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Hi,
I am trialing a different data provider and have downloaded EOD data for the Australian Stock Exchange. The downloaded data is in Metastock format and generally looks ok, but the public holidays have not been removed. This results in a bar with zero volume and Open, High, Low, Close values all equal.
The "Show Empty Holidays" check box under Chart Options has no effect and I don't want to have to go through each stock in the Downloader and remove these zero bars.
Is there a solution; e.g. script or other, that I can take advantage of to rid myself of this problem as these days have an impact on my system results.
Thanks,
Slipstream
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Rank: Advanced Member
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Rank: Member
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Yes, have used them for years for AUS and US data, but would like to try other exchanges which aren't on offer.
Slipstream
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Rank: Member
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Is there a formula in MS that can identify and exclude bars with zero values when calculating indicator values; e.g. zero volume for public holidays?
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
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You COULD rebuild all the MS indicators from scratch (with some exceptions) but it's still going to be easier to get a better data set in the first place. You could write a script with the MDK to go through and remove the zero volume bars, but then you'd need to purchase something like MetaLib to be able to write the data back to the file as Equis stopped distributing the read/write version of the MDK many years ago.
wabbit [:D]
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I don't know if you have programming experience, but if you do, you could try MFLib to read and write Metastock data files: http://forum.equis.com/forums/permalink/34508/35351/ShowThread.aspx#35351
This does work with Intraday data by the way, even though I said in the post above I couldn't get it to work, I did eventually.
It can be downloaded from here:
http://sourceforge.net/projects/meta-all/files/
Even if you don't have programming experience, you could ask someone who has, to do it for you. I personally use it in my programs.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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Without digging through my archives of notes etc... If I remember correctly (I rarely do these days!) MFLib doesn't have methods to delete data in existing MS data files? Only to update and add?
I could be wrong about this?
wabbit [:D]
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Rank: Advanced Member
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Hi Wabbit,
I just checked the PDF documentation. You can only delete the whole security file rather than individual bars, so yes you are right.
I suppose the only way that I know of would be to have two sets of data, the original and the new without the holiday bars, although not ideal.
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