|
PureBytes Links
Trading Reference Links
|
<FONT color=#000080
size=2>Nurudin,
<FONT color=#000080
size=2>
This is how I
think it works...anyone feel free to correct me.
<FONT color=#000080
size=2>
If there is no
activity, there would still be continuous bars one right after the other.
For example, say you are using 1 minute bars. The first bar would start at
10:00 and end at 10:01. If there is no activity for one minute, then the
second bar would start at 10:02 to 10:03. There is a 1 minute gap in TIME
but not in bars. So your indicators should work just
fine.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: Nurudin Kaba
[mailto:n.kaba@xxxx]Sent: Saturday, June 29, 2002 5:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Real Time Data - IntraDay Data Question...
<FONT face=Arial color=#0000ff
size=2>Thanks Rick...I figured it was about activity(or lack there of) for an
individual security. More importantly, the question
<FONT face=Arial color=#0000ff
size=2>should be if data providers stamp an non-activity bar(whatever the time
frame 1,2 ,5, 10, 15 minute...) with the previous
<FONT face=Arial color=#0000ff
size=2>bar's price, are your systems and indicators calculating how their
supposed too?
<FONT face=Arial color=#0000ff
size=2>
<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>
Ifyour 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 atime
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
importing data 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.
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
|