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Thanks
Rick...I figured it was about activity(or lack there of) for an individual
security. More importantly, the question
should
be if data providers stamp an non-activity bar(whatever the time frame 1,2 ,5,
10, 15 minute...) with the previous
bar's
price, are your systems and indicators calculating how their supposed
too?
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Rick,
Hopefully another feature(option) Tomasz can add to this fantastic
product...
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<FONT face=Arial color=#0000ff
size=2>Nurudin
<FONT face=Tahoma
size=2>-----Original Message-----From: Rick Parsons
[mailto:RickParsons@xxxx]Sent: Saturday, June 29, 2002
7:09 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Real Time Data - IntraDay Data Question...
I'm just
speculating here. But all minute bars are made up of tick data,
compressed to the time period you select. There are cases where in a
slow market a stock may not have any activity at all during a particular time
frame, say 1 minute. So I would imagine there would be no ticks to make
up a bar. In this case, there should be an empty space between bars
which represents no activity.
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If your data
came in 1 minute bars as opposed to tick data, then I would imagine the chart
is going to zoom down to zero when it hits that data.
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Good
question about how Amibroker handles this.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: nurudinkaba
[mailto:n.kaba@xxxx]Sent: Saturday, June 29, 2002 12:23
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Real Time Data - IntraDay Data Question...I was
wondering how AB treats no trade records for a giving time
interval. For example, a kind donor of 1 min QQQ data from 1999 to
present from QCharts in ASCII format had record in it with Date,
Time, 0, 0, 0, 0, 0. Each zero representing O,H,L,C,V for a time
interval where there wasn't any activity.Some software place the
previous trade record's O,H,L,C and V...thus distorting all indicator
calculations...so How can we filter these records from an importingdata
point of view and how does AB treat real time 1min (for example) bars if
there aren't any trades...Thanks Your use
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