Perhaps I should ask this question...If I have a 3 stock index where the sum is 50,since ATC creates a price weighted index the index should be at 16.667.If a 4th stock in the index with a much shorter data history is in the index,on the first day of that stocks history,how are the calculations performed???? As an example,if the 4th stock traded at 50 on its initial day,and the other 3 stocks with longer histories had a sum of 50 on that day,does that mean the index would jump from 16.667 to 25(100/4)????
Any help appreciated
Allan
----- Original Message -----
From: Gordon Sutherland <[EMAIL PROTECTED]>
Date: Thursday, September 14, 2006 5:10 pm
Subject: RE: [amibroker] ATC and Missing quotes
To: [email protected]
> Allan,
>
> Try using 'Pad and align' in the AA Settings and link to an
> appropriateindex. This will put the previous day's close into
> the composite
> calculations for stocks with no data on that day. This should
> eliminatea lot of erratic pricing in your Sector/Industry Groups
> due to data
> holes.
>
> Hope this is of help.
>
> Regards,
>
> Gordon Sutherland
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[EMAIL PROTECTED] On
> Behalf Of matrix10014
> Sent: Friday, 15 September 2006 2:40 a.m.
> To: [email protected]
> Subject: [amibroker] ATC and Missing quotes
>
> Just figured it out...I ran database purify and set the filter
> to my
> industry.Several stocks are missing quotes for a short time
> frame.I am
> using Quotes plus..
>
> Any suggestions?
>
> thanks in advance
>
> Allan
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
>
>
>
>
__._,_.___
----- Original Message -----
From: Gordon Sutherland <[EMAIL PROTECTED]>
Date: Thursday, September 14, 2006 5:10 pm
Subject: RE: [amibroker] ATC and Missing quotes
To: [email protected]
> Allan,
>
> Try using 'Pad and align' in the AA Settings and link to an
> appropriateindex. This will put the previous day's close into
> the composite
> calculations for stocks with no data on that day. This should
> eliminatea lot of erratic pricing in your Sector/Industry Groups
> due to data
> holes.
>
> Hope this is of help.
>
> Regards,
>
> Gordon Sutherland
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[EMAIL PROTECTED] On
> Behalf Of matrix10014
> Sent: Friday, 15 September 2006 2:40 a.m.
> To: [email protected]
> Subject: [amibroker] ATC and Missing quotes
>
> Just figured it out...I ran database purify and set the filter
> to my
> industry.Several stocks are missing quotes for a short time
> frame.I am
> using Quotes plus..
>
> Any suggestions?
>
> thanks in advance
>
> Allan
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
>
>
>
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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