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I alsothink
there is potential with the bid size. If the bid size is larger than the
ask size this may be an indicator to go long, if ask is bigger than bid, itmay
be an indicator to go short. This probably would be a
MA.
<FONT color=#000080
size=2>
Kevin Haggerty
discusses this in the "The Best, Conversations with Top
Traders".
<FONT color=#000080
size=2>
And I agree it
would give Amibroker something very unique.
I would not worry
about the historical aspect as long as we can accumulate and save data over
time.
<FONT face="Vladimir Script" color=#000080
size=5>Rick
<FONT face=Tahoma
size=2>-----Original Message-----From: nkis22
[mailto:nkishor@xxxx]Sent: Wednesday, October 16, 2002 5:15
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]Re:
Quote Window InformationTrade Size has no historical
data, but can it be usedin AFL to calculate intraday indicators, and then
these indicatorscould then be an array saved. I think this will be ABs
uniquenessthat will allow day trading based on auction market theory.
GIveit a thought.nand--- In amibroker@xxxx,
"Tomasz Janeczko" <amibroker@xxxx> wrote:> Rick,> >
The problem is that there is no historical data for most of those items.
These are just current values.> The others are included in existing
fields - for example Trade Size is used to build bar volume.>
> Best regards,> Tomasz Janeczko>
amibroker.com> ----- Original Message -----
> From: Rick Parsons > To:
amibroker@xxxx > Cc: TJ > Sent:
Wednesday, October 16, 2002 8:33 PM> Subject: [amibroker]
Quote Window Information> > > Tomasz,>
> I notice in the Quote Editor, the information captured is
basically H,L,O,C,V,OI. However in the Realtime Quote Window, there
is additional information such as Trade Size, Bid, Ask, Bid Size, Ask
Size etc.> > I am wondering if some of this
information could be used in charting/scanning/AA backtesting. Is it
possible to capture this additional information for this purpose or to
enhance Amibroker to do so?> > Thanks,>
> Rick> >
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