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RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?


  • Date: Sat, 5 Dec 2009 23:21:23 -0800 (PST)
  • From: ram vel <rvlv@xxxxxxxxx>
  • Subject: RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

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Dear Joris
 
Many thanks for the solution.
 
Your afl is possibly ok. I know and certain that you take utmost care to present the precise and accurately working version of afl.
 
The error comes because I am using Amibroker 5.00 version.
I checked that.
I will try to get 5.25. Somehow I feel it time taking on my part.
 
Should it be possible to make minor modification by using HVB and LVB to make the same code work in my present code itself, kindly let me know.
regards, with grateful thanks
rvlv

--- On Sun, 12/6/09, Joris M.schuller <jmschuller@xxxxxxxxxxx> wrote:

From: Joris M.schuller <jmschuller@xxxxxxxxxxx>
Subject: RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?
To: amibroker@xxxxxxxxxxxxxxx
Date: Sunday, December 6, 2009, 1:07 AM

 

You shouldn’t have any syntax errors. The procedure I follow makes that unlikely: Before sending an afl out to the group, I first send it in an email to myself, copy and paste the afl from this email back into a new afl and display and test it again. Only then do I send the original to the group. This afl uses HighestVisibleValue and LowestVisibleValue which became available in AB 5.25.

Check your version and update if necessary.

 

 

From: amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of Joris Schuller
Sent: Saturday, December 05, 2009 6:13 PM
To: amibroker@xxxxxxxxx ps.com
Subject: RE: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

 

 

The simplest solution is to adjust manually using the simple code below. I prefer manually because I want to see which data are adjusted and which data are real.  I have generated some dynamically adjusting alternatives.  About 5 years ago when IqFeed data were somewhat noisy I tested and submitted to AB 5 different approaches of spike suppression to resolve  the problem. More than 6 months later Solution no 5( using deviation from ATR) was implemented in the menu). Don’t know whether it is still there since I don’t use IQFeed at the moment. I still have all the solutions somewhere on one of my hard drives and if I can find them I will send them. 

 

Incidentally the selected solution was the one I only submitted for completeness and to pacify those who like to dabble in statistics (typically non-scientists) . This is about statistics, but of removing spikes that prevent me from looking at the rest of the data. Whether the spikes are statistically significant or not is irrelevant, since in all cases they mask the surrounding data and thus have to be suppressed.

 

ScaleAdjFactHigh=Param("ScaleAdjFactHigh",1,0.9,1,0.0001);// Forex values;

ScaleAdjFactLow=Param("ScaleAdjFactLow",1,1,1.1,0.0001);// Forex values;

 

Hmax=HighestVisibleValue(H);

LMin=LowestVisibleValue(L);

Plot(C,"C",1,styleOwnScale|64,LMin*ScaleAdjFactL ow,Hmax*ScaleAdj FactHigh) ;

 

 

 

From: amibroker@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups. com] On Behalf Of rvlv
Sent: Saturday, December 05, 2009 9:49 AM
To: amibroker@xxxxxxxxx ps.com
Subject: [amibroker] Trimming yahoo data bars from abnormally long to reasonable size-How can we ?

 

 


Hi afl experts and experienced coding specialists,

Please few minutes to address this problem that most Amibroker uses face.

summary
people use Amiquote and download stockdata on intraday,daily timeframes into a separate database.
Then they like to apply certain pattern recognition afl on this data.
The formula does not give proper results.
Reason?
yahoo gives some times once in a while,an abnormal bar that is say 10 times linger than normal bars. Once these oddsized bars appear, the newbies are in confusion,pattern detection or following established simple trading rules becomes not anymore possible.

There must be a simple solution to trim the oddsized abnormal bar using an automatic trimming afl program.

My humble request to experts like Graham kavanagh(with whose educating afls we learntr to make our baby steps),Herman, who gives very useful hints that save lot of troubles,and many other generous
people like Mike,droskill, reinsley etc,who are willing to help always, please give us a helping hand to deal with this problem.

One can say HEY MAN, Yahoo makes this odd sized data bars and they are least bothered about quality. Why dont you buy some paid data?
My answer is just think about guys who wish to spend for paid broker data once they cross the loosers hell zone(mostly they get losses and still struggling).
My point is whatever yahoo gives, I manage by trimming data at my end.
Please accept my gratitude in advance for your help.

regards
rvlv




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