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> I recently read that in order to do portfolio analysis of a
> system, each market must have the same number of data > >
points. The
> problem is that the holidays differ across some markets. I'm using
> TS to create ascii files of daily O,H,L,C which are imported into
> another program to perform portfolio testing.
> Is there a code to have TS fill the empty holiday bars with the
> previous day O,H,L,C?
> Is this the preferable way to create equal data points in each
> market?
Using TS to do this is very tedious! I have written a suite of stand
alone apps that convert, check, clean, synthesize and back adjust
data for any commodity. Synthetic data is created smoothly
between the bars in the "hole".
Regards
Mike
Regards
Mike
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