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We should be able to create a real time simulator with the ability that AB
provides with these RT fielsds .... similar to Ninja Trader ....
Ninja Tradeer is quite complex, but a simpler one should be quite
satisfactory particularly for autotrade where the interactive visual
compnents are not needed.
... not working on one now ... but may start soon.
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 01, 2004 1:43 PM
Subject: RE: [amibroker] End of Day Formulas
>
> GETRTDATA
> - retrieves the real-time data fields Miscellaneous functions
> (AFL 2.60)
>
>
> SYNTAX GetRTData(''fieldname'')
> RETURNS NUMBER
> FUNCTION Retrieves the LAST (the most recent) value of the
following
> fields reported by streaming real time data source:
>
> a.. "Ask" - current best ask price
> b.. "AskSize " - current ask size
> c.. "Bid" - current best bid price
> d.. "BidSize " - current bid size
> e.. "52WeekHigh" - 52 week high value
> f.. "52WeekHighDate" - 52 week high date (in datenum format)
> g.. "52WeekLow" - 52 week low value
> h.. "52WeekLowDate" - 52 week low date (in datenum format)
> i.. "Change" - change since yesterdays close
> j.. "Dividend" - last dividend value
> k.. "DivYield" - dividend yield
> l.. "EPS" - earnings per share
> m.. "High" - current day's high price
> n.. "Low" - current day's low price
> o.. "Open" - current day's open price
> p.. "Last" - last trade price
> q.. "OpenInt" - current open interest
> r.. "Prev" - previous day close
> s.. "TotalVolume" - total today's volume
> t.. "TradeVolume" - last trade volume
> u.. "ChangeDate" - datenum (YYYMMDD) of last data change
> v.. "ChangeTime" - timenum (HHMMSS) of last data change
> w.. "UpdateDate" - datenum (YYYMMDD) of last data update
> x.. "UpdateTime" - timenum (HHMMSS) of last data update
> y.. "Shares" - total number of shares
> Note 1: this function is available ONLY in PROFESSIONAL edition,
> calling it using Standard edition will give you NULL values for all fields
>
> Note 2: works only if data source uses real time data source
(plugin)
>
> Note 3: availablity of data depends on underlying data source -
check
> the real-time quote window to see if given field is available
>
> Note 4: function result represents the current value at the time of
> the call /formula execution/, and they will be refreshed depending on
chart
> or commentary refresh interval /settable in preferences/. Built-in real
time
> quote window is refreshed way more often (at least 10 times per second)
>
> EXAMPLE "Bid = "+GetRTData("Bid");
> "Ask = "+GetRTData("Ask");
> "Last = "+GetRTData("Last");
> "Vol = "+GetRTData("TradeVolume");
>
> "EPS = "+GetRTData("EPS");
> "52week high = "+GetRTData("52weekhigh");
>
> -----Original Message-----
> From: Dean Hodgins [mailto:deanhodgins@xxxxxxxxx]
> Sent: Friday, October 01, 2004 12:28 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] End of Day Formulas
>
>
> I'm wondering if there are specific variables that can be used
> in analysis, scans etc that reference end of previous day values for
> open, high, low & close regardless of the time interval actually used
> for these purposes. For example I use 30 minute bars and AFL formulas
> that reference this time frame however it would be useful to
> incorporate calcs that rely on end of day data for previous day to
> supplement existing formulas.
>
> Thansk & Regards,
>
> Dean H
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
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