How to manage delisted symbols, was there a way to "Pad and Align to reference symbol" for just 1 latest bar? or x latest bars?

AmiBroker
#1

As the title, it is common that there are many un-traded stocks each day. Data source usually pads the hole more than 12-24 hours after market close with previous bar as Amibroker does. I can't wait that long, but padding with Amibroker will also pad the delisted/suspended stocks in Amibroker DB. This will essentially un-delisted the stocks. Padding only 1 latest bar will do the trick as data source will have them padded later that day. Thanks.

Mark

#2

No, padding that way would do the same for delisted stocks.

You are approaching the issue from incorrect angle. The problem is delisted stocks, not padding. You should mark delisted stocks appropriately. There is a field "Delisting date" in Symbol Information window where you should add delisting date. In your formula you can read that information and exclude delisted stocks after certain date, see: http://www.amibroker.com/guide/afl/getfndata.html

if( GetFnData("delistingdate") )
{
  // delisted
  printf("This symbol is delisted on %s", DateTimeToStr( GetFnData("delistingdate") );
}
else
{ 
  // NOT delisted
}