[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Volume Charting Q's for the beta version



PureBytes Links

Trading Reference Links

Hello,

> Is there a manual for the beta version?

All new features are listed in the READ ME that accompanies beta and
is posted also here. (see exceprt below)

> Does the beta version handle volume charts using an IB data feed?

Yes

> Are there any limitations on the volume size; I typically use 250,
> 500, 600, 1000, 3000 volume based charts?

No.

>
> How is the IB volume data handled in creating the volume charts? For
> example, Sierra Charts waits until the next volume data is available
> and puts the total volume amount in one bar even if it exceeds the
> requested volume chart size (bars are not equal in volume size)
> whereas, Fibonacci Trader takes just enough volume to finish that
> bar and starts working on another bar with the remainder of that
> volume data.

In AB bars are equal in volume, as they should (reminder is taken over to next nar)
- so from your description the same like FT.

>
> Can I overly a 50 CCI study from a 13 minute timeframe over another
> 50 CCI study based on a 600 volume chart?

Yes but only when underlying selected time frame is "common factor" of
two. (possible if selected interval is tick chart)



Excerpt from the read me:

CHANGES FOR VERSION 4.71.0 (as compared to 4.70.5)

(skipped some)

Added N-volume bars charts and timeframe support.

Custom N-volume bar intervals are definable (as usual) in Tools->Preferences->Intraday.

TimeFrame functions were also extended to support N-volume bars using new TimeFrameMode() function calling

TimeFrameMode( 0 );

- switches time frame functions to time-based operation (the default)

TimeFrameMode( 1 );

- switches time frame functions to N-tick operation (positive values passed to TimeFrameSet are treated now as N-tick)

TimeFrameMode( 2 );

- switches time frame functions to N-volume bar operation (positive values passed to TimeFrameSet are treated nowas N-volme bars)

Example:

TimeFrameMode( 2 );
TimeFrameSet( 50000 ); // 50'000 share bars..
...do something ...
TimeFrameRestore();


Note: N-volume bars are somewhat weird (compression of data to N-volume bar may actually deliver MORE output bars - for example if 
one tick is 1000 shares and you have specified 100V bars then single tick will be expanded to TEN 100V bars - ten times original 
size)
TimeFrame functions are protected against array overrun and will not decompress beyond original array size (you will get an "Error 
47. N-volume bar compressed data longer than base time frame").
Also switching main time frame to some weird N-volume bar value will result in limiting the output to maximum twice original data 
size(without error message).
You should keep that in mind and avoid using too small N-volume bar intervals that could lead to such condition.
Also due to the nature of N-volume bars the only TimeFrameSet() function will yield correct N-volume bar values, TimeFrameGetPrice() 
may give slightly distorted results.
It is also possible to use n-volume bars in TimeFrame functions without calling TimeFrameMode() - it is then necessary to specify 
n-volume bars as negative number offset by -1000000 (minus one million):

TimeFrameSet( -1000000 - 2000 );

// gives 2000V barsSimilarly formatted negative numbers will be reported by Interval() function when n-volume bars are selected.


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "bj012859" <byronjames@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 26, 2005 12:21 AM
Subject: [amibroker] Volume Charting Q's for the beta version


> Hello,
>
> I stopped using amibroker due to lack of volume charts at the time
> and got a another vendor that provided volume charting.  At the
> time, rumor had it that AB was going to add this feature in a beta
> version.  My paid subscription is going to run out later this week,
> and I would like to know if AB has added this feature and what the
> capabilities are.  Please answer the following:
>
> Is there a manual for the beta version?
>
> Does the beta version handle volume charts using an IB data feed?
>
> Are there any limitations on the volume size; I typically use 250,
> 500, 600, 1000, 3000 volume based charts?
>
> How is the IB volume data handled in creating the volume charts? For
> example, Sierra Charts waits until the next volume data is available
> and puts the total volume amount in one bar even if it exceeds the
> requested volume chart size (bars are not equal in volume size)
> whereas, Fibonacci Trader takes just enough volume to finish that
> bar and starts working on another bar with the remainder of that
> volume data.
>
> Can I overly a 50 CCI study from a 13 minute timeframe over another
> 50 CCI study based on a 600 volume chart?
>
> Has your experience using AB's volume charts with an IB data feed
> been a positive one?
>
> Thanks,  BG
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
> 



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/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/