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Yes.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "John Tierney" <johntierney@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, August 10, 2007 6:49 PM
Subject: RE: [amibroker] Re: Constant Volume Bars
> 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.
>>
>> 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
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