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Am Donnerstag, 18. November 2004 02:17 schrieb Herman van den Bergen:
> Yes, same problem in Ottawa, Canada. There is a problem with eSignal in
> detecting loss of real time data feed quickly, I have lost Internet
> connection while the eSignal data Manager keeps showing an OK status.
> Immediate detection of data feed is essential for real time trading -- I
> think the problem is with the eSignal Data Manager where AmiBroker gets its
> status from... I have gone through some rough times with my ISP and there
> have been numerous times that eSignal/Amibroker just sat there not doing
> anything untill I figured out the data feed stopped. I would like to have
> some type of watchday timer or other loss of data feed detection
> implemented but haven't got a clue how to go about it. Any comments
> anybody?
Herman,
I use this code which should work with all minute timeframes:
minute_num = minute(); // get the minute as number
interval_num = interval() / 60; // calculate the timeframe
time_diff = iif(minute_num < interval_num, minute_num + 60 - ref(minute_num,
-1), minute_num - ref(minute_num, -1)); // calculate the time difference
between the last bar and the bar before that one
quotes_OK = interval_num == time_diff; // if the difference is equal to the
timeframe everything is ok
// check whether the whole period which my indicators are based on is ok
range_quotes_OK = true;
for (i = 0; i < param_periods; i++)
{
range_quotes_OK = range_quotes_OK && ref(quotes_OK, -i);
;}
// only if all relevant quotes are ok generate trade signals
buy = range_quotes_OK && ...
// make problems with quotes visible
PlotShapes(IIf(quotes_OK, shapeNone, shapeCircle), colorOrange,
Quotes_OK_Layer, Signal_Line_Bottom, 34);
With tickdata it gets a little bit more difficult but it should be doable. You
have to check how much time passed since the last quote came in. Of course
the threshold depends on the ticker, high volume futures generate more ticks
than low volume stocks or options.
Wolfgang
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