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Re: [amibroker] Re: Error in Tick to Minute Conversion



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
 
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