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Re: [amibroker] Tomasz



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Wow... sounds amazing, although I have no idea what those things might mean. 
I wish I could be there to hear you in person!  In any case, good luck in 
Canada.  We'll miss you while you're gone.


----- Original Message ----- 
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 27, 2005 3:22 PM
Subject: Re: [amibroker] Tomasz


> 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
>>
>>
>>
>>
>>
>>
>>
>
>
>
> 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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