|
PureBytes Links
Trading Reference Links
|
Thanks, Denis
Using groups simply as lists of symbols with different sets of
trading hours has its problems and should only be considered a
temporary solution. It would only work properly if you could assign a
symbol to more than one group (which is not the case).
The primary logic behind "groups", as far as I can guess, is to put
together symbols belonging to similar classes of instruments,
regardless of their trading hours: "stocks", "warrants", "options",
"mutual funds", "closed-end funds", "commodity futures", "financial
futures", "forex", etc.
At present one would need to resort to group classification like this:
- stocks
- mutual funds
- commodity futures with hours like Nymex Crude Oil
- commodity futures with hours like Cme Pork Bellies
- commodity futures with hours like Cbot Wheat
- financial futures with hours like Cme Euro
- etc.
When working on implementing improvements in this area AB team
could consider including the setting box that would allow skipping
"empty" time on intraday charts of less liquid stocks (many Australian and Canadian stocks only have 30 or 80 trades during the whole session and lots of US options contracts show even fewer trades):
"include columns with no data"
with the option to check the box on or off.
Lesmond
--- In amibroker@xxxxxxxxxxxxxxx, Denis <iceberg_grognon@xxxx> wrote:
> You probably know this, but just in case...if you
> want, you can assign each contract to a different
> group and each group can have its own day and night
> trading hours. For example, using E-Signal feed and
> Amibroker I look at ES #F day session only and ES M5
> day and night sessions so I have these two charts up
> and each has different trading hours.
>
> Denis
>
> --- Lesmond V <ebsn247@xxxx> wrote:
>
> >
> > Same with Canadian stocks. Here how this is resolved
> > in SierraChart:
> >
> > in intraday settings window there is a separate box:
> >
> > "include columns with no data"
> >
> > You can check the box on or off.
> >
> > Also, if we are talking about intraday data. Current
> > choice of
> > trading hours ("day session" and "night session") is
> > insufficient. As
> > anyone trading futures knows every contract has its
> > own RTH and
> > Overnight hours. SierraChart has come up with the
> > ultimate solution:
> >
> > you can set and save different trading hours for
> > each chart
> > separately.
> >
> >
> > Lesmond
------------------------ Yahoo! Groups Sponsor --------------------~-->
In low income neighborhoods, 84% do not own computers.
At Network for Good, help bridge the Digital Divide!
http://us.click.yahoo.com/EpW3eD/3MnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|