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Tomasz, with due respect, instead of debating the usefulness, why not
just give use 2 additional arrays and let each choose his own
path!)
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Yes I looked and included trade size. I had a presentation about it
in Vancouver two years ago on IFTA conference. The results seemed
promising at first look,
> but further investigation shown no statistical significance. But I
was mainly interested in mid term trading (trade length of few days),
rather than scalping or other very short term trading schemes.
>
> For scalpers it may be useful, but this is not my cup of tea.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: james
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, August 13, 2007 2:57 AM
> Subject: Re: [amibroker] Re: Real time indicators using GETRTDATA
>
>
> 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@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:
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For other support material please check also:
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