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AB just uses what data it is supplied with
If your data supply is 5 second then that is what AB will use.
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 14/08/07, james <jameswillia@xxxxxxxxx> wrote:
>
>
> Hi,
>
> I'm beginning to think what I want to do is impossible in AB because its not really a tick based real time charting program at all its a 5second real time charting program so you cant really manipulate any data below the 5second resolution anyway because AB just amalgamates it together.... Is this correct??
>
> Cheers, James.
>
>
>
>
>
> On 8/14/07, james <jameswillia@xxxxxxxxx> wrote:
> > Hi Tomasz or anyone,
> >
> > I didn't realize the smallest time period in AB was 5 seconds....
> >
> > The formula didn't seem to work setting the arrays to = 0 , as only the last value ended up in the composite, I assume because of the reset in the addtocomposite defaults, so I set the arrays to equal the composites
> >
> > This seems to work ok except it gets strange values in all fields when there is more than one tick / entry in a five second time period in the original ticker..... any ideas?? eg if I look in quote editor in original ticker and there is only one entry in a 5 second period in matches in the composite, if there is more than one entry per 5 second in original ticker I get crazy values in composite...
> >
> > Is it possible to match the number of fields to the original, eg if there are 3 entries in a five second period in the original ticker to have 3 entries in the composite?? Any that way capture indivual trade sizes as well (up to resolution that IB provides anyway)....
> >
> >
> > tn = Now(4);
> > ltn = StaticVarGet( "LastTimeNum");
> >
> > if( ltn != tn )
> > {
> > StaticVarSet( "LastTimeNum", tn );
> >
> > bidarray = Foreign("~BA_", "L" );
> > bidarray[ BarCount - 1 ] = GetRTData("bid");
> > askarray = Foreign("~BA_", "H" );
> > askarray[ BarCount - 1 ] = GetRTData("ask");
> >
> > sizearray = Foreign("~BA_","V");
> > sizearray[ BarCount -1 ] = GetRTData("tradevolume");
> >
> > lastarray = Foreign("~BA_","C");
> > lastarray[ BarCount -1 ] = GetRTData("last");
> >
> > AddToComposite( lastarray, "~BA_","C", atcFlagDefaults | atcFlagEnableInIndicator );
> > AddToComposite( sizearray, "~BA_","V", atcFlagDefaults | atcFlagEnableInIndicator );
> > AddToComposite( bidarray, "~BA_", "L", atcFlagDefaults | atcFlagEnableInIndicator );
> > AddToComposite( askarray, "~BA_", "H", atcFlagDefaults | atcFlagEnableInIndicator );
> > }
> >
> >
> > Cheers, James.
> >
> >
> > On 8/13/07, Tomasz Janeczko <groups@xxxxxxxxxxxxx> wrote:
> >
> > > Hello,
> > >
> > > You should call GetRTData for bid and ask and store using AddToComposite:
> > >
> > > Appropriate code should look as follows (I DID NOT TEST IT - I am writting off hand)
> > > - it will create 5 second bid/ask "bars".
> > > High will hold ask, Low will hold bid.
> > >
> > > === Code that generates array
> > >
> > > tn = Now(4);
> > > ltn = StaticVarGet( "LastTimeNum"+Name() );
> > >
> > > if( ltn != tn )
> > > {
> > >
> > > StaticVarSet( "LastTimeNum"+Name(), tn );
> > >
> > > bidarray = 0;
> > > bidarray[ BarCount - 1 ] = GetRTData("bid");
> > >
> > > askarray = 0;
> > > askarray[ BarCount - 1 ] = GetRTData("ask");
> > >
> > > AddToComposite( bidarray, "~BA_"+Name(), "X", atcFlagDefaults | atcFlagEnableInIndicator );
> > >
> > > AddToComposite( askdarray, "~BA_"+Name(), "H", atcFlagDefaults | atcFlagEnableInIndicator );
> > > }
> > >
> > > ================
> > > To use them somewhere lese use:
> > >
> > > askarray = Foreign("~BA_"+Name()", "H" );
> > >
> > > bidarray = Foreign("~BA_"+Name()", "L" );
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > >
> > > ----- Original Message -----
> > > From: james
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Monday, August 13, 2007 3:19 AM
> > > Subject: Re: [amibroker] Re: Real time indicators using GETRTDATA
> > >
> > >
> > > Tomasz,
> > >
> > > could you point me in the right direction in how to code something to do this in real time, or is it impossible at the moment??
> > >
> > > Cheers, James
> > >
> > >
> > > On 8/13/07, treliff <treliff@xxxxxxxxx> wrote:
> > > >
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