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Hello,
In short it is about broad use
of AmiBroker's TimeFrame* functions and
AddToComposite and Foreign.
Actually the things AmiBroker users know well :-)
Thank you for the wishes, and I won't be quite gone, since
hotel features high-speed internet (Thank you Jeff for the reservation)
and I am getting notebook with me :-)
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Charles Stangor" <cstangor232@xxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 27, 2005 9:41 PM
Subject: Re: [amibroker] Tomasz
> 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
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