bankwalker
30 posts
msg #86870
- Ignore bankwalker |
1/23/2010 7:55:31 AM
Hello all.
It is Saturday morning and I need some coding help here.
I am unsure when and how the weekly data updates and whether I am accessing
it properly or not. Here is what I found so far.
--------------------------------------------------------------------------------
this displays the close of Friday 1/15/2010 as I expected
set{lwclose, weekly close 1 week ago}
and add column lwclose {lwclose}
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these display the open/high/low/close of Friday 1/15/2010 - NOT as I expected
and add column weekly open {wopen}
and add column weekly high {whigh}
and add column weekly low {wlow}
and add column weekly close {wclose}
I was expecting weekly open to be the open of week 1/18/2010 thru 1/22/2010
I was expecting weekly high to be the highest high of week 1/18/2010 thru 1/22/2010
I was expecting weekly low to be the lowest low of week 1/18/2010 thru 1/22/2010
I was expecting weekly close to be the close of week 1/18/2010 thru 1/22/2010
---------------------------------------------------------------------------------
Monday was a holiday this week - could that be a factor ?
This line is also at the end of my code
chart-display is weekly
Any help accessing weekly OHLC properly would be appreciated.
Thanks in advance for any help.
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chetron
2,817 posts
msg #86872
- Ignore chetron |
1/23/2010 10:10:50 AM
THE WEEKLY DATA IS WRONG, PROBABLY BECAUSE OF THE HOLIDAY. I AM SURE NEXT WEEK IT WILL BE ALL BETTER?
PLAN ACCORDINGLY.
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bankwalker
30 posts
msg #86874
- Ignore bankwalker |
1/23/2010 11:07:28 AM
Thanks chetron. This leads me to a few more questions.
Do you suggest not using the weekly data at all this week and wait until next weekend?
If so, does that mean that the weekly data for this week is permanently corrupt
and not dependable for looking back in the future?
Is the weekly data stored in a separate table or is assembled on the fly from daily data?
Does this problem occur every time we have a holiday?
The answers to these questions may or may not be a show stopper for placing trades that
are identified by using of SF weekly data.
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chetron
2,817 posts
msg #86877
- Ignore chetron |
1/23/2010 1:38:59 PM
I DON'T BELIEVE THE DATA IS CORRUPT, IT IS NOT UPDATED COMPLETELY.
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chetron
2,817 posts
msg #86878
- Ignore chetron |
1/23/2010 1:46:28 PM
IF YOU USE WEEKLY INFO STATISTICLY, IE: 100 WEEKS OF DATA, 1 WEEK ISN'T SIGNIFICANT, THOUGH I WOULD RAISE MY STAT LINE UP TO 52%.
IF YOU USE WEEKLY INFO WEEK TO WEEK, YOU CAN NOT USE IT, BECAUSE YOU DON'T HAVE IT.
GLTY
HTH
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