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[amibroker] Re: gap in data-money lost



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--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@> wrote:
> > >
> > > hello
> > > attached are two screenshots of qqqq. one with a gap in data 
that 
> > the 
> > > cci looked to be a long zlr in morning. in analysis later, and 
> > after i 
> > > did a backfill, u can see how my trade should have been a cci 
> short.
> > > chart with data gap http://i4.tinypic.com/72htqae.png
> > > chart after backfilled. http://i19.tinypic.com/8fo9jtk.png
> > > 
> > > how to i ensure that i dont have data gaps in my charts. this 
is 
> > very 
> > > critical as i trade realtime and there is not much time for me 
to 
> > keep 
> > > checking if all the data is there.
> > > in terms of data, i use dtn iq realtime and was trusting that 
> there 
> > > would not be any gaps. but i am wrong today and hurt finacially 
> > too. so 
> > > i want to put in proper checks.
> > > 
> > > appreciate input.
> > > 
> > > seede
> > >
> > 
> > Seede,
> > 
> > Don't know if this will help - maybe a starting point.
> > 
> > Using EOD data the following could alert you to any disparities 
> > between an Index (benchmark) barcount and the count of the 
current 
> > symbol. 
> > 
> > I have found instances, in Yahoo ASX data where the Index count 
is 
> > erroneous (public holidays were padded in EOD data).
> > 
> > I quickly tried to find a way to automatically set the static 
> > variable to the Index BarCount but staticvarSet is a bit finicky 
as 
> > to what it will allow as input so I haven't managed to achieve 
that.
> > 
> > Possibly you can adapt the idea to RT.
> > I think in real time your alert will be going off like crazy.
> > 
> > brian_z
> >
> 
> //P_DataHoles
> 
> SetFlag = StaticVarSet("Flag",22);//manually input benchmark 
barcount
> Flag = StaticVarGet("Flag");
> Plot(Flag,"Flag",1,1);
> Plot(BarCount,"BarCount",1,1);
>

I would say that you could manually set a benchmark (say 60 for 1 
minute bars) and then count barsSince one hour ago (you would have to 
set the barsSince timestamp reference to continually count back bars 
for the last hour).

brian_z



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