|
PureBytes Links
Trading Reference Links
|
Tomasz,
did you look at including the trade size into that. There are a LOT of people out there who would disagree with you and they are paying big money to access software that provide this functionality eg
www.marketdelta.com , It probably only has a use in very short term trading but is one of the ways to get a consistent market edge IMO??
Cheers,
On 8/13/07, Tomasz Janeczko <groups@xxxxxxxxxxxxx> 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.
----- 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
>
>
>
>
>
__._,_.___
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
![]()
SPONSORED LINKS
__,_._,___
|