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[amibroker] Re: Real time indicators using GETRTDATA



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Tomasz, anyway for me to get a hold of your utility for my option 
trading? Highly appreciated!

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> 
wrote:
>
> 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 ----- 
>   From: james 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   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@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 
>       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 >
>         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 $150 I'd stick with 
Marketdelta:) 
>         > 
>         > -treliff
>         > 
>         > --- In amibroker@xxxxxxxxxxxxxxx, james <jameswillia@> 
wrote: 
>         >>
>         >> Thanks Treliff,
>         >> 
>         >> I recently noted your workaround, it sounds like a 
nightmare :), 
>         > but if its
>         >> the only way then its the only way.....
>         >> 
>         >> Amibroker should be able to code this into their program 
pretty 
>         > easily??
>         >> There is obviously massive demand out there for this 
functionality 
>         > as
>         >> marketdelta charges about 150$ 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%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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