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On Saturday 25 March 2006 02:00 pm, Tomasz Janeczko wrote:
> Hello,
>
> Thank you for your comments.
You are welcome. I enjoy trying to figure out how to make things better.
However, I am not sure why you didnt reply to the bulk of my comments. If
these issues have already been addressed, I haven't found the discussion. If
the discussion is buried somewhere in the yahoo groups, that makes it hard to
find.
> As for:
> > BTW, the yahoo group interface online sucks - we need another web-based
> > archive of the lists. I'll help with that too.
>
> No, we don't need another - there is one http://www.amibroker.org/boards/
> quite unused because majority of AB users prefer getting all messages by
> e-mail.
I understand perfectly why email is preferred. I wrote hypernews with that in
mind - you can post on the web or via email, similar to yahoo groups.
Yahoo is not as bad as it could be, but there are several systems that are
better. I don't recommend hypernews anymore, btw.
I meant we needed another web-based archive besides the one on yahoo, and
thank you for pointing out where they are. Please consider adding references
to the AmiBroker web site. Also reference amibroker-at.
dan
> As for archives there are lots of them including
> http://www.purebytes.com/archives/amibroker/
>
> Search is here:
> http://www.purebytes.com/cgi-local/swish/swish-cgi.pl
>
> Recently added new one:
> http://dir.gmane.org/gmane.comp.finance.amibroker
>
> There is even mail-to-news gate:
>
> nntp://news.gmane.org/gmane.comp.finance.amibroker
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Daniel LaLiberte" <liberte@xxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, March 25, 2006 7:36 PM
> Subject: Re: [amibroker] Re: FW: Interactive Broker TWS Feed
>
> > On Friday 24 March 2006 05:08 am, Tomasz Janeczko wrote:
> >> That's why you need to perform some action
> >> (chart/scan/explore/backtest/optimization) to actually "request" the
> >> data. And "scan" is not any special, it is just one of many actions that
> >> request data.
> >
> > Sounds like one could get RT feed via backtest and optimization actions
> > as well. Generally, combining the fetching of data, real-time or not,
> > with the analysis of data via the scripts, real-time or not, seems
> > confusing at best. If an action is needed to request data, then there
> > should be a separate action which only requests data, separate from
> > analyzing it.
> >
> > One connection between the two does seem to be required, however.
> > Real-time trading analysis should probably be triggered by the incoming
> > data feed as each bar is completed.
> >
> > I expected to find some way to perform just one more analysis step for
> > each time interval. Assuming all history data is static, when the next
> > bar is completed, one more analysis step can be performed. It should not
> > be necessary to re-run the analysis over the entire history of however
> > many bars are required, as Scan and the other actions do. This can
> > take much more time than necessary, depending on the analysis. If
> > something in the history changes, then yes, it would be correct to re-run
> > the analysis, at least from the change forward.
> >
> > Another possibility is to re-run the last step of analysis as real-time
> > data arrives, but before the bar is completed.
> >
> >> Also this "saving to database' is not an issue at all for all "mature"
> >> APIs like for example eSignal that allow
> >> a) multiple backfills running in parallel
> >> b) long backfills (120 days)
> >
> > OK, now I am more likely to move to eSignals in that case. But I think
> > it is rude that they hide the prices.
> >
> >> IB is very special because
> >> a) allows only 1 backfill at a time
> >> b) backfill is limited
> >
> > This is also why I am trying to avoid using IB backfills, and thus why I
> > want to get the real-time data stored separate from analyzing it.
> >
> > But despite IB limitations, I would expect the same separation for any
> > data feed. Fetching data should be separated from analyzing it.
> >
> >> So it is not that "RT functionality is new in AmiBroker". It is rather
> >> than Interactive Brokers' TWS API backfill functionality is "very new,
> >> incomplete, limited and ..."
> >
> > Sorry.. didn't mean to offend. AmiBroker does the best job I have seen
> > anywhere of interactively analyzing history data, and I am impressed by
> > all the adapters to various databases. The AFL scripting language is
> > one of the best as well.
> >
> > I believe the RT aspects of AmiBroker are weak, however, on a number of
> > fronts. And the automated trading API is clearly new, and still in beta
> > after a year. (Does AB support automated trading for any system other
> > than IB?) It is wise to be very cautious with automated trading, and I
> > appreciate your efforts. But the promise of doing automated trading
> > based on real-time intelligent analysis is why I am here, and I am hoping
> > to help improve it.
> >
> > I just joined the amibroker-at list, having just learned about it. I
> > will ask my ask my questions about automated trading in that forum
> > instead.
> >
> > BTW, the yahoo group interface online sucks - we need another web-based
> > archive of the lists. I'll help with that too.
> >
> > dan
> >
> >> From: "Daniel LaLiberte" <liberte@xxxxxxxxxxxxx>
> >
> > ...
> >
> >> > * Even if you do the above, there is more to do to make automated
> >> > trading clear. Automated trading is related to analysis, but perhaps
> >> > the button should be "Automated Trading" rather than "Scan".
> >> >
> >> > To allow formulas to be used in different contexts, (Indicators,
> >> > Trading Systems, or otherwise) there should be more explanation of how
> >> > to check how the formula is being used. I.e. check Status("action")
> >> > == 3, meaning that the formula is being used in "Scan" mode (maybe
> >> > renamed to "Trading").
> >> >
> >> > Then one also needs to determine whether the "current" bar in the
> >> > script is for the present time/date - I still don't have a clear
> >> > understanding of how to determine that. It doesn't make sense to make
> >> > a call to PlaceOrder() at any time but the present moment, so this is
> >> > an essential feature. How is it done? Checking Timenum() ==
> >> > LastValue(Timenum()) might work, assuming we are actually getting
> >> > invoked on each RT scan rather than within a date range that ends in
> >> > the past. Please explain.
> >> >
> >> > I suspect the RT aspect of Amibroker is relatively new, and the
> >> > automated trading certainly is new. As such, I am not too surprised
> >> > if there are usability/design/documentation problems. I bought
> >> > Amibroker hoping to use these features, although the graphics and
> >> > analysis are well worthwhile. Hope my ideas will be helpful to you.
> >
> > 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
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