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Perhaps this can give you some ideas:
http://www.amibroker.org/userkb/2007/06/26/data-holes-in-real-time-
trading/
Best,
Dennis
On Sep 3, 2007, at 12:43 PM, tetoinf wrote:
> Hi Dennis,
>
> yes I consider that , but it's not the same ...
> because if i use one indicator that consider the number of bar in one
> day from the first 00:00 i cannot know if tot bar is like one
> precisely time ... because some bars can not be existent.
> Or say ..
> every 20 bar control if C> xxxx , i cannot because can be that the
> last 5 bars was not inserted.
> with cme futures when you have lower volume and pause ... how do you
> do with technical graph .... how do you can realize a triangle
> correct or one head and shoulder ? if i lost the price/time relation.
> It's important not only for the visual analysis , but for the
> indicator analysis when the only way to realize control is achievable
> only if you have a lot of correct data all insert.(i do not say
> 15second 1 minute it's OK), but the problem it's the some fo who work
> with tick by tick ...
>
> pratically i need to control from the 1st minute of the first data of
> a chart (of some day) and control if exist data for one minute and if
> do not exist put the close=low=high=open = the close of the last
> insert minute.
> But really i do not know how to do ...
> I think can be a good utility for "database repair" ...
> It's the only way to be sure that all the minute is corrected insert
> so that youhave right 24 x 60 =1440 minute really for one day and
> cicle can be right counted.
>
> exist nothing of similar to understanding if there is a solution ?
>
> thanks .
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>>
>> Perhaps you can create an artificial ticker named ~REFERENCE with
>> data for all minutes in the trading hours you desire.
>>
>> Dennis
>>
>>
>> On Sep 3, 2007, at 3:36 AM, tetoinf wrote:
>>
>>> Hi,
>>>
>>> maybe already exist, but i can't find it.
>>>
>>> How do we do with the correct data/minute ?
>>>
>>> If amibroker is set with internal time Pc , when import data from
>>> service data the times can be different if the time of your pc is
>>> different.
>>> So it can be overlap of data ...
>>>
>>> If you consider the time of service data ... i think is the
> best ...
>>> But there is a a big problem.
>>>
>>> I think you turn off your pc sometimes .
>>> If I download the missing data from the period I turn off from
> quote
>>> service data they send me only the data every one minute ,
>>> BUT not all !!! only when the price is change ...
>>> So i can have some futures that from 00.00 AM to 9:00AM is not
> well
>>> related on the time scale due low exchange of data.
>>>
>>> I need to fill the absent minute .
>>> Because if I do thecnical analysis i need to have a X-scale
> correct
>>> with time and price.
>>>
>>> I do not know if you use cycle on your trading , but time is
>>> important in graphic technical analysis,
>>>
>>> Some people suggest insert another thiker on chart that have all
> data,
>>> but if you use CME data from 00:00 AM to 9:00 AM every future can
>>> have lost of data.
>>> and when downloaded the problem persist.
>>>
>>> So ... exist one utility that permits me to preserve original
>>> data ,but consider every minute on chart olso if it not exist !
>>>
>>> I intend that Amibroker must have a scale of time perfect at every
>>> minute minimun ...
>>> So if I insert the downloaded data by import wizard ,it must
> consider
>>> that for the minute amsent it must consider the correct scale
>>> time/price ( abscissa ).
>>>
>>> Or one utility that after import i can run to insert every minute
>>> absent at the price of the real last price.
>>>
>>> example :
>>>
>>> if I have ( i use only close on this example) received only 2
>>> quotation in 5 minute ...
>>>
>>> time C
>>> 09:00 1500
>>> 09:05 1508
>>>
>>> the utility or amibroker must convert like this.
>>>
>>> time C
>>> 09:00 1500
>>> 09:01 1500
>>> 09:02 1500
>>> 09:03 1500
>>> 09:04 1500
>>> 09:05 1508
>>>
>>> So I have every minute and abscissa time is right , my analysis
>>> perfect due every time insert OK
>>> that are not considered at the time ,when i import from
>>> Import wizard.
>>>
>>> Exist this possibility ? or how is possible to do to resolve ?
>>>
>>> thanks
>>> !!!
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>>
>>> 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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