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Tomasz,
Does AB reset the volume counter at midnight each day? I seem to remember a
post a few days ago where I thought you said that for tick charts the
volume counter is reset to 0 at midnight. OR did I misunderstand?
Thanks
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]On
Behalf Of Tomasz Janeczko
Sent: Friday, August 10, 2007 11:07 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: Constant Volume Bars
Hello,
Volume bars actually work in every interval, so you should be able to
use 1-minute base time interval as well.
You need to understand that volume bars compress time-based bars
into bars that have equal volume. The compression works best
if "base interval" contains small "increments" that's why tick and 5 second
databases were suggested.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Charles J. Dudek" <trader@xxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 10, 2007 4:27 PM
Subject: [amibroker] Re: Constant Volume Bars
> Dennis, I tried to use a 5 second database, but then the volume bar
> view is "grayed out." If I set the database to ticks, using IQ Feed,
> I can get volume bars, but I can only get a few days worth of data,
> pretty worthless for backtesting and optimization. Exactly where can
> I get the workaround for this? I don't know what Jerry meant by HQ.
> Volume bars look interesting, but they're pretty worthless if I can
> only get a limited history in the database.
>
> Chuck
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> Volume bars work quite nicely with a 5 second database.
>>
>> Dennis
>>
>> On Aug 9, 2007, at 9:14 PM, Jerry Gress wrote:
>>
>> > Hello,
>> >
>> > Yes if you mean x number ticks (volume of contracts traded) per
>> > bar. I.e.
>> > 89,250 or any number you want per bar. Only takes a full day of
>> > data to get
>> > a non jumping screen, something to do with populating the data.
>> > Also you are
>> > limited to a day and half of data to show on the screen, something
>> > to do
>> > with Cpu load. Also there is a special work round to load more
>> > data, need to
>> > get it from HQ.
>> >
>> > In addition Amibroker does 'range bars' described in the read me file.
>> > Something like:
>> >
>> > TimeFrameMode( 3 ); // turn on range bars
>> > TimeFrameSet( 1.1 ); // set compression to 1.5$ range bar
>> >
>> >
>> > Jerry Gress
>> > Stockton, Ca.
>
>
>
> Please note that this group is for discussion between users only.
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> To get support from AmiBroker please send an e-mail directly to
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> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
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.
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