If you set a reference symbol in
AA->Settings, Amibroker will automatically fill those holes for you by using
the previous day's data. There are also some commands such as Foreign, that
allow you to specify whether holes are fixed or not. I recommend always fixing
them. Just be careful in case you have a database with US and, say Canadian
stocks as the market holidays don't always match and holes will be filled that
shouldn't be. Normally this wouldn't be an issue.
FOREIGN
- access foreign security data
|
Referencing other symbol data
(AFL 1.5)
|
|
SYNTAX
|
foreign( TICKER, DATAFIELD, fixup = 1)
|
|
RETURNS
|
ARRAY
|
|
FUNCTION
|
Allows referencing other (than current) tickers in
the AFL formulas. TICKER is a string that holds the symbol of the stock.
DATAFIELD defines which array is referenced. Allowable data fields:
"open", "close", "high", "low",
"volume", "interest".
The last parameter - fixup - accepts following values
- 1 - default value - causes filling the holes in
the data with previous values,
- 0 - the holes are not fixed
|
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of NW Trader
Sent: Friday, December 09, 2005
14:39
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] How to
fix missing quotes (holes in the data)
Just a fast note to send you on a search. A
about a year or so ago, there was a discussion on this group about (and
possibly some code written to) "filling" in data in for days
where there was no data or no trades were done. I don't recall who was
the moving contributor, but seem to think that Tomasz also commented and fixed
something in AB to ignore such holes in data. The coding fix I recall was
to create synthetic data to fill the gap, perhaps by averaging the data on
either side of the hole. Not as good as actual data, but unless there was
some wild activity on that day, this might suffice for filling in hundreds of
symbols and/or days manually. Of course, getting Gary to fix the QP data
is preferable, however I'm still waiting for the rest of the data base cleanup
to occur (all those undefined symbols between CYX K to LF9ZK which I have to
manually delete after each refreshing of the AB QP database).
I'll try to search my historical email archives this
weekend to see if I can find the thread for you if no one else can recall the
issue earlier.
Peace and Justice --- Patrick
----- Original Message -----
Sent: Friday,
December 09, 2005 6:52 AM
Subject: [amibroker]
How to fix missing quotes (holes in the data)
Hi,
In my Quotes Plus database, there are
about
300 symbols with missing quotes. Quotes Plus support
has been notified (no response yet, though). When (and
if) they fix the problem, that will be great, but I’m not
holding my breath.
(To see a Quotes Plus data hole,
chart “EMBT” and look for the 1/27/2005 daily
bar. It’s not there.)
In the meantime, I’m fixing the problem
by
editing the bad data in the QP database. This is a VERY SLOW
and painful process. I need a better way…
The only two ways that I can think of are to 1)
modify my AB code as a work-around or 2) programmatically
update the QP native database. (AFAIK, you
can’t fix the data in the AB database, because AB gets
it’s data from the QP DB.)
·
Is
there another way to fix this problem?
·
Is
there a way to programmatically fix the QP database
data?
·
I
tried to use the “Nz” function as a workaround, but it
didn’t fill in the missing data. I.e., I tried:
Plot( Nz(C, LastValue(Ref(C, -1)))…
Is there a way to make this work?
Thanks in advance for any help.
Regards,
Dan.
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