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Dennis,
This is just to ensure you that I remember about fixingthis
problem.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Dennis Todd
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, April 19, 2002 12:28
AM
Subject: RE: [amibroker] Intraday data
Synchronization
<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 releasedand
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>
<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 on
the TradeStation forums repeatedly have stated how they have used it tomake
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 opportunityto
make money using it.
<FONT face=Arial color=#0000ff
size=2>
<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 getto 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 upwith 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 shows
the 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 are some 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 to
see 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 pleasedwith
it's capabilities. It is a great investment. So far it has shown tobe
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 dataat
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 orif
Amibroker cannot connect real-time intraday data this way, it wouldbe
really good to know that and I think it would be good for the usersto
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, 20029:42
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.>> If I
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 there is
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
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