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Hi Tomasz,
eSignal tick file format has no concept of Open/High/Low/Close.
A Transaction line looks like this:
T,041231,005011,654.4,1,
Where we have (this is a futures contract tick file entry):
T,YYMMDD,HHMMSS,<price of transaction>,<number of contracts>
I'm a programmer by profession and it's no big deal for me to fake
out your ASCII importer and duplicate price as separate OHLC, but I
would think you have some users that aren't up to the task of making
that kind of modification to their eSignal tick files.
Is there a second-parter coming up in 3 weeks in your beta cycle
that's going to address this and possibly the memory size / disk
space considerations? I know, we all have huge disks, but if I
never want to look at a symbol's N-bar data for anything under 500 N-
bars, the memory and disk space savings are dramatic.
I'm not knocking these N-bar changes. I'm thrilled they're finally
being implemented. I was just thinking it could mean the difference
between storing 50 meg of ES futures N-Bar data for a year vs.
storing 700 meg of tick data because the lowest common denominator
is being considered in the storage (1 N-Bar atomicity). I already
have the eSignal tick data stored so it's not really necessary for
me to import that completely into Amibroker. It's more important
for backtesting that I can import that ES futures data at, say, a
2500 N-Bar atomicity level. It seems the Amibroker memory
management demands of handling that would be more on the level of
handling minute data as opposed to individual tick data.
Thanks,
Steve
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