Just FYI: I was doing that kind of studies ( I wrote small
utility to download historical bid/ask and import to AB) 3 years ago and volume
on bid / volume on ask is basically white noise and has no informative value,
imho.
Best regards, Tomasz
Janeczko amibroker.com
----- Original Message -----
Sent: Monday, August 13, 2007 2:30
AM
Subject: Re: [amibroker] Re: Real time
indicators using GETRTDATA
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@xxxxxxxxxxxxx> 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).
----- Original Message -----
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@xxxxxxxxxxxxx
> 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@xxxxxxxxx
> To: < amibroker@xxxxxxxxxxxxxxx> 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 $150 I'd stick with Marketdelta:) > >
-treliff > > --- In amibroker@xxxxxxxxxxxxxxx, james
<jameswillia@xxx> wrote: >> >> Thanks
Treliff, >> >> I recently noted your workaround, it
sounds like a nightmare :), > but if its >> the only way
then its the only way..... >> >> Amibroker should be
able to code this into their program pretty >
easily?? >> There is obviously massive demand out there for
this functionality > as >> marketdelta charges about
150$ per month for their software.... >> >> Cheers,
James. >> >> >> On 8/13/07, treliff
<treliff@xxx> 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%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%40yahoog >>
> roups.com> >>
> [mailto: >> > > > amibroker@xxxxxxxxxxxxxxx <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%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 > > > >
>
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