|
PureBytes Links
Trading Reference Links
|
ahh, now its working: nice ... nice ....
thanks for your patience TJ :-)
best regards,
herman
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of Tomasz Janeczko
Sent: October 28, 2006 3:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: AmiBroker 4.88.0 BETA released
Hello,
Replay feature plays back data that you have in your database.
(it can not "invent" data). So if you have 1-minute bars base
time interval it will play 1-minute bars.
On the other hand if you had tick or 5-second or 15 second
database it will play them.
To get 1-minute last bar "simulated" you would have
base time interval of your database set to finer granularity
say 15 second or 5 second or tick (depending on your data
source capabilities) and you would need to collect some data
(backfill).
In bar reply window set "Step interval" to 5 second.
It means that it will play all you have in your database
(even ticks) with 5 second increments.
If you were viewing chart in 1-minute bar mode
you will see last bar "constructed" during 12 consecutive refreshes.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Herman" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, October 28, 2006 8:03 PM
Subject: RE: [amibroker] Re: AmiBroker 4.88.0 BETA released
>I am sorry Tomasz,
>
> but I can't get it going.... any help (from anyone) would be appreciated.
>
> I am displaying a 1-minute chart and I want the prices of the last bar
> (right edge of the chart) to change at tick increments (simulated, real or
> synthesized, from whatever source), i.e. I would like the close price of
the
> bar to change as ticks are received, same as it would in RT trading. This
so
> that I can observe, STP behaviour, Order transmitting, whipsaw problems,
> etc.
>
> However, I loaded an eSignal Tick DB but set the chart to ticks, set the
> Replayer to 1 Minute, selected the right data-time range, and started the
> Replayer. I expect to see the last bar being replayed to be at the right
> edge of the chart and to see it "form", i.e. it starts with OHLC==o, and
> then as ticks are added to the bar the bar new Highs and Low should form.
> This is not happening. The replayer has no tick setting, so how can it
> replay "ticks"?
>
> Any help in using this nice feature to full potential would be much
> appreciated,
>
> best regards,
> herman
>
>
>
>
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
> Behalf Of Tomasz Janeczko
> Sent: October 28, 2006 11:46 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: AmiBroker 4.88.0 BETA released
> Importance: High
>
>
>
>> 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!
>
> BUT YOU CAN DO THAT ALREADY !!!!
>
> Playback interval is INDEPENDENT from base time interval
> of the database. And you CAN playback tick databases
> and use N-tick bars !!!!!
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Herman" <psytek@xxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, October 28, 2006 1:08 PM
> Subject: RE: [amibroker] Re: AmiBroker 4.88.0 BETA released
>
>
>>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
>>
>>
>>
>>
>>
>>
>> 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
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.13.27/517 - Release Date: 11/3/2006
|