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[amibroker] Market profiles



PureBytes Links

Trading Reference Links

I'm interested in using AB to create market profiles:
 http://www.cbot.com/cbot/pub/page/0,3181,1168,00.html

the PlotVAPOverlay function isn't going to be enough I don't think (although 
perhaps it could be tweaked).

Does anyone have some existing code they'd be willing to share before I 
reinvent the wheel?

Thanks

----- Original Message ----- 
From: "me_rayme" <rayme@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 19, 2005 11:06 AM
Subject: [amibroker] Re: New Interactive Brokers plugin 1.4.4 (a.k.a 
"performance booster" :-))


> What a great improvement.  Took less than a minute to update my 12
> RT futures and stocks.
>
> Thanks TJ
>
> Ray
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
>>
>> Hello,
>>
>> A new Interactive Brokers plugin version 1.4.4 (a.k.a "performance
> booster" :-))
>> has been just released.
>>
>> Direct download link:
>> http://www.amibroker.com/bin/ib144/IB.dll
>>
>> More information and setting up instructions:
>> http://www.amibroker.com/ib.html
>>
>> (You may need to press "REFRESH" button in your web browser to get
> updated contents of the page)
>>
>> CHANGES FOR VERSION 1.4.4 (as compared to 1.4.3)
>>
>> + core API parts rewritten to use fast buffered sockets - gives
> upto 10x performance improvement
>> (previous versions used EClientSocket code supplied as a part of
> TWS API. Unfortunatelly this code was using single-byte-at-a-time
>> read from socket and it was terrible performance hog when
> backfills were longer than one day. New buffered socket code is able
> to
>> read upto 4096 bytes at once)
>>
>> CHANGES FOR VERSION 1.4.3  (as compared to 1.4.2)
>>
>> + full 5-day backfill for all symbols (1-minute bar interval)
>> + IDEALPRO now uses MIDPRICE instead of BID to get cleaner
> backfill, but user can switch back to BID in config screen.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
> 



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