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RE: [amibroker] Re: Displaying composites on intraday charts, without scanning



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<SPAN 
class=353153716-03072003>Phil,
If you 
collect 1 min data when you choose to view a 5 minute chart AB does the math and 
shows you what happened in thae 5 minute time frame. your 20 period sma is 
calculated on that 5 min bar chart based on 20  5 min bars. If you now switch 
your periodicity to a 15 min chart the base time of collected data is still 1 
min but AB plots 15 minute bars. Your 20 period sma of this chart is calculated 
on 20 15 min bars.....The same concept applies to composites. When you run the 
scan an artificial ticker is created and you can use it just like any other 
ticker.
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: angleseven1 
[mailto:phil.blanchard@xxxxxxxxxxx]Sent: Thursday, July 03, 2003 
12:22 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
Re: Displaying composites on intraday charts, without 
scanningJayson,In the same way that I might 
want to plot a 20-period SMA on a 5-min chart, and a 20-period SMA on a 
15-min chart, I want to plot eg a MACDBULL composite on a 5-min chart, and a 
MACDBULL composite on a 15-min chart. And just as the 20-period SMA on 
the 5-min chart is calculated from 5-min data, and the 20-period SMA on the 
15-min chart is calculated from 15-min data, so the MACDBULL on the 5-min 
chart would be calculated from 5-min data, and the MACDBULL on the 15-min 
chart would be calculated from 15-min data.So as I see it I would need a 
scan with periodicity set to 5-min to calculate the MACDBULL for a 5-min 
chart, and a scan with periodicity set to 15-min to calculate the MACDBULL 
for a 15-min chart.Unless there's some way of setting the periodicity within 
the scan itself, or compressing bars made up from 1-min data.Hope that 
makes sense!ThanksPhil--- In amibroker@xxxxxxxxxxxxxxx, 
"Jayson" <jcasavant@xxxx> wrote:> Phil,> perhaps I am 
confused as to what you are trying to do. For example you could> 
build a composite in 1 min data then plot that composite in 1,5,15,60,78 
min> views. Just the same as you could switch a 1 min interday chart of 
CSCO to> 5,15,16,78 or daily data. This assumes you have sufficient 
data to view the> various time frames.....> > 
Regards,> Jayson> -----Original Message-----> From: 
angleseven1 [mailto:phil.blanchard@xxxx]> Sent: Thursday, July 03, 2003 
11:54 AM> To: amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: 
Displaying composites on intraday charts, without> scanning> 
> > Tomasz, Jayson,> > What about timeframe 
settings? I can see that I can have several> addtocomposite() calls in 
one scan, but it looks like to run a 78-min> composite the 
periodicity would need to be set to 78 mins in the scan> settings, 
and to run a 13-min composite it would need to be set to 13> mins, 
and so on. That looks like several scans to me. Is that right> or have I 
missed something?> > Thanks> Phil> > --- In 
amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>> 
wrote:> > Hello,> >> > You can have unlimited 
number of AddToComposite() calls in single> formula.> > This 
means you can run ONE formula (one scan) to update all> 
composites.> > This won't generate any trouble. Also you can use 'scan 
every'> feature in AA> > so scans are periodically and 
automatically run and you can focus> > on analysis.> 
>> > Best regards,> > Tomasz Janeczko> > 
amibroker.com> > ----- Original Message -----> > From: 
"angleseven1" <phil.blanchard@xxxx>> > To: 
<amibroker@xxxxxxxxxxxxxxx>> > Sent: Thursday, July 03, 2003 
5:17 PM> > Subject: [amibroker] Re: Displaying composites on intraday 
charts,> without scanning> >> >> > > 
Tomasz, Jayson,> > >> > > Thanks for your 
replies.> > >> > > Assuming I use scans, presumably 
this means I need to run a> separate> > > instance of 
AmiBroker for each scan.> > > Are there likely to be any problems 
running several scans at> once?> > > What about memory 
usage?> > > The reason I ask is I've tried something similar with 
NeoTicker> and> > > its RAM usage went sky high causing the 
program to hang (I've got> 1Gb> > > of RAM on my 
machine). Same thing if 2 NeoTicker scans happened> to> > > 
run at the same time.> > >> > > Thanks> > 
> Phil> > >> > > --- In amibroker@xxxxxxxxxxxxxxx, 
"Tomasz Janeczko"> <amibroker@xxxx>> > > 
wrote:> > > > Hello,> > > >> > > 
> One thing more: if you have 50 symbol eSignal subscription you> 
will> > > run into trouble> > > > trying to run 
AddToComposite on 100 nasdaq symbols.> > > >> > > 
> Best regards,> > > > Tomasz Janeczko> > > > 
amibroker.com> > > > ----- Original Message -----> > 
> > From: "Tomasz Janeczko" <amibroker@xxxx>> > > > 
To: <amibroker@xxxxxxxxxxxxxxx>> > > > Sent: Thursday, 
July 03, 2003 4:42 PM> > > > Subject: Re: [amibroker] Displaying 
composites on intraday> charts,> > > without 
scanning> > > >> > > >> > > > 
> Phil,> > > > >> > > > > > 1. Can 
AmiBroker plot composites on intraday charts?> > > > > Yes of 
course. There is no difference.> > > > >> > > 
> > > 2. Can AmiBroker run the type of code shown above with> 
intraday> > > data?> > > > > Yes it runs such 
code provided that you have added ALL symbols> > > > > 
that are referenced by the code via Symbol->New and they are> 
all> > > backfilled.> > > > >> > > 
> > > 3. Do any of the other methods mentioned in various posts> 
> > > > > > CreateAverageForWatchList, looping through a 
watchlist,> > > defining a> > > > > > 
function, using the Abtool plug-in) work with intraday data?> > 
> > > All these methods work with intraday data.> > > > 
> However some methods may take longer than others.> > > > 
> Therefore it is advised to use AddToComposite and AA scan> > > 
> > instead of other methods because explicit looping through> 
large> > > watch list> > > > > may be too 
resouce hungry.> > > > >> > > > > Best 
regards,> > > > > Tomasz Janeczko> > > > > 
amibroker.com> > > > >> > > > >> 
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