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



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Jayson,

Sounds good to me.

Many thanks,
Phil

--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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
> -----Original Message-----
> From: angleseven1 [mailto:phil.blanchard@x...]
> Sent: Thursday, July 03, 2003 12:22 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Displaying composites on intraday charts, 
without
> scanning
> 
> 
> Jayson,
> 
> 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!
> 
> Thanks
> Phil
> 
> 
> --- 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@x...]
> > 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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