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Hello all. I am new to AmiBroker, and this forum. In general, I
have been very impressed with what I can do, particularly in the
graphics area (it could be even better though).
I have several problems :). I'll stick with the IB TWS feed problems
in this message.
1. There is an occasional problem getting an explicit backfill (when
I click on a symbol that has not been backfilled, or when I
explicitly "Backfill Current"). The problem I see sometimes - rarely
actually - is that Amibroker will attempt to get the backfill, but IB
fails to respond. The repeated attempts will beep away for several
minutes. There seems to be no way to interrupt the hanging request -
clicking on other symbols does not help. Changing the
database settings also failed to reset the request. Maybe it
eventually resolves, but usually I am too impatient (and annoyed at
the beeping) and I restart Amibroker (which doesnt always help - it
starts up again at the same symbol), or restart IB TWS.
2. I just started testing real-time quote updating via a live
connection, using my IB paper trading account. My plan was to use
the realtime quote updating to get all the data I need to further my
studies and refine my system to work on the 5 second time frame. I
had assumed that all the symbols that I typically visit (in the All
list) would be updated real-time, as the day progressed. This would
allow me to get much more data out of IB since this realtime data
does not count against the backfill limit. However, it appears that
only ONE symbol gets updated, the one I leave up as the selected
symbol, displayed in the graphs.
Not even all the symbols in the Realtime Quotes window were updated.
Maybe that window was updated as the quotes came in, but nothing was
preserved except for the one symbol that was displayed in the graphs.
This is totally inadequate, not only for getting data but to do
live auto-trading. The trading system I am developing (which is
working great, by the way) makes a large number of small trades
across dozens of stocks. So I need lots of data at the one minute
level. I hope I am missing something, besides data.
Since IB TWS itself can update up to 100 symbols at a time, I
expected Amibroker would request the same. I don't know of any
limits to this, procedural or in terms of network or cpu load. Maybe
there are limits I do not know of.
If it is possible, I suggest that all symbols being used in an auto
trading system should be updated (at the very least) and the data
preserved. If I am not doing a live auto-trading (at this point, I
don't quite understand how to invoke and ensure that I am doing auto
trading, but ... that is another message) I may still want to get
real-time updates of a set of quotes. There should be a way to
select some set of symbols, a whole folder, for example, to be
updated all at once, either realtime or in backfill mode.
3. After my day of realtime updates that did not happen, Amibroker
treated all the symbols as if they had already been backfilled, even
though most of the data for the day was missing. I had to explicitly
select and "Backfill Current" for each one of the symbols.
4. The granularity of a backfill is at least one whole day, which is
sometimes more than I want. As a limited resource, I want to be more
selective, in both the start and end time/date.
Backfilling also doesnt seem to include after-market data, which I
was getting for a few symbols while connected in realtime, and as a
switched which symbol I was viewing. After-market data helps a lot
to smooth out the curves according to actual trading trends, avoiding
those sometimes huge gaps between trading days. Maybe this is a
limitation of IB.
Thanks for any help on these issues.
(BTW, this Yahoo group forum system is not very good.)
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