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Tomasz,
In the n-bar domain, I see little purpose for saving a 5-Second DB when
I get along fine with 5-Minute charts.
I'd like to use N-tick charts, but, for the reasons you outline,
haven't found them very workable at present.
By analogy with my bar-granularity argument, I'd luv to be able to
choose a DB with n-tick 'Base time interval'.
Is there any reason that this option couldn't be implemented.?
Regards,
Bob
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
Sent: Monday, August 02, 2004 9:03 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Time vs Tick Baesd charts
Hello,
> I find that the amount of tick data available has a bearing on the
tick
> chart patterns displayed.
N-tick charts - Yes, if you have not enough data downloaded.
It does not however apply to minute charts.
N-tick charts to be constructed properly need at least FULL ONE DAY
of data. This is so because tick counting begins with the very first
tick available for given day. So to count from 1st tick you have to have
data from ENTIRE day (including the very first trade during the day)
AB has control over how many data can store (
File->Database Settings), but currently there is a limit of 500000 bars
per symbol.
As I wrote you earlier the limit is to maintain good performance.
and as I also wrote you already I will provide you with a method to
disable the limit (but on your own risk of dropping the perfomance)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "E Winters" <e.winters1@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 02, 2004 5:57 PM
Subject: Re: [amibroker] Time vs Tick Baesd charts
> I find that the amount of tick data available has a bearing on the
tick
> chart patterns displayed. Over time, with a large number of ticks
> available, the tick charts normalize. Alas, Amibroker limits of tick
> data stored make this normalization difficult. Tradestation, on the
> other hand, allows the user to specify the amount of tick data a user
> can store, so the user can control the process better.
> Regards,
> Ed
> Tomasz Janeczko wrote:
>
> >Herman,
> >
> >----- Original Message -----
> >From: "Herman van den Bergen" <psytek@xxxxxxxx>
> >
> >
> >>[snip]
> >>I have long given up on the assumption that stock data, from any
source, or
> >>candle patterns, are true. Designing exclusively around Limit orders
and
> >>letting the trade pass if I don't get in is the name of the game for
me but,
> >>as always, more experienced traders may have a different opinion ;-)
we all
> >>have to find our own way of coping with an imperfect world.
> >>
> >>
> >
> >Well it depends what you call "true". If "true" means the same
between different
> >data vendors then EOD data are "true" because they are officially
reported by exchanges
> >after the trading session.
> >
> >Intraday data however are based on real-time market activity and thus
> >prone to errors due to bad ticks that may or may not be corrected
later by
> >the data vendor.
> >
> >Best regards,
> >Tomasz Janeczko
> >amibroker.com
> >
> >
> >
> >
> >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
> >
> >
> >
> >
> >
> >
> >
> >
>
>
>
>
> 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
>
>
>
>
>
>
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