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Re: [amibroker] Charts pulse with the data RT?



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Hello,
 
If you are using IB and you are doing BACKFILL this behaviour may be due to two facts:
a) IB/TWS is NOT tick-by-tick feed and backfill is limited to 1-second bars, so if you force backfill over previously collected RT
data you will see 1-second bars instead of ticks. This is TWS/IB limitation
b) IB/TWS does not send timestamps with their quote updates, and programs must use local computer clock.
If your local computer clock is not perfectly aligned with the TWS server clock the backfill will slightly differ
on bar boundaries. This again is visible with high frequency bars.
 
As wrote here: http://www.amibroker.com/ib.html  IB data source is NOT tick-by-tick source and should not be treated
as such. Backfills limited to 1-second by TWS effectively prohibits correct display of tick charts.
 
For tick charts you need to use true tick-by-tick feed such as eSignal or IQFeed. 

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Wednesday, March 05, 2008 9:11 PM
Subject: RE: [amibroker] Charts pulse with the data RT?

Its doing it again, the previous candles expand and contract (vertically). No bollinger bands, no high of day. Even the studies move around.

 

Where should I look to solve?

 

thanks

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Friday, February 29, 2008 10:53 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Charts pulse with the data RT?

 

Hello,

 

That's probably because of either making new lows/highs so chart is rescaled

or Bollinger bands or average doing the same (making new highs/lows). Quite normal.


Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

Sent: Friday, February 29, 2008 9:49 PM

Subject: RE: [amibroker] Charts pulse with the data RT?

 

Why do my charts pulse? The bars and studies move slightly up and down, its like they shift position.

 

Any idea’s?

 

Thanks,

 

Bruce

 

I am using tick and 3 seconds refresh IB data feed.

 

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