Yeah, a data hole is a data hole. I ran TimeFrameSet( inWeekly) and gave it Foreign( sym, "close", fixup = 2 ) and the gap is gone.
Thanks again. --- In amibroker@yahoogroups.com, "brian_z111" <[EMAIL PROTECTED]> wrote: > > I am just talking about the easy way out. > > No matter what you do you can't get an accurate indicator out of > missing data anyway. > > > If you SetForeign, fixup == true, then missing daily bars will be > filled with previous OHLC etc ... you could just run a separate > window for Weekly view with SetForeign in use. > > If you still need a way to view daily or weekly in the same window > then there might be a code solution. > > > brian_z > > > --- In amibroker@yahoogroups.com, "whitneybroach" <WhitneyBroach@> > wrote: > > > > Thanks. Will try that. > > > > --- In amibroker@yahoogroups.com, "brian_z111" <brian_z111@> wrote: > > > > > > I seem to recall playing around with something along those lines > a > > > long time ago in a land far far away (not certain about it now). > > > > > > SetForeign(Fixup) will use prev days OHLC to fill holes.... I > believe > > > it uses reference symbol nominated in the AA settings. > > > > > > Requires a reference symbol with data on all trading days - if > the > > > market was suspended then you need to make an artificial calendar > > > ticker OR manually add data to missing calendar days on the > reference > > > symbol. > > > > > > There was dicussion on creating calendar day tickers - someone > posted > > > some code - it can be done in excel and then imported via ASCII. > > > > > > > > > > > > brian_z > > > > > > > > > --- In amibroker@yahoogroups.com, "whitneybroach" > <WhitneyBroach@> > > > wrote: > > > > > > > > Hmmm, no ideas? > > > > > > > > --- In amibroker@yahoogroups.com, "whitneybroach" > <WhitneyBroach@> > > > > wrote: > > > > > > > > > > Due to the 9/11 markets interruption, daily bars were missing > > > several > > > > > days in a row. 9/10 and then 9/17 appear consecutive in many > > > series. > > > > > > > > > > Switching a chart from daily to weekly bars causes indicators > to > > > fail > > > > > at that part of the chart. A version of the WilliamsAD, for > > > example, > > > > > goes to zero. Others drop radically. I suppose some rise to > > > infinity. > > > > > > > > > > I have not noticed this when switching to monthly bars. > > > > > > > > > > Of course 9/11 is not the only possible multi-day market > > > interruption > > > > > that could affect weekly versions of indicators. > > > > > > > > > > Aside from a change in how AB handles the conversion from > daily to > > > > > weekly bars, does anyone have ideas for elegant AFL that can > keep > > > > > indicators sane? A general solution that is simple, does > *not* > > > check > > > > > for specific historical dates, and works only when the chart > > > interval > > > > > is set to weekly? > > > > > > > > > > I apologize if this is already documented elsewhere. I did > not > > > see > > > > > a solution with quick searches of "9/11" or "September 2001" > in > > > Yahoo > > > > > or in the code library. I found this with potentially useful > > > > > functions, but I wonder if its ideas can be made to work when > the > > > > > interval is weekly: > > > > <http://www.amibroker.com/library/formula.php?id=223> > > > > > > > > > > Best regards, > > > > > Whitney > > > > > > > > > > > > > > >