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Re: [amibroker] Re: So Long Amibroker, Its been nice
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Hi, Steve,
I'm not familiar with volume charting. Why is it not amenable to stock
traders? For example, why couldn't you create bars representing, say,
IBM's OHLC of 10,000 shares or whatever? Just curious.
Al Venosa
On 6/25/05, scourt2000 <stevehite@xxxxxxxxxxx> wrote:
Joe,
eSignal/TradeStation/Sierra Chart/Ensign all have volume charting capability. Tomasz said they he would try to get this in the next few beta releases coming up. Here's my repost from the amibroker-
beta group describing it. What Amibroker also needs is way to backtest large amounts of tick/volume bars:
[note to traders who have never heard of volume price bars: no, it's not equivolume charting]
1. Support for price bars that represent a fixed volume size. For those not familiar with this feature which is supported in eSignal, an ER 250v would represent the Russell 2K e-mini futures contract where each price bar represents the open/high/low/close of 250
contracts.
2. Support for backtesting of large amounts of tick/volume bar data. This would require a plugin that could read a data source (like an eSignal tick formatted file) and compress tick/volume interval bars
on the fly. With this, I could scan years worth of tick/volume interval bar data without memory overload problems.
Volume charting is used mainly by futures traders, not stock traders. Unlike tick charts, volume charts can be reproducible bar-
for-bar in backtests and they tend to be smoother. If you've ever traded futures off of volume bars, you'll probably never go back looking at minute charts for the trading chart you take actual entry/exit signals off of.
Steve
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