PureBytes Links
Trading Reference Links
|
Could you add support to be able to handle an eSignal tick database of
transactions?
The fields are:
1. "T", "Q" (this is a skip field, means transaction or quotation)
2. Date is in YYMMDD format
3. Time is in MMHHSS format
4. Price (of transaction)
5. Volume (number of shares or futures contracts)
Thanks,
Steve
P.S.
There is actually a very cool thing one can do with this database
connection:
1. Merge a day's worth of futures tick data with market internals data
in time-sorted order and place them into 1 big file.
2. Write a program that uses a timer routine to read the file and
write them to the database at the appropriate intervals.
Now you have a full market simulation environment and Amibroker just
thinks it's reading data live. eSignal only allows you to use one
playback symbol whereas this would allow you to practice trading a
market that is much closer to reality.
Imagine that. You have your e-mini futures contract and market
internals all lined up and working in different chart windows at the
same instant to practice with.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> Universal ODBC/SQL Data/AFL plugin is available now.
>
> http://www.amibroker.com/devlog/2006/07/21/odbcsql-dataafl-plugin/
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
>
|