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It was eSignal-only and has no instructions nor "easy-to-use" UI - it just downloads
data that you have to import to AB.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "treliff" <treliff@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, August 13, 2007 2:50 AM
Subject: [amibroker] Re: Real time indicators using GETRTDATA
> 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
>> >
>> >
>> >
>> >
>> >
>>
>
>
>
>
> 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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