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Yes, of course.
Currently it is very hard to watch the bid-ask and trade
size. Besides often bid/ask can be fake, and trade and
time stamp in the quotations window is too slow. It is the trade
size that really confirms the transaction. I'd rather make
an indicator of the trade,bid,ask size than to look at the
trade time stamp in the quotations window.
Plus, alarms for the quote window, when it comes, will be
very handy too.
nand
--- In amibroker@xxxx, "Rick Parsons" <RickParsons@xxxx> wrote:
> I also think 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, it may be an indicator to go short. This
probably would be a MA.
>
> Kevin Haggerty discusses this in the "The Best, Conversations with
Top Traders".
>
> 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.
>
> Rick
> -----Original Message-----
> From: nkis22 [mailto:nkishor@x...]
> Sent: Wednesday, October 16, 2002 5:15 PM
> To: amibroker@xxxx
> Subject: [amibroker] Re: Quote Window Information
>
>
> Trade Size has no historical data, but can it be used
> in AFL to calculate intraday indicators, and then these indicators
> could then be an array saved. I think this will be ABs uniqueness
> that will allow day trading based on auction market theory. GIve
> it 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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