PureBytes Links
Trading Reference Links
|
Oh, well, it looks like you did not use
$TICKMODE 1
flag when importing tick data which is obligatory.
More on $TICKMODE is here:
http://www.amibroker.com/guide/d_ascii.html
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "doggy2050" <soumya.b@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 12, 2008 7:29 PM
Subject: [amibroker] Re: Error in Tick to Minute Conversion
> Dear Tomasz,
>
> i give u an example.
> today CNX Nifty Fut. has generated 14 ticks in its 9:55th min.
> where as in Amibreker is showing 11 ticks.
>
> 20080212.095507
> 20080212.095511
> 20080212.095515
> 20080212.095519
> 20080212.095523
> 20080212.095527
> 20080212.095531
> 20080212.095535
> 20080212.095539
> 20080212.095543
> 20080212.095547
> 20080212.095551
> 20080212.095555
> 20080212.095559
>
> above is the actual tick list
> in Amibreker it is showing in the following order :-
> 095505
> 095510
> 095515
> 095520
> 095525
> 095530
> 095535
> 095540
> 095545
> 095550
> 095555
>
> In database setting i set the base time interval to TICK.
> not to 5 sec.
> cud u pls help in this matter.
>
> thanx & best regards,
> soumya
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Now take this e-mail, read it and try to answer yourself the
> question:
>> if someone else asked the same, would you be able to know what did
>> this person do? Hint: you don't mention if you are usign AA or
> Indicator,
>> which periodicity did you select in the settings ? What "some
> ticks" exactly mean, etc?
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "doggy2050" <soumya.b@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Monday, February 11, 2008 6:52 PM
>> Subject: [amibroker] Error in Tick to Minute Conversion
>>
>>
>> > Dear Members,
>> >
>> > when i m trying to export RT data in 1 min compression from a
> Tick
>> > database using the following AFL, it skipes some ticks from
> counting.
>> >
>> > thanx in advance,
>> > Soumya
>> >
>> >
>> > _SECTION_BEGIN("Export RT Data");
>> > fmkdir( "F:\\SaveData" );
>> > //Buy = ( (DateNum() >= 1070608) AND (DateNum() <= 1080208) ) AND
> V>0;
>> >
>> > //if we want to oexport data for a single Day, we modify the
> Second
>> > line like this
>> > Buy = ( (DateNum() == 1080208)) AND TimeNum() < 152959 AND V>0;
>> >
>> > for( i = 0; i < BarCount; i++ )
>> > if( Buy[i] )
>> > {
>> > //fh = fopen( "F:\\SaveData\\Cash_IEOD.csv", "a");//if we want
> to
>> > export all data in a single file//
>> > fh = fopen( "F:\\SaveData\\"+Name()+".csv", "a");// if we want
> to
>> > export data in an individual file//
>> > if( fh )
>> > {
>> > fputs
>> > ( "<ticker>,<date>,<time>,<open>,<high>,<low>,<close>,<volume>
> \n",
>> > fh );
>> > y = Year();
>> > m = Month();
>> > d = Day();
>> > r = Hour();
>> > e = Minute();
>> >
>> > for( i = 0; i < BarCount; i++ )
>> > if( Buy[i] )
>> >
>> > {
>> > fputs( Name() + "," , fh );
>> > ds = StrFormat("%02.0f/%02.0f/%02.0f%02,",
>> > m[ i ], d[ i ], y[ i ] );
>> > fputs( ds, fh );
>> >
>> > ts = StrFormat("%02.0f:%02.0f,",
>> > r[ i ],e[ i ]);
>> > fputs( ts, fh );
>> >
>> > qs = StrFormat("%.2f,%.2f,%.2f,%.2f,%.0f\n",
>> > O[ i ],H[ i ],L[ i ],C[ i ],V[ i ] );
>> > fputs( qs, fh );
>> > }
>> > fclose( fh );
>> > }
>> > }
>> >
>> >
>> >
>> >
>> > 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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|