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Hi,
Do you guys have the same issue plotting CCI(6) when the real time
data from the exchange/Data vendor gets saved in Amibroker database
with an earlier date but internal id is the most recent(maximum)?
I have the following Issue:
==========
1. Create a custom indicator with CCI(6) and plot it in a chart;
2. If the data received for a ticker is such that date stamped is
earlier than the last date stamped of the data received in the
database the chart crashes.
Say you have data like following which is sorted by date and looks
like following in the symbol->quote editor:
Ticker Date Close Open High Low Volume Open Int.
ESM5-GLOBEX-FUT 3/15/2005 3:04:00 AM 1211.5 1211.5 1211.5 1211.5 77 0
ESM5-GLOBEX-FUT 3/15/2005 4:35:00 AM 1212.25 1212.5 1212.5 1212.25 85 0
ESM5-GLOBEX-FUT 3/15/2005 4:34:00 AM 1212.5 1212.5 1212.5 1212.5 1 0
...........
..........Continued data
...........
..........
ESM5-GLOBEX-FUT 3/15/2005 4:33:00 AM 1212.5 1212.5 1212.5 1212.5 56 0
ESM5-GLOBEX-FUT (new)
This data is sorted by date descending but as you can see the
Amibroker database internally treats quote for 3/15/2005 3:04:00 AM
as the latest one.
This causes severe problem in the internal code of the CCI(6)
indicator and the chart crashes each time it gets refreshed.
If its true , Amibroker needs to handle exceptions in a better way as
its a real scenario wher exchange and any data provider would provide
data time to time like this faulty one.
It has happened with IB data feed as well as QT data feed. I was
running okay for an hour and suddenly my chart crashed. I had to exit
Amibroker and start it again. This means I lost all the collected data
for the day and can not trade further unless charts are rebuilt after
collecting new data. While I was collecting fresh data after half an
hour it happens again.
Is there a solution to this?
Please help!
Choco
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