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Re: [amibroker] Re: Sierra charts vs. Amibroker on IB backfills



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Hello,

If you think it is superior - voila - go to File->Database Settings,
set Base time interval to 1-minute, then backfill,
then switch to tick and backfill again. 
You will get the same result.

Personally I don't think it is superior because
a) getting 1-minute, 30 sec and 1 second data requires 
THREE backfills and it is THREE times slower
b) above also consumes 3x the bandwidth

As for "tick backfill" there is no such thing in TWS - it offers
only 1 second finest resolution.

As for "actual trading" - regardless of periodicity selected
last (current) bar is always updated with every tick.

And if you can't use AmiBroker - that's fine with me - 
please go on and use other platform and stop wasting bandwidth here.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "bj012859" <byronjames@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 19, 2005 3:54 PM
Subject: [amibroker] Re: Sierra charts vs. Amibroker on IB backfills


> 
> OK, on futher evaluation, on sierra charts I have the back fill set 
> for maximum 5 day backfill, it goes and gets the data in increments 
> of 30 sec's, then reverts to second based data as it gets new data 
> from the API.  This method, I find far superior.  It allows enough 
> data to see what happened on prior days, sets up my indicators so 
> that I can intraday trade, and reverts to the fastest level for 
> actual trading.
> 
> Thomas, please consider the above approach as a plugin option, to 
> allow full 5-day backfill (at less resolution) when using tick or 
> second based database.  A possibility could be to allow the 5-day 
> backfill at 30sec or 1m, then refill at the 5 sec, then at the 1sec 
> or tick level, to get the most and best data based on what the user 
> has set in their database.  True, this would be a slower backfill 
> option, and plenty are whining about backfill speeds, but without 
> 24h backfill minimum, I can't use Amibroker as an intraday trading 
> platform.
> 
> Thx,
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "bj012859" <byronjames@xxxx> wrote:
>>
>> Hope I'm doing something wrong because I would rather use 
> amibroker 
>> because of the ease in programming; but, I am not getting even 
> close 
>> to the same backfills between the two products (using same 
> computer 
>> and same IB API.  I read a message that stated that if you set the 
>> database to ticks then u will only get 1000 bars of data under 
>> amibroker.  That's what it appears i'm getting with AB 4.73beta 
> and 
>> 1.43 plugin.  Sierra chart is giving me 5 full days worth of 
> second-
>> based data somehow (their sw is set up to provide 120 days, but 5 
>> day limitation is with IB).  
>> 
>> I use 250, 600 & 3000 volume charts for trading, hence second or 
>> tick based feed is critical.  I like the way amibroker displays 
> the 
>> volume charts, much better than sierra, but can't get by with the 
>> extremely limited backfill provided through amibroker.
>> 
>> The packages use the same IB API.  I just don't get it.  If there 
>> are any other sierra chart users here, please help Thomas to 
>> understand the difference in backfill methods, so that we can have 
>> the same amount of backfill data as sierra users.
>> 
>> Thx,
>>
> 
> 
> 
> 
> 
> 
> 
> 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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