PureBytes Links
Trading Reference Links
|
Hi,
I have discovered an inconveniance while importing intraday data into
AmiBroker version 4.50.11. The problem occurs for the quotes with timestamp
00:00.
It seems like the import code does not expect the date to roll over to a new
day when the time rolls over from 23:00 to 00:00. An example (extract from
my eur/usd 60min data). If I import the following data:
"Date","Time","O","H","L","C","U","D"
04/21/1998,2100,1.1049,1.1049,1.1037,1.1042,15,20
04/21/1998,2200,1.1041,1.1057,1.1041,1.1050,16,13
04/21/1998,2300,1.1049,1.1060,1.1047,1.1047,9,15
04/22/1998,0000,1.1046,1.1051,1.1046,1.1048,4,4
04/22/1998,0100,1.1049,1.1063,1.1049,1.1053,8,5
04/22/1998,0200,1.1051,1.1096,1.1049,1.1087,28,21
The 0000 hour quote gets placed last in the graph (i.e in larger datasets it
is placed last on the 04/22 day). On the other hand, if I import the
following data (with the date set to 04/21 for the 0000 hour quote):
"Date","Time","O","H","L","C","U","D"
04/21/1998,2100,1.1049,1.1049,1.1037,1.1042,15,20
04/21/1998,2200,1.1041,1.1057,1.1041,1.1050,16,13
04/21/1998,2300,1.1049,1.1060,1.1047,1.1047,9,15
04/21/1998,0000,1.1046,1.1051,1.1046,1.1048,4,4
04/22/1998,0100,1.1049,1.1063,1.1049,1.1053,8,5
04/22/1998,0200,1.1051,1.1096,1.1049,1.1087,28,21
This produces the desired behaviour, with the quotes placed in the correct
order. The timestamp on the 0000 hour quote is not shown though.
I think that this is somewhat strange and would consider it beeing a bug,
unless I have made any mistakes along the road..
Attached two screenshots of the quote editor in AmiBroker as a reference.
This is the import format definition that I use:
# Format definition file generated automatically
# by AmiBroker's ASCII Import Wizard
$FORMAT Date_MDY, Time, Open, High, Low, Close, Volume, Skip
$SKIPLINES 1
$SEPARATOR ,
$CONT 1
$GROUP 250
$AUTOADD 1
$DEBUG 1
Have I got something completly wrong or is this a bug?
Regards
Martin Andersson
------------------------ Yahoo! Groups Sponsor --------------------~-->
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
Attachment:
AmiSS1.png
Description: PNG image
Attachment:
Attachment:
Description: "Description: PNG image"
Attachment:
Description: "AmiSS2.png"
|