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[amibroker] Re: CCI(6) crash: Is it a bug in Real Time Amibroker?



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Hi,
 I think this issue is across the board. I am also getting similar
crash when I use the indicator MFI(14) on the same data.

How other users are coping with these issues with a real time feed?

I have found two measure issues with AB real time use:

1. If data feed received has a few quotations out of synch with the
time stamp the chart crashes. This is normal practise wit hany data
feed like IB or QT whcih I have tried and I would think other data
feeds also have the same issue except esignal, I suppose.

2. Explorer does not give correct result on RT data. For a day for a
symbol explorer can only pull few quotations even if there are many
quotations for the same day in case of RT data.

Regards
Choco
--- In amibroker@xxxxxxxxxxxxxxx, "sinhavishal" <sinhavishal@xxxx> wrote:
> 
> Hi,
>  Further to this if I tried CCI(14) in place of CCI(6) with the same
> data and it works fine, chart does not crash.
> 
> Thanks
> Choco
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "sinhavishal" <sinhavishal@xxxx>
wrote:
> > 
> > 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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