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Indeed Tomasz, I bet for 95% of users (that includes James and me)
only *current day* backfill is not just sufficient, but anything more
is useless. I am not an avid intraday trader but I know that within
IB TWS I can backfill bid/ask for current day.
That said, being able to log in at 1 PM and in a mouseclick backfill
AB with current day bid/ask would turn me into an avid intraday
trader at once....
-treliff
--- In amibroker@xxxxxxxxxxxxxxx, james <jameswillia@xxx> wrote:
>
> Tomasz,
>
> I'm not so worried about history as using it in real time trading
to create
> a market delta indicator where you can see in real time how much
volume is
> going through at the bid compared to the ask and at what size of
trades and
> creating a nice chart to display this info....??
>
> Cheers, James.
>
>
> On 8/13/07, Tomasz Janeczko <groups@xxx> wrote:
> >
> > Hello,
> >
> > Yes, it is technically possible using AddToComposite, even now,
but... I
> > see no point in doing so because
> > a) you would need to keep this open all the time to collect data
and if
> > your connection fails you will get data hole that you could not
fix
> > b) the length of history obtained this way will be small (equal
to number
> > of days you are running such a formula).
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> > ----- Original Message -----
> > *From:* james <jameswillia@xxx>
> > *To:* amibroker@xxxxxxxxxxxxxxx
> > *Sent:* Monday, August 13, 2007 2:16 AM
> > *Subject:* Re: [amibroker] Re: Real time indicators using
GETRTDATA
> >
> >
> > Hi Tomasz,
> >
> > Is there any way to put the bid/ask data into an array to chart
in real
> > time?? Could the static arrays you mentioned to Dennis be useful
in this
> > scenario...??
> >
> > Cheers James.
> >
> >
> > On 8/13/07, Tomasz Janeczko <groups@xxx> wrote:
> > >
> > > > TA bid/ask wizardry, not realizing there are some very down-
to-earth
> > >
> > > > applications of bid/ask, like option trading where bid/ask is
really
> > > > all you got, "last" may have occurred hours or even days ago.
> > >
> > > The main problem with historical bid/ask is that data vendors
offer it
> > > rarely (most often only "trade" ticks are available as
backfill).
> > > Even if they do, bid/ask comes ONLY in "tick" historical data
set, and
> > > this means
> > > that backfill is limited to few days at most (eSignal for
example gives
> > > just 10 days of tick data)
> > >
> > > Lack of longer data means that the data is practically useless
for
> > > long-term analysis.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "treliff" <treliff@xxx <treliff%40gmail.com>>
> > > To: <amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>
> > > Sent: Monday, August 13, 2007 1:37 AM
> > > Subject: [amibroker] Re: Real time indicators using GETRTDATA
> > >
> > > > James,
> > > >
> > > > Since there are no arrays available you can't just "code this
into
> > > > the program".
> > > >
> > > > In my opinion it's just a matter of choice to make bid/ask
arrays
> > > > available, but AFAIK none of the programs do this. No offense
to the
> > > > developers, but probably they all assume that we want to
create some
> > > > TA bid/ask wizardry, not realizing there are some very down-
to-earth
> > > > applications of bid/ask, like option trading where bid/ask is
really
> > > > all you got, "last" may have occurred hours or even days ago.
> > > >
> > > > And yes, it IS a nightmare, despite $150 I'd stick with
Marketdelta:)
> > > >
> > > > -treliff
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, james
> > > <jameswillia@> wrote:
> > > >>
> > > >> Thanks Treliff,
> > > >>
> > > >> I recently noted your workaround, it sounds like a
nightmare :),
> > > > but if its
> > > >> the only way then its the only way.....
> > > >>
> > > >> Amibroker should be able to code this into their program
pretty
> > > > easily??
> > > >> There is obviously massive demand out there for this
functionality
> > > > as
> > > >> marketdelta charges about 150$ per month for their
software....
> > > >>
> > > >> Cheers, James.
> > > >>
> > > >>
> > > >> On 8/13/07, treliff <treliff@> wrote:
> > > >> >
> > > >> > James, you can use this method:
> > > >> >
> > > >> >
http://finance.groups.yahoo.com/group/amibroker/message/108194
> > > >> >
> > > >> > to create bid/ask arrays but simply using Marketdelta
linked to AB
> > > >> > seems a lot easier.
> > > >> >
> > > >> > -treliff
> > > >> >
> > > >> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%40yahoog
> > > roups.com>,
> > > > james
> > > >> > <jameswillia@> wrote:
> > > >> > >
> > > >> > > Thanks Jerry,
> > > >> > >
> > > >> > > but do you have any idea how I put that data into an
array on a
> > > >> > tick by tick
> > > >> > > basic so that the data can be maniputated to something
like
> > > >> > > www.marketdelta.com . Is that possible?? Could I use
> > > >> > addtocomposite or
> > > >> > > something??
> > > >> > >
> > > >> > > Cheer, James.
> > > >> > >
> > > >> > > On 8/13/07, Jerry Gress <pleasenospamplease@> wrote:
> > > >> > > >
> > > >> > > > Hello,
> > > >> > > >
> > > >> > > > From 3/14/07
> > > >> > > > "
> > > >> > > > GetRTData("Bid")
> > > >> > > > GetRTData("Ask")
> > > >> > > >
> > > >> > > > http://www.amibroker.com/f?getrtdata
> > > >> > > >
> > > >> > > > Best regards,
> > > >> > > > Tomasz Janeczko
> > > >> > > > amibroker.com
> > > >> > > > "
> > > >> > > >
> > > >> > > > Jerry Gress
> > > >> > > > Stockton, Ca.
> > > >> > > >
> > > >> > > > -----Original Message-----
> > > >> > > > From: amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com><amibroker%40yahoog
> > > >> > roups.com>
> > > >> > [mailto:
> > > >> > > > amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com><amibroker%
> > > > 40yahoogroups.com ><amibroker%40yahoog
> > > >> > roups.com>] On Behalf
> > > >> > > > Of jimmyzee1975
> > > >> > > > Sent: Saturday, August 11, 2007 5:35 PM
> > > >> > > > To: amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>
> > > <amibroker%
> > > > 40yahoogroups.com><amibroker%40yahoog
> > > >> > roups.com>
> > > >> > > > Subject: [amibroker] Real time indicators using
GETRTDATA
> > > >> > > >
> > > >> > > > Hello,
> > > >> > > >
> > > >> > > > I would like to design a real time indicator which
charted the
> > > >> > number
> > > >> > > > of trades which hit the bid in relation to the number
of
> > > > trades
> > > >> > which
> > > >> > > > hit the ask and also graph the size of those trades,
perhaps
> > > >> > splitting
> > > >> > > > them up into retail and commercial size graphs.
> > > >> > > >
> > > >> > > > Does anyone have any idea on how to use the GETRTDATA
> > > > function to
> > > >> > > > achieve this? Is there some example code someone could
point
> > > > me
> > > >> > to??
> > > >> > > >
> > > >> > > > Cheers, James.
> > > >> > > >
> > > >> > > > 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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