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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
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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