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Please, Please add this option. We can then use padding to keep our
system timers correct, and correctly screen our stocks for liquidity. This
type of padding (Vol = 0) is perhaps more typical of what data providers
supply.
My own backtests (using AB Padding), have caused some unusual results eg. A
small mining stock that suspended trading for 6 mths. Last trading day had
a >25 % runup in price. One of my backtests had daily Buy then profit stop
Sell for 6 mths. Fantastic returns but totally misleading (and yes easy to
spot and prevent, but that is not the point ). With Vol = 0 padding, this
stock would not have made it through my liquidity filters.
Please add this option, It will be greatly appreciated
Andrew
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, January 02, 2004 8:48 AM
Subject: Re: [amibroker] More on data holes - for TJ
> Hello,
>
> Currently it is padded too, but I may add option to fill with zero.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Michael.S.G." <OzFalcon@xxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, January 01, 2004 11:20 PM
> Subject: Re: [amibroker] More on data holes - for TJ
>
>
> > Hi TJ,
> >
> > When AB pad's data with pad & align check box, Is Volume Padded (Last
bars
> > volume) or is the volume set to 0 for the padded bars?
> >
> > KR
> > Michael.
> >
> >
> > At 08:04 AM 2/01/2004, you wrote:
> > >Hello,
> > >
> > >Yes I understand that you can create data holes consistently from CSI
data.
> > >On the other hand, one can PAD AUTOMATICALLY data in AmiBroker
> > >for backtesting by marking single check box "Pad and align data to
> > >reference symbol"
> > >in Automatic Analysis -> Settings -> Portfolio tab.
> > > From that point of view it is easier for me to PAD (on-demand and
> > > on-the-fly, when needed)
> > >data in AmiBroker than to be forced to use particular data vendor.
> > >That's why I think using unpadded data in AmiBroker has advantage: I
can
> > >pad them whenever I want and
> > >it is as easy as marking single checkbox in AmiBroker, and can use
> > >unpadded data without
> > >writing any special software. I am also not "hard-wired" to any data
> > >vendor that way.
> > >
> > >Best regards,
> > >Tomasz Janeczko
> > >amibroker.com
> > >----- Original Message -----
> > >From: <mailto:chuck_rademacher@xxxxxxxxxx>Chuck Rademacher
> > >To: <mailto:amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
> > >Sent: Wednesday, December 31, 2003 9:29 PM
> > >Subject: [amibroker] More on data holes - for TJ
> > >
> > >TJ,
> > >
> > >Paul's plug-in and my conversion program could, if desired, create data
> > >holes (consistently) for users who want them. I'm not trying to be
> > >funny, but it is possible to leave a hole on those days when the volume
is
> > >zero. We can forget about why anyone would want to do this. It can
be
> > >done and it would be 100% consistent rather than 15% consistent like it
is
> > >for most data providors.
> > >
> > >My question for you, however, is how do the various indicators and
moving
> > >average calculations deal with un-padded data holes. If I do a 5-day
MA,
> > >for instance, and one of the days has no data, what would I get for the
> > >MA? Same for RSI or any other indicator. It's taken me years to
get
> > >rid of data holes and find a data providor who will consistently pad
them
> > >for me so that indicators and other calculations work properly (IMO).
> > >
> > >I could test to see how some of these calculations are affected... if
only
> > >I had some data holes!!
> > >
> > >
> > >
> > >
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