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Hello,
It is about using of high-frequency data for trading.
I will speak about my research in domain of new level-I data based indicators as well as
on multiple-timeframe voting-based indicators.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Charles Stangor" <cstangor232@xxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 27, 2005 4:19 PM
Subject: [amibroker] Tomasz
> Hey Tomasz. Can you tell us the title of your talk in Vancouver? Just
> curious, and couldn't find it on the program. Thanks
>
> ----- Original Message -----
> From: "Tomasz Janeczko" <amibroker@xxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, October 27, 2005 10:06 AM
> Subject: Re: [amibroker] Re: data
>
>
>> Hello,
>>
>> "Fail safe" settings are provided there in AQ for those having problems.
>> Specifically
>> number of simultaneous downloads = 10
>>
>> was giving problems with Yahoo on DSL connection because Yahoo
>> considered as many simultaneous requests as denial-of-service attack.
>>
>> That's why fail-safe settings are:
>> number of simultaneous downloads = 1 (one)
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Barry Scarborough" <razzbarry@xxxxxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, October 27, 2005 4:00 PM
>> Subject: [amibroker] Re: data
>>
>>
>>> Yea that is weird. Computer speed is not your problem unless you are
>>> doing lots on the internet or other intensive disk ops at the same
>>> time. I am running an Athlon XP2000 with 500M of dual channel memory
>>> and it still slows my system way down when it is downloading and
>>> importing data to AB. I often see that AQ is running 20 threads,
>>> that is equivalent to having 20 Internet data transfer apps running
>>> at once. I think they are buffering this and bursting it into AB. If
>>> that is what they are doing it can take considerable processor and
>>> memory cycles during the burst phase. If I try to open Outlook
>>> Express it takes forever to come up. Ditto with any Internet app.
>>>
>>> I would think it would auto import or it wouldn't. You do have the
>>> Automatic import box checked in AmiQuote don't you? If so when it is
>>> importing it does so in spurts and you can see this on the bottom of
>>> the AmiBroker window if the AQ window is smaller than the AB window.
>>>
>>> When do you download from Yahoo? I find that before 6:30 EST I get
>>> incorrect results. Maybe the data base is not updated by then. I
>>> usually wait until then to download. It may look like it is not
>>> working but in reality it is just downloading yesterday's data as
>>> current. If you see that AQ imported everything and find the stock
>>> data is one day off you downloaded too early in the day.
>>>
>>> Also if you are downloading historical data every day instead of
>>> current it seems that Yahoo will kick you off at times. There are no
>>> AQ errors but if you scan the list you will see that from a point
>>> nothing below that is downloaded. If you do this earlier in the day
>>> Yahoo WILL kick you off during trading hours. I am not sure what
>>> time they stop doing this. If you are downloading historical each
>>> day change to current rather than historical. It is much faster.
>>>
>>> What are your AQ settings? Mine are set to:
>>> Overwrite existing files for historical, daily and intraday
>>> Pre-defined settings = user defined
>>> number of symbols = 200
>>> number of simultaneous downloads = 10
>>> number of automatic retries = 2
>>> delay between retries = 1
>>> initial delay between requests = 5
>>> Timeout, connect = 10 and receive = 20
>>>
>>> These seem to work well on broadband.
>>>
>>> Barry
>>>
>>> --- In amibroker@xxxxxxxxxxxxxxx, "Tim" <raven4ns@xxxx> wrote:
>>>>
>>>> Hi Barry,
>>>> I was not experiencing any problems with Yahoo until the latest
>>>> upgrades. I am on a cable connection which is very fast and I have
>>> 1
>>>> gig on memory onboard so shud be lots for anything I do. With the
>>>> latest upgrades I had to download 4 times before it took and then
>>> when
>>>> I tried to update yesterday it didn't update.
>>>> Now what I know about computers you could put on the head of a
>>> pin
>>>> with room left over. However, it is strange why it works 1 time
>>> and not
>>>> another. Yahoo has been a reasonbly good data provider for my EOD
>>> needs
>>>> so am not sure why now. This has been the only time this has
>>> happened
>>>> and it's coincident with the upgrades. One thing I did notice is
>>> that
>>>> before when I switched databases the last database I updated was
>>> always
>>>> saved automatically. I knew this by the box that popped up showing
>>> it
>>>> being saved, that no longer happens. I just thought it was
>>> something I
>>>> was forgetting to do but maybe not. Take care Barry.
>>>>
>>>> Regards,
>>>>
>>>> Tim
>>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> 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.
>>
>> 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.
>
> 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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