How to use AFL to identify trading halts?

Hi,

I am using Norgate Data - Australia Premium.

I want to know how to use amibroker to identify if there is a trading halt? Ie. if there is a trading halt, please give me the first opening price after the trading halt minus the last closing price before the trading halt.

Thank you in advance!
Meatpie

Hi MeatPie,

Norgate provides EOD data, but you will need intraday data to find the halts.

Unfortunately, the halts are not marked in the data (there is no "halt" flag).

I think you would have to write some fairly complex code to calculate when a halt should have occurred due to the price action, and then identify if there was a time when the price was flat for as many bars as a halt should have lasted during that time period.

-Peter

Hi PeterD,

Thanks for your response.

An Example is BOQ (ASX). There was a trading halt on 19 Feb 2021 to 22 Feb 2021. ie. There was no data in Norgate for those days (see screen print below).

Any idea how I can use AFL to identify "points\days\bars" where there are no data in Norgate?

Thanks,
Meatpie

BOQ - 19 to 22 Feb 2021 v2

Hi @Meatpie

I you make use of Pad & Align in the Analyser, then you can use the Norgate built-in function NorgatePaddingStatusTimeSeries() to check for missing bars.

#include_once "Formulas\Norgate Data\Norgate Data Functions.afl"

NotTrading = NorgatePaddingStatusTimeSeries(); 

Filter = 1;
AddColumn(NotTrading, "NotTrading", 1);

image

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Hi MacAllan,

Thank you for your code response. This worked great.

I forgot to press "send" on my reply!

Cheers,
Meatpie

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