Quote editor and mixed database settings

Hi,

I’m using mixed EOD/intraday data in my database settings. I’ve noticed that once in a while when there are splits and I try to adjust the quotes using the Symbol > Split function some of the quotes are not adjusted and the charts go a little hay wired. I have to manually edit the quotes

Also, It would be great to have advanced features in the quote editor. The text boxes used to edit OHLCV data in the quote editor should provide an equation editor (like we do in excel where in anything starting with = is treated as a formula) so that it’s easy to edit the quote in case there is an issue.

Regards,
Ike

Are you using external data source (plugin)?
The only case when Split would not work is when you use external database because external database (plugin driven) is read only http://www.amibroker.com/guide/h_workspace.html

Hi Tomasz,

Thanks for your reply.

Let me explain my workflow to give an idea of how I’m getting my ohlc data.

During market hours I’ve a script which get data and imports intraday data into amibroker. At the end of market I download a copy of EOD data from the exchange website and import it into the same database as intraday data. I’ve ensured that the symbols are same as per exchange in the database for both EOD and intraday data.

The EOD data is way back from 2000’s and the intraday data (1m) i’ve is from the past one year. When I come across a symbol which has undergone a split in the past and overlaps with the intraday data I see that the split functionality fails to work sometimes and the charts go hay wired.

It would be great if you could throw some light on the corectness of the method I’m using. It could be the case that I’m going wrong somewhere and causing troubles in my workflow.

Thanks.

Regards,
Ike

Hi Tomasz,

It seems that I’ve figured out the issue. There is a mismatch in the start date for the splits between the EOD data and the intraday (1m) data. For example for a symbol if the split in the EOD data is starting from 2017-01-10 (yyyy-mm-dd format) whereas the split in the intraday data starts from 2017-01-01 (yyyy-mm-dd format). In this case the EOD data goes for the toss between the dates 2017-01-01 and 2017-01-09.

Any insights ?

Thanks.

Regards,
Ike

You should fix the data at the source.

Hi @Tomasz,

Is it possible to fix my database using AFL as two months of data has been messed up due to the problem in data at source.

Probable apporach it to look for quotes where open of EOD data does not match with open of Intraday data from an AFL script. I’m also conversant with OLE and wouldn’t mind to access the database via Python OLE provided fixing of quotes is supported via the OLE method.

I cannot abandon my database at this stage. I would appreciate your suggestion or approach to fix my database.

Thanks.

Regards,
Ike

As far as programmatic access is considered, database can only be modified using OLE interface (Quotation object is writable and deletable).

Hi @Tomasz,

Thanks for your reply. Is there a way to distinguish between the EOD quote and the intraday 1min quote. In the quote editor I’ve seen there is a EOD column but how can one access it from OLE. The OLE reference page (https://www.amibroker.com/guide/objects.html#Quotation) for Quotation object does not list the EOD property.

Thanks.

Regards,
Ike

Hi @Tomasz,

With regads to the question I’ve also posted a separate topic. The link to the post is Exporting intraday data.

Regards,
Ike

EOD quote comes LAST in the series. It is last before the date component changes.
And if you convert its date to string it will have “date part” only (without time)