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RE: [amibroker] Re: Please Help me on set up amibroker



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Eric,

 

I don't have answers to all your questions, but here's some ideas...

--

Terry

 

-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Eric Chris Molly and Cole
Sent: Thursday, January 26, 2006 09:49
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Please Help me on set up amibroker

 

Terry or anyone,

 

In the help files it says:

 

Working with intraday and daily charts

If your data source supports mixed EOD/Intraday mode (such as

eSignal or Marketcast) you can use single database for both types of

charts.

This means your R/T source can backfill daily data. For example, QuoteTracker cannot do this. I don't think IB can either.

However if your data source does not support mixed EOD/Intraday mode

and if you want to have long daily histories AND intraday charts you

should consider running TWO instances of AmiBroker. One for EOD

charts and second for intraday charting. Both may use the same real-

time data source.

For the EOD with mixed R/T this means you'll have to backfill the daily history yourself using another datasource. I have a database like this and I get the EOD history from Yahoo nightly. I also have a CSI database. This one cannot use R/T because the ticker symbols are not recognized by any R/T source and Alias does not work for translating R/T, only EOD via tables in Amiquote (this is from Tomasz).

So I opened two seperate Amibrokers one with the IB RT feed and the

other with the EOD data.  I can get the EOD to update on a RT basis

but it seems if I have to close it down for any time I can't get it

to fill in the gaps via a backfill.  Do you have this problem?  If

so how do you fix it?

See above about backfilling from EOD data source. Note: Mixed/EOD database means you only have ONE SINGLE QUOTE for the current day. You do NOT have all the minutes in the day here. It just reads the R/T and updates today's quote "as if it were the end of the day".

Also when I do a scan with the EOD/RT up and running I get this

error message:  Connected OK

 

Last Message from TWS:

APOL, 322, Error processing request:-'ReqHistoricalData': cause -

Max number of tickers has been reached

It seems your limit is less than 100. Standard eSignal is 50 (you can pay for more). QuoteTracker using Scottrade is 20. I don't know what IB limit is. If you Scan, you force AB to try to get all the current data. This can be suppressed in Prefs, but I don't think this is what you want.

In my TWS I have 97 stocks and 3 futures in total.  So there are

only a total of 100 symbols running in TWS and I am trying to get

the stocks to update and backfill in AB not the futures. 

 

Thanks

 

Eric

 

 

 

 

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:

>

> I do the same. The problem is likely your symbols do not match

between

> Yahoo data and IB/Quotetracker data. You can "fix" this by making

the

> primary Symbol name = IB name and making the Alias = Yahoo name.

Then

> setup a translation table in AmiQuote and it will still update your

> history correctly...which I still do every night since the last R/T

> quote is not always = official close. Plus you'll never get any

fund

> prices via R/T.

>

> Caution: Yahoo frequently has data holes or does not post on a

timely

> basis. Just watchout and run database purify frequently to make

sure

> you're playing with a full deck.

> --

> Terry

>

> -----Original Message-----

> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]

On

> Behalf Of Feng Wang

> Sent: Thursday, January 12, 2006 12:13

> To: amibroker@xxxxxxxxxxxxxxx

> Subject: [amibroker] Please Help me on set up amibroker

>

>

> Hi all,

>

> I would like to set up a real time daily chart using

> Amibroker. The only real time feed that I have is

> IB and QuoteTracker. I have tried both but

> both were not sucessful. I must do something wrong.

> Could somebody help me?

>

> The help file mentioned (in "setup QuoteTracker"

> section) that QuoteTracker plugin

> had daily mode ( plugin adds and updates the last

> (todays) bar with the most recent quotes in nearly

> real time- it means that you have to use it in

> conjunction with already existing end-of-day

> database.) By the way, this is exactly what I wanted.

> But at the same time the help  file (in "How to work

> with Real-Time data plugins " section) cautioned that

> the user "should NOT import quotes from ASCII files

> (this includes AmiQuote) for symbols that are already

> present in the real-time database."

>

> It is kind of confusing to me. But I went ahead to do

> my experiment.

> 1. using IB plugin.

> a. Choose EOD interval. Then used the Amiquote to

> download EOD data up to yesterday. The chart

> did not display the today's data and did not do the

> real time update.

> b. Chooose 1 minute interval. Intra day charts are

> good but no daily chart.

> c. Choose 1 minute interval and then used the Amiquote

> to download EOD data up to yesterday. In daily chart

> mode,some chart worked fine but most charts only

> displayed 1 or 2 day data.

>

> 2. using QuoteTracker plugin.

> a. Choose EOD interval. Then used the Amiquote to

> download EOD data up to yesterday.Some charts worked

> (BRCM, GOOG) but some charts (LMIA,

> CFC) did not work at all.

> b. Chooose 1 minute interval. Intra day charts are

> good but no daily chart.

>

> Any suggestions are welcome

>

> Thanks,

>

> Feng

>

>

>

>

>

>

>

>

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