|
PureBytes Links
Trading Reference Links
|
Dear o_2_b_sean,
Ralph is using eSignal plugin to feed data into AmiBroker and
everyone using eSignal feed is able to get TICK, N-tick, 5- and 15- seconds
charts.
You are using ASCII importer while it is NOT
suitable for that.
<FONT
size=2>================================================
ASCII importer can import only interval data
(officially only 1-minute and up, in practice from 5-second bars
up).
As it is written in the User's
Guide:
Tick, 5-second, 15-seconds charts are
available ONLY with RT version running with eSignal feed.
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Feature
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Standard Edition
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Real Time Edition
<FONT face="Arial, Helvetica, sans-serif"
size=-1>End-of-day charting/backtesting/scanning
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
1-, 5-,
15- minute, hourly Intraday charting/backtesting/scanning
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
Custom
minute bars
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=4>Tick charts/backtesting/scanning
<FONT face="Arial, Helvetica, sans-serif"
size=4>No
<FONT face="Arial, Helvetica, sans-serif"
size=4>Yes
<FONT
size=4>5- second, 15-second bar
charts/backtesting/scanning
<FONT face="Arial, Helvetica, sans-serif"
size=4>No
<FONT face="Arial, Helvetica, sans-serif"
size=4>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Streaming real time quote display
<FONT face="Arial, Helvetica, sans-serif"
size=-1>No
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Automatically updating real time charts
<FONT face="Arial, Helvetica, sans-serif"
size=-1>No
<FONT face="Arial, Helvetica, sans-serif"
size=-1>Yes
<FONT face="Arial, Helvetica, sans-serif"
size=4>Requires RT data subscription
<FONT face="Arial, Helvetica, sans-serif"
size=4>No
<FONT face="Arial, Helvetica, sans-serif"
size=4>Yes
(eSignal)
Best
regards,Tomasz Janeczkoamibroker.com
----- Original Message -----
From: "o_2_b_sean" <<A
href=""><FONT face="Arial CE"
size=2>seanrmartinez@xxxx<FONT face="Arial CE"
size=2>>
To: <<A
href=""><FONT face="Arial CE"
size=2>amibroker@xxxxxxxxxxxxxxx<FONT face="Arial CE"
size=2>>
Sent: Thursday, October 03, 2002 5:42
PM
Subject: [amibroker] Re: TJ: tick charts,
historical data
<FONT
face="Arial CE" size=2>> I am also working with tick charts. I foundout
yesterday that when > importing ascii files ticks less than five seconds
apart are > compressed to one tick, the last tick of those five seconds
is the > one used. That five second interval can store an open, high,
low, > close. So in order to get all my data into AB I first made 50tick
> bars of my data and then stored each one in each five second slot.My
> tick provider didn't provide seconds with the data so I faked it out.
> For each bar that was the same time (in minutes) as the previous bar
> I added five seconds. For example, 09:08:00, 09:08:05, 09:08:10, etc.
