How to use AFL to identify trading halts?

[Meatpie]

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

[PeterD]

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

[Meatpie]

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

[MacAllan]

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);

[Meatpie]

Hi MacAllan,

Thank you for your code response. This worked great.

I forgot to press "send" on my reply!

Cheers,
Meatpie