|
PureBytes Links
Trading Reference Links
|
This exploration will find missing data and will repair them,
placing the last available OHLCV where the hole is.I created the following
holes to my AMCC .5/8/2002 [a single hole]21/11/200222/11/2002 [two
consequtive holes]11/4/200314/4/2003 [two consequtive holes at the end
of data series]In AA window paste the/* Holes investigation and repair,
by D. Tsokakis, April 2003*/// SELECT THE INDEX OF YOUR DATABASE, Apply to
current stock, all quotationsN="AMCC";// PLACE YOUR STOCK
HEREROPEN=Foreign(N,"O",1);RHIGH=Foreign(N,"H",1);RLOW=Foreign(N,"L",1);RCLOSE=Foreign(N,"C",1);RCLOSE1=Foreign(N,"C",0);
<FONT
size=2>RVOLUME=Foreign(N,"V",1);X1=BarsSince(IsTrue(ROPEN));Filter=IsEmpty(rclose1);AddColumn(IsEmpty(RCLOSE1),"HOLES",1.0);AddColumn(X1,"LAST
HOLES",1.0);AddTextColumn(N,"<TICKER>");AddColumn(IIf(IsEmpty(ROPEN),Ref(ROPEN,-X1),ROPEN),"<OPEN>");AddColumn(IIf(IsEmpty(RHIGH),Ref(RHIGH,-X1),RHIGH),"<High>");AddColumn(IIf(IsEmpty(RLOW),Ref(RLOW,-X1),RLOW),"<Low>");AddColumn(IIf(IsEmpty(RCLOSE),Ref(RCLOSE,-X1),RCLOSE),"<Close>");AddColumn(IIf(IsEmpty(RVOLUME),Ref(RVOLUME,-X1),RVOLUME),"<Volume>");
Column0 : the detected holesColumn1 : holes counter at the
end of dataColumns 2 to 7 : the "new" data.Export the result list to a
*.txt file, say AMCC.txtNow you are ready to repair the missing data
:
1. Hit Import wizard icon2. Hit Pick files3.
Select your already saved AMCC.txt4. Next5. Follow the Column1 :
skipColumn2 : DMYColumn3 : skipColumn4 : skipColumn5 :
tickerColumn6 : openColumn7 : hightick More columnsColumn8 :
lowColumn9 : closeColumn10 : volumeskip first 1 linestick Log
errors and Automatically add new stocks6. next7. Save this format for
probable future use.
Now the "new" data are imported and AMCC is aligned to
^NDX.
Dimitris Tsokakis
PS[In this procedure, I suppose the same first date for
AMCC and ^NDX.]
Yahoo! Groups Sponsor
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
Attachment:
REPAIR.gif
Attachment:
Description: "Description: GIF image"
|