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Hello,
You don't need OHLC for to use $TICKMODE.
I have given not-so-fortunate example in the read me,
but it is perfectly enough to supply
Date-Time-Last price-Last size only.
For example:
$FORMAT DATE_YMD, TIME, CLOSE, VOLUME
(CLOSE here is equivalent to "last price" while, VOLUME is equivalent to "Last size")
It will work perfectly OK.
As for external pre-processing tick data to N-volume bar data to conserve space
- it is good idea, but I don't think I will program it as a separate feature -
how about importing tick data to AmIBroker first,
then going to AA window, Settings and choosing appropriate N-volume bar interval
and running SCAN with AddToComposite that will produce N-volume bar compressed OHLC data
in artificial ticker. Using OLE automation this process can be scripted so no manual
operation would be necessary to perform this.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "scourt2000" <stevehite@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, July 01, 2005 1:05 AM
Subject: [amibroker] eSignal tick file format (there is no OHLC)
>
> 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
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
Please note that this group is for discussion between users only.
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