[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Real Time Data - IntraDay Data Question...



PureBytes Links

Trading Reference Links


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?
<FONT face=Arial color=#0000ff 
size=2> 
Rick, 
Hopefully another feature(option) Tomasz can add to this fantastic 
product...
<FONT face=Arial color=#0000ff 
size=2> 
<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.
<FONT color=#000080 
size=2> 
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.
<FONT color=#000080 
size=2> 
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 
of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service. 
Your 
use of Yahoo! Groups is subject to the <A 
href="">Yahoo! Terms of Service.