> This way instead of begin limited to 12 ticks per minute (60/5), I
> could store 600 ticks as 12 50tick bars. In this way I could import
> my full two years of NQ emini tick data with full resolution, i.e.no
> tick compression. BTW, I "built" the tick bars and fake time slots
> with a VB app. Don't expect AB to do that for you. Hope this
helps.> > --- In <FONT
face="Arial CE" size=2>amibroker@xxxx...,
"allm4m" <<FONT face="Arial CE"
size=2>allm4m@xxxx...> wrote:>
> Tomasz,> > > > Ok I see the system speed problem, but
for the strategy I'm trying > > out I need tick charts. > >
( n minute charts don't work very well here, so I'm not expecting > >
much from n secs charts either. Different tick charts seem to > perform
> > much better for this strategy.) > > So it would be nice
to have a few more days of tick data for > > backtesting purposes
only. And then, after having done my testing, > > for trading I
presume I can go back to 100000 or less to load > without > >
losing the extra data from the database?> > Question/suggestion: How
are bars to be loaded counted? If I have > > e.g. a 100 tick chart,
those 100 ticks do not seem to count as one > > bar, but as the full
100. I presume this is necessary for > calculating > > the
chart? Or could it be done in such a way that they count > together
> > as one? In that case a 100 tick chart would need 100 times less
> data > > to be loaded, from a far larger database. I'm just
brainstorming > > here, maybe it doesn't make much sense.>>
> > Anyway, I surely would like the possibility of loading 100000+
bars > > (provided I can at any time go back to load less).>
> > > Regards,> > > > Ralph> >
> > > > --- In <FONT
face="Arial CE" size=2>amibroker@xxxx...,
"Tomasz Janeczko" <<FONT face="Arial CE"
size=2>amibroker@xxxx...> wrote:>
> > Ralph,> > > > > > For *very* actively traded
instrument 100000 ticks indeed> > > may span 1-2 days. To cover
longer period I suggest> > > to switch to 5-second mode. It gives
you 720 bars per hour> > > and greatly increases speed of
charting.> > > > > > I can also increase the limit of
100000 bars in the next beta> > > (this is soft-coded limit) but
note that AmiBroker (and any other > > app) will> > >
slow down very, very much if you try for example to chart one > >
million of bars.> > > So it is anyway not too good idea to generate
charts from that > much > > data.> > > >
> > 5-second mode is much better choice.> > > > >
> Best regards,> > > Tomasz Janeczko> > >
amibroker.com> > > ----- Original Message ----- > > >
From: "allm4m" <<FONT face="Arial CE"
size=2>allm4m@xxxx...>> > >
To: <<FONT face="Arial CE"
size=2>amibroker@xxxx...>> >
> Sent: Thursday, October 03, 2002 1:24 PM> > > Subject:
[amibroker] TJ: tick charts, historical data> > > > >
> > > > > Hi,> > > > > > > >
I'm setting up a tick database for the eminis, but I'm only > >
getting 1 > > > > day of historical tick data. A quick
calculation learns that > this > > is > > > >
about the 100000 bars which is the maximum for a database to > > load.
> > > > Is there a workaround for this? Will this max be changed
soon?> > > > Are the requested bars present in my database
anyway now, > without > > > > being able to load
them?> > > > > > > > Regards,> > >
> > > > > Ralph> > > > > > >
> > > > > > > > > Post AmiQuote-related
messages ONLY to: <FONT face="Arial CE"
size=2>amiquote@xxxx... >> >
> (Web page: <A
href=""><FONT face="Arial CE"
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
face="Arial CE" size=2>)> > > > > > > >Check
group FAQ at: > > <A
href=""><FONT
face="Arial CE"
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
face="Arial CE" size=2> > > > > > > > >Your use
of Yahoo! Groups is subject to > > <A
href=""><FONT face="Arial CE"
size=2>http://docs.yahoo.com/info/terms/
> > > > > > > > > > > >>
> > ------------------------ Yahoo! Groups Sponsor
---------------------~-->> Plan to Sell a Home?> <A
href=""><FONT
face="Arial CE"
size=2>http://us.click.yahoo.com/J2SnNA/y.lEAA/MVfIAA/GHeqlB/TM<FONT
face="Arial CE" size=2>>
---------------------------------------------------------------------~->>
> Post AmiQuote-related messages ONLY to: <A
href=""><FONT face="Arial CE"
size=2>amiquote@xxxxxxxxxxxxxxx >
(Web page: <A
href=""><FONT face="Arial CE"
size=2>http://groups.yahoo.com/group/amiquote/messages/<FONT
face="Arial CE" size=2>)> > Check group FAQ at: <A
href=""><FONT
face="Arial CE"
size=2>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<FONT
face="Arial CE" size=2> > > Your use of Yahoo! Groups is subject
to <FONT face="ArialCE"
size=2>http://docs.yahoo.com/info/terms/
> > >
|