|
PureBytes Links
Trading Reference Links
|
George,
Try clicking File / Database Settings / Intraday Settings and then
changing the ending on the range of time to ... 16:00 or 15:59 ...
--- In amibroker@xxxxxxxxxxxxxxx, "George Loyd" <grloyd@xxxx> wrote:
> Fred,
>
> I use the Medved Quote Tracker plug-in. I understand what you are
saying,
> however the data clearly has that last bar -- I realize that the
bell rings
> at 4:00 PM and no trading occurs in actuality AFTER that time.
There remains
> the problems I stated concerning that last data bar or point that is
> "labeled" 4:00 PM. I just want to get rid of it and the resulting
problems.
> Any suggestions?
>
> George
>
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, April 15, 2003 12:28 PM
> Subject: [amibroker] Re: DATA and INDICATOR display problem -- the
4:00 PM
> data point -- TOMASZ
>
>
> > George,
> >
> > I don't know if the below applies to you or not but I broached
this
> > topic some time ago from a different perspective ...
> >
> > From an intraday perspective there is NO valid data after 3:59:59.
> > In 60 minute bars the last one should begin at 3:30:00 and end at
> > 3:59:59
> >
> > Everything from 4:00:00 on in cash indicies and stocks can not be
> > seen during the "market day" nor used for same day trading.
> >
> > By the way what vendor are you using ?
> >
> > Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "George Loyd" <grloyd@xxxx>
wrote:
> > > The 4:00 PM data point consists of 1 min of trades if you are
not
> > using tick
> > > data for intraday trading. On a 1 min chart this is as it should
> > be. However
> > > as the periodicity of the chart increases, the amount of data
> > contained
> > > within each bar or data point increases EXCEPT for the 4:00 PM
> > point which
> > > remains constant at 1 min of trade data. On a 30 min or 60 min
> > chart the
> > > 4:00PM data bar still depicts 1min of trades and still occupies
one
> > data
> > > point. A normal trading day using 60 min charts has 7 bars or
data
> > points
> > > (including 1 bar for the first 1/2 hour) but in AmiBroker there
are
> > 8 bars
> > > or points including the 4:00 PM bar or data point, so 12.5% of
60
> > min chart
> > > data points have ONLY 1 min of data within them.
> > >
> > > My problem is: won't this cause inaccuracies in chart displays
and
> > data
> > > calculations, especially numeric calculations (RSI, ADX, Stoch,
> > etc)? Some
> > > bars will incorporate 60 times as much data? Has this issue been
> > addressed
> > > before? I can't find it anywhere. Is there a way to include the
> > 4:00 PM data
> > > into the data for the previous period? I thought about just
> > stopping the
> > > data at 3:59 PM but there is often significant volume and some
> > degree of
> > > price movement in that final 1 min of trading. Other
suggestions?
> > >
> > > Thanks.
> > > George Loyd
> > >
> > >
> > > ---
> > > Outgoing mail is certified Virus Free.
> > > Checked by AVG anti-virus system (http://www.grisoft.com).
> > > Version: 6.0.471 / Virus Database: 269 - Release Date: 4/10/2003
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
>
>
> ---
> Outgoing mail is certified Virus Free.
> Checked by AVG anti-virus system (http://www.grisoft.com).
> Version: 6.0.471 / Virus Database: 269 - Release Date: 4/10/2003
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Make Money Online Auctions! Make $500.00 or We Will Give You Thirty Dollars for Trying!
http://us.click.yahoo.com/yMx78A/fNtFAA/i5gGAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|