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I don't think it is practical or even useful to use years of historical tick
data. I found Tick data most useful to test/develop RT systems, not to
actually be used to optimize a trading system. The RT delays involved, as
well as bad ticks, would make such optimization results questionable at
best. Using RT recorded data for optimizations would be looking ahead in
time because it would be "Delay-Less" and assume perfect liquidity. In fact
one would be able to create HG trading systems that would prove to be total
failures in real live trading (been there). Since live data delays aren't
constant there wouldn't be any way to correct for them.
But it would be realy nice, using the current Playback feature, to be able
to use user-synthesized data at n-ticks/bar... I would love that!
best regards,
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of Tomasz Janeczko
Sent: October 28, 2006 5:26 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: AmiBroker 4.88.0 BETA released
Hello,
> The playback, as it is, doesn't look like it's going to work well
> with tick and volume-based charts. The 5-second resolution is too
> granular and causes the price bars to move way too fast at the 1x
> speed level. It needs to be a 1 second resolution to be usable for
> real-time practice on tick and volume charts.
Did you notice the name? It is called "BAR playback".
Not "TICK playback". Bars by nature in AB are from 5 seconds up.
The advantage of BAR playback is that does not require recorded full stream
of ticks
to operate. What you are asking is TICK playback but this requires
recording all ticks in real time for all symbols
(backfill is NOT enough because in most cases it misses bid/ask )
- this is LENGHTY process you need to wait for entire day recording
in real time data for just one day plus it would take huge amounts
of hard disk space (approx 1GB for 1 day of ticks for 100 symbols).
It will arrive someday but you need to understand that it is completely
different story that BAR playback.
> When I press the playback button, the popup dialog should already
> know the date range of the active chart and fill in the beginning
> and ending date as the defaults.
I disagree with your suggestion because one may want to see only PART of it.
And now, once you setup start and end according to your needs
you can close and re-open and start/end dates remain. This is superior.
> The slider bar is also too granular (jumpy).
No it is NOT. The granularity of the slider is ONE STEP.
It can not be finer than that. However your SCREEN has limited resolution
and using the MOUSE you only can move by ONE PIXEL.
This is limitation of your input device (mouse/screen) not the slider.
So if you want to move by one step use buttons < > or use
keyboard <- -> cursor buttons to move slider because this way.
Also note that when you have "skip afterhours" / "skip weekends"
checkboxes enabled the slider will SKIP after hours
and this may be what you think is "jumpy" behaviour but it is
just what you have requested it to do (skipping the afterhours).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "scourt2000" <stevehite@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 28, 2006 5:06 AM
Subject: [amibroker] Re: AmiBroker 4.88.0 BETA released
>
> Tomasz,
>
> The playback, as it is, doesn't look like it's going to work well
> with tick and volume-based charts. The 5-second resolution is too
> granular and causes the price bars to move way too fast at the 1x
> speed level. It needs to be a 1 second resolution to be usable for
> real-time practice on tick and volume charts.
>
> When I press the playback button, the popup dialog should already
> know the date range of the active chart and fill in the beginning
> and ending date as the defaults.
>
> The slider bar is also too granular (jumpy). A box where I can
> enter a specific time to go directly to would help with that.
>
> Good work Tomasz. It just needs some minor refinements to be of
> full use to those of us who trade futures with tick-based charts.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Thanks Joe and all the others for your comments on new version.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Joe Landry" <jelandry@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Friday, October 27, 2006 11:24 PM
>> Subject: Re: [amibroker] AmiBroker 4.88.0 BETA released
>>
>>
>> > Tomasz: Thanks these new features are very nice.
>> >
>> > IMHO, the "synch chart on select" feature will save countless
> minutes
>> > AND since I'm in the low level pattern recognition mode, the
> playback
>> > feature
>> > is also great to have.
>> >
>> > Best regards
>> > JOE
>> >
>> >
>> > ----- Original Message -----
>> > From: "Tomasz Janeczko" <groups@xxx>
>> > To: <amibroker@xxxxxxxxxxxxxxx>; <amibroker-
> beta@xxxxxxxxxxxxxxx>;
>> > <amibroker-news@xxxxxxxxxxxxxxx>
>> > Sent: Friday, October 27, 2006 2:14 PM
>> > Subject: [amibroker] AmiBroker 4.88.0 BETA released
>> >
>> >
>> >> Hello,
>> >>
>> >> AmiBroker 4.88.0 BETA relased:
>> >> <http://www.amibroker.com/devlog/2006/10/27/amibroker-4880-beta-
> released/>
>> >>
>> >> Do NOT FORGET to read the READ ME, especially the "CHANGE LOG"
> part.
>> >>
>> >> It contains THE DOCUMENTATION on how to use
>> >>
>> >> new features and lists all changes.
>> >>
>> >> <http://www.amibroker.com/devlog/wp-
> content/uploads/2006/10/readme4880.html>
>> >>
>> >> Best regards,
>> >> Tomasz Janeczko
>> >> amibroker.com
>> >>
>> >>
>> >>
>> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check
> DEVLOG:
>> >> http://www.amibroker.com/devlog/
>> >>
>> >> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > http://www.amibroker.com/devlog/
>> >
>> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
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