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Re: [amibroker] Intra-day bars



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> does anyone know how intra-day data is handled in Amibroker? For
> example - if you get 5 minute data feed, is it given and intepreted as
> one bar that represents what happened in a 5 minute period? i.e.
> O,H,L,C for each 5 minute period.

Yes. Like in any other app.

> 
> Also when using Amibroker in real time trading, how do you for
> example, base a trailing stop on yesterdays High while using intra-day
> bars to generate entry/exit signals?

TimeFrame functions
http://www.amibroker.com/guide/h_timeframe.html

or GetRTData
http://www.amibroker.com/f?getrtdata

allow you to get yesterdays high quickly


> 
> In backtest i use daily data so I only need to do ref(High,-1) to get
> yesterdays high, but this won't work using intra-day bars.

That's why timeframe functions are there - to allow
to reference data from other timeframes. See
http://www.amibroker.com/guide/h_timeframe.html

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "jlami11" <jlami11@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 08, 2006 3:51 PM
Subject: [amibroker] Intra-day bars


> Hello,
> 
> does anyone know how intra-day data is handled in Amibroker? For
> example - if you get 5 minute data feed, is it given and intepreted as
> one bar that represents what happened in a 5 minute period? i.e.
> O,H,L,C for each 5 minute period.
> 
> Also when using Amibroker in real time trading, how do you for
> example, base a trailing stop on yesterdays High while using intra-day
> bars to generate entry/exit signals?
> 
> In backtest i use daily data so I only need to do ref(High,-1) to get
> yesterdays high, but this won't work using intra-day bars.
> 
> Any ideas are appreciated.
> 
> 
> 
> 
> 
> 
> 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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