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Hi Graham,
but it cant really go below 5 seconds can it? I've just switched over to the profession edition so i'm trying to work it out...
Even when you are in tick interval if IB sends in 'ticks' at the same trade price AB just adds it onto the same 5 second bar so you can't really manipulate the data at a time period less than 5 seconds, like 1 second can you?? If IB sends in a tick at a different trade price AB seems to have another element at the same 5 second interval time stamp, so its unclear to me whats going on there, and how the database works with these ticks..... for example it doesn't seem like you can use addtocomposite / foreign to work with these ticks, because once again you are stuck with a minimum of 5second bars, not really ticks.
Is that correct??
Cheers, James.
On 8/14/07, Graham <kavemanperth@xxxxxxxxx> wrote:
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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