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Tomasz,
Let me explain the situation again, in case you are just brushing
this away as misaligned data again:
there are 2 data streams, qqq and aapl. (This happens with all nasdaq
100 stocks for me).
This is the formula:
SetForeign("qqq");
> > > qROC = ROC(Close, 3);
> > > RestorePriceArrays();
> > >
> > > Filter = 1;
> > > AddColumn(qROC, "QROC");
when I "explore" this on qqq, I get a value of qROC=-.22 on 1/2/2004
when I "explore" this on aapl, qROC on the bar after 1/2/2004 is -.22.
How can data be misaligned? no matter what the value of aapl, on
1/2/2004, I expect qROC to be -.22 because it is calculated based on
qqq data, not aapl.
I would appreciate a quick reply to this problem.
ken
--- In amibroker@xxxxxxxxxxxxxxx, "k_binder_" <k_binder_@xxxx> wrote:
>
> tomasz,
> This happens not only with aapl but also with other stocks. I just
> gave you aapl as an example.
>
> I also use tradestation for intraday trading. I got the data from
> tradestation and this same formula works fine with TS. Ofcourse, I
> cannot test this at a portfolio level with TS, that's why I want to
> use AB.
>
> ken
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> wrote:
> > Hello,
> >
> > There is no bug, simply your data is misaligned.
> > Check again because AAPL is for sure not updated to the same
> > data as QQQ.
> >
> > Please read the documentation
> > http://www.amibroker.com/f?foreign
> >
> > (about synchronizing arrays)
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "k_binder_" <k_binder_@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Wednesday, October 06, 2004 9:17 AM
> > Subject: [amibroker] setforeign bug
> >
> >
> > >
> > >
> > > I have a database with 2 stocks, qqq and aapl in it. Both are
> daily
> > > data for 2004, upto 9/3/2004. My layout has both charts in it.
> > > I run the following code:
> > >
> > > SetForeign("qqq");
> > > qROC = ROC(Close, 3);
> > > RestorePriceArrays();
> > >
> > > Filter = 1;
> > > AddColumn(qROC, "QROC");
> > >
> > > I find that when I "explore" aapl with this formula, "QROC" is
> > > shifted back 1 bar. like ref(qROC, -1) instead of qROC. When I
> select
> > > qqq, everything is properly aligned.
> > >
> > > Has anyone experienced this?
> > >
> > > Any help will be appreciated.
> > > thanks,
> > > ken
> > >
> > >
> > >
> > >
> > >
> > >
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > >
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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