for all helpful responses.
> -------Original Message-------
>
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Thursday, April 24, 2003 10:31:34
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Holidays
>
> Hi,
>
> I hope these are simple questions because I've searched for the
> answers and can't find them. How does AB treat holidays? If I want
to
> analyze daily data on a weekly basis and last Thursday was a
holiday,
> does AB use the data from Wednesday or Friday, or does it assume
> that there was no data? It might be a good idea to put the answer in
> the User Guide because I'm sure I'm not the only person who's
wondered
> about this. Thanks.
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