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<FONT face=Arial color=#0000ff
size=2>Tomasz,
<FONT face=Arial color=#0000ff
size=2>
You
promised to look into this. I pulled down the latest version you released and
the synchronization problem still exists. Any chance this could get
fixed.
<FONT face=Arial color=#0000ff
size=2>
If you
need the data and code I am using, I'll be glad to forward!
<FONT face=Arial color=#0000ff
size=2>
Thanks
in Advance!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Dennis
<FONT face=Tahoma
size=2>-----Original Message-----From: Dennis Todd
[mailto:dtodd@xxxx]Sent: Wednesday, April 10, 2002 8:20
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Intraday data Synchronization
<FONT face=Arial color=#0000ff
size=2>Tomasz,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thank You very much!
<FONT face=Arial color=#0000ff
size=2>
I
would really like to get this to work. the program makes money. People onthe
TradeStation forums repeatedly have stated how they have used it to make
money. So I thought I would convert it to AB and give it away here. It does
require Intraday data. But it has been tested over and over again. So when you
help get it working you will be helping us all have the opportunity to make
money using it.
<FONT face=Arial color=#0000ff
size=2>
You
do wonderful work Tomasz and I highly respect you for the product you are
producing.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks again!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Dennis Todd
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxx]Sent: Wednesday, April 10, 2002 8:03
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Intraday data Synchronization
Dennis,
Please give me a day or two to investigate this. I am
currently working on some other improvements and will look into
this issue tonight.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dennis Todd
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, April 10, 2002 2:44
PM
Subject: [amibroker] Intraday data
Synchronization
<FONT face=Arial color=#0000ff
size=2>Tomasz or anyone,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>I am resubmitting this problem to the forum to try and get to the
bottom of this.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>I just want to know if there is a solution to this or not! The
code, the data is all attached.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Amibroker synchronizes the wrong times together to come up with a
result. I use the two files to scan the Advancing issues for
changes. The code is very simple. It uses Foreign to connect the
two. But it is connecting values early in the day of the
Advancing issues to values late in the day from the S&P and showsthe
clock value as 000000.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Tomasz ask me to create data that would make it match on an hourly
basis. So that is what is in these two files. Hourly data. There is 1.5
years of hourly intraday data, certainly more than enough to verify any
test. The days match, the hours match the times match, there aresome
times when the two files are one to two minutes off. But I have checked
those and the times when there are zero times for the results are when
there are matching times throughout the day.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>The program that is supplied is something that is already running
on Tradestation. If you want validation of that, go to <A
href="">www.oddballsystems.com. This
program makes money. It is very simple, but it works. I would like tosee
it work on AB. (I actually know of a CTA who will trade for
you.)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Amibroker is a wonderful product. I have been very pleased with
it's capabilities. It is a great investment. So far it has shown to be
everything that I would certainly want it to be.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>What I see is the issue for this is that real time data coming from
a data supplier is going to have "hiccups", in other words, you are going
to lose data ticks. It's just a problem of the beast. Amibroker needs
to be able to deal with that. This data at least indicates that it
can't.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Sorry Tomasz, but I am a little frustrated with this
problem.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>I welcome any and all responses. If there is a solution or if
Amibroker cannot connect real-time intraday data this way, it would be
really good to know that and I think it would be good for the users to
know as well. I'm sure I won't be the only one to want to use Amibroker
this way.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks again for your help!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Dennis Todd
<FONT face=Tahoma
size=2>-----Original Message-----From: Dennis Todd
[mailto:dtodd@xxxx]Sent: Sunday, April 07, 2002 8:13
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Time sync problems backtesting Intraday
DataTomasz,Ok, I did as you asked,I
have two data files(see attached), both withhourly data. I still get
the same results. On a scan, backtest and reportfrom AA there are
dates with zero time and it uses those values for trading.The values
it uses are from 932 in the morning, but the trade is for thelast
one of the day. I tried to use a filter to check to make sure the
timeis not zero(I may not be using it correctly). The "report" from
AA showsthat it is using those zero hour times as trading the last
trade of theday..I believe I have what you ask me to
do.I have attached the afl, NYSE_adv and SP futures
data.Thanks in advance!Dennis Todd-----Original
Message-----From: Tomasz Janeczko [mailto:amibroker@xxxx]Sent:
Sunday, April 07, 2002 3:01 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Time sync problems
backtesting Intraday DataDennis,One fundamental
thing: if one data set has only hourly dataand another has 1-minute
data it is not possible to get1-minute data via Foreign() function
from hourly data.AmiBroker can not "guess" missing
information.To avoid such problems you should have the same
periodicityfor current symbol and the one used via Foreign()
function.Best regards,Tomasz
Janeczkoamibroker.com----- Original Message -----From:
"Dennis Todd" <dtodd@xxxx>To: "AmiBrokerUserForum"
<amibroker@xxxxxxxxxxxxxxx>Sent: Sunday, April 07, 2002 9:42
PMSubject: [amibroker] Time sync problems backtesting Intraday
Data> Tomasz,>> I am seeing weird result
using some intraday data for backtesting.>> I have two
files:> 1. NYSE Advancing issues, hourly data, begins on ~9:32
every hour afterthat> till end of day. (125kbytes in
size)> 2. S&P futures data, continuous contract, 1 minute
tick, starts 9:31> everyday till 4:15. (7megbytes in
size)>> see AFL attached for code.>> IfI
run the code, I end up with AB using an Advance Issue from 9:30
atthe> end of the day. For instance, the value 1179 shows up
as the 9:30 Advance> Issue close value on 1/3, but the Explore
show using it at the end of the> day.>> I can
forward the S&P data to you if you want me to. Something isn't
right> somewhere. Am I doing something wrong. It seems thereis a
synchronization> problem with the data. Or maybe AB can't sync
1-minute tick data andhourly> data. Seems it should be able
to do that!>> Let me know if you want the 1 minute
tickdata. I can forward to you, butis> 7meg in
size.>> I look forward to your response.>>
Thanks in Advance!>> Dennis
Todd>>>>> Your use of Yahoo! Groups
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