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Send an email directly to support at amibroker.com to get an answer from
Tomasz
Unfortunately continuity (or lack of) of data supply is one of the risks of
live trading, and even the best of charting packages (AB) cannot work around
something that is not there. Perhaps approach your datafeed supplier to
improve their feed connections.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: rkapers [mailto:rkaper@xxxxxxxxx]
Sent: Saturday, May 01, 2004 7:27 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: DATA GAPS gaps are NOT SHOWN in chart ??!!
Thanks for your answer Graham.
Can someone (Tomasz?) CONFIRM that AB cannot pad the data as Graham
suggested in the posting below?
I have connected AB to IB/TWS datasource using the new IB.dll from
AB. TWS is not that stable - sometimes connections go down resulting
in gaps in my data in AB. Unfortunately AB does not detect that the
connection with TWS/IB is lost nor does automatically reconnect. So
whenever I see that the feed is down I reconnect it manually.
Tomasz, is it possible to make AB reconnect AUTOMATICALLY to IB/tWS?
Graham, I agree with your suggestion about backfilling but i trade
fully automated (using TWS API) based on third party trading
signals. Currently I am investigating if I can connect AB (using a
mechanical trading system based on jurik's JMA) to my automated
order entry application (that behaves much like BracketTrader if you
happen to know that application). So now you know the origin of my
question about the data gaps - these gaps are potentially very
dangerous when you are trading/interpreting automatically.
Backfilling can only be done afterwards which is not a solution when
you are trading realtime.
As a side question: are there AB users that use Jurik's JMA?
Regards,
Robert.
BTW: I have several security measures built into my trading
application - it is not that I am blindly following some signals
provided by some third party person. I trade dutch and usa mini
futures.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> From what I understand you want the time scale to include all time
intervals
> even if there is no price data for that time interval. I do not
think AB can
> pad the data.
> The best I could suggest is that you find a backfill source to
insert the
> missing price data, or you could make up the missing times in a
csv file and
> import that
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: rkapers [mailto:rkaper@x...]
> Sent: Friday, April 30, 2004 8:16 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] DATA GAPS gaps are NOT SHOWN in chart ??!!
>
> Hello,
>
> Yesterday my datafeed stopped for 20 minutes. When the price data
is
> shown in a chart in Amibroker I would expect to SEE this datagap
in
> the chart.
>
> But Amibroker just pastes all price data one after another in the
> chart shoing up as one continuing line. This makes my indicators
> worthless because now it looks like the price makes a big jump in
> jsut one minute (instead of 20 minutes)
>
> I try to show a picture of this since i cannot explain easily (I
> hope it shows up properly on your screen):
>
> ACTUAL CHART:
> -- ----
> --- -- -- -
> - ---
>
> <-gap in chart
>
> -
> -- ---
> ---- ---- ----
> ---
> ?v?
> ... 2:01 2:02 2:03 2:04 2:25 2:26 2:27 ... <-- shown time axis
> ... | | | | | | |
>
> EXPECTED CHART:
> -- ----
> --- -- -- -
> - ---
>
>
>
>
>
> ----
> ---
>
> ... 2:03 2:04 2:05 2:06 .... 2:23 2:24 2:25 2:26
> ... | | | | | | | | |
>
> Has anyone noticed this? How can I arrange that Amibroker shows
data
> as shown in the lower chart?
>
> Any help would be appreciated - this problem causes my trading
> systems to give false signals because the the system interprets
the
> data gap as a sudden price move...
>
> Robert.
>
>
>
>
>
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