Hi there, I have a doubt about the etructure of missing "link" between date data and aux data...
For example, suppose I want to combine data from multiple input files, like explained here http://www.amibroker.com/kb/2014/10/14/how-to-combine-data/
My doubt is, if the aux data only changes one time a year, its necessary to "populate" the same aux data for all days of the year in a file ? ( same redundant info) Or Amibroker, by default if this indication is missing interprets that aux data is constant till a new different value in aux field is presented from a forward date?
No, you do not have to populate with same data.
auxdata = ValueWhen( Aux1 > 0, Aux1 );
to make single occurrence continuous till next change.
If you want to do calculation on your sparse Aux data then better use SparseCompress/SparseExpand. Similar topic is here How can I do running sim of Quarterly Sales at Yearly level for each Quarter?
There in that thread Foreign functions are used. But if your Aux data is present in selected symbol's aux field(s) then just use Aux1 or Aux2 instead.
Thanks @fxshrat for the response. I will give a try, I never used ValueWhen before... noticed that is well explained here ValueWhen - how to use