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Hi Ly,
I no longer experience the problem with AB closing at the end of 1
year backfills ... since I do not try any more :) The things that
Tomasz mentioned do not apply to me and I responded to his specific
points in my post #124259.
The actual number of bars in my 1 year backfill was only a little
over 100000 and it did not prevent AB from closing (at the very
end). I was still able to capture almost all the data, though, by
saving intermediate results (backfill happens first in chunks of 5
and later 4 days every 5 minutes).
Good luck,
Don
--- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow"
<loveyourenemynow@xxx> wrote:
>
> Hi Don,
>
> did you fix the problem with AB closing at th end of 1 year back
fill?
> I keep experiencing, and I followed Thomasz suggestions 1,2.
> I use 500000 bars in 1 minute resolution, and I backfill currencies,
> which should correspond to 5 *24* 60 *60 which is about 450000.
> IS it too close to the 500000.
> Using 2 minutes or higher bars coul solve the problem?
>
> Regards
>
> Ly
> --- In amibroker@xxxxxxxxxxxxxxx, "Don" <dturtle887@> wrote:
> >
> > Tomasz and Ly,
> >
> > I have the BACKFILL setting "Regular Trading Hours only" checked
in
> > the "Configure Interactive Brokers plugin" window and my charts
are
> > set to display RTH.
> >
> > When I talk about the data that gets backfilled from IB, I always
> > refer to what I see in the Quote Editor, and not to what I see in
the
> > chart window.
> >
> > With my settings above, as I described previously, the first 100-
110
> > days of the downloaded data only cover hours from 9:30 to 15:59,
as I
> > would expect. So the RTH filtering - wherever it happens - works
on
> > the DATABASE level, and works correctly. Now, as the 1-year
backfill
> > continues past the first 100-110 days, the remaining data covers
> > hours from 9:30 to 16:59 (1 and only 1 hour longer then RTH).
Thus
> > the RTH filtering seems to be still happening, however, 1
additional
> > hour of data (from 16:00 to 16:59) gets "leaked in".
> >
> > Since the cut-off date happened to be in my case in early
December
> > 2007, this has nothing to do with Daylight Saving Time change.
> >
> > I think that RTH data filtering at the database level would be
good
> > to have as it would speed up the backfill and AB execution as
well as
> > save disk space and RAM. In the same vein, the ability to
quickly
> > remove any data outside of RTH from within the Quote Editor would
be
> > a big help.
> >
> > HTH,
> > Don
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> > wrote:
> > >
> > > Hello,
> > >
> > > RTH filtering is applied ON-THE-FLY on AmiBroker side depening
> > > on current View->Intraday selection
> > > As filtering can be changed in a fraction of second, the
underlying
> > > database MUST keep ALL data.
> > > So all real-time plugins ALWAYS download ALL data
> > > (including night sessions) and filtering is applied for display
> > only.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "loveyourenemynow" <loveyourenemynow@>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Tuesday, May 27, 2008 5:14 AM
> > > Subject: [amibroker] Re: Possible new IB data plugin problem
> > >
> > >
> > > > Could it be rth problem is due to change of time ( energy
saving)
> > in
> > > > US or other countries?
> > > >
> > > > Ly
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "dturtle887" <dturtle887@>
> > wrote:
> > > >>
> > > >> Hi Tomasz,
> > > >>
> > > >> I initiated this thread because I encountered a
> > > >> sudden "disappearance" of AB at the end of a 1-year backfill
of
> > a
> > > >> single security (with 1-minute interval). The problem is
> > > >> reproducible (IB.DLL 1.7.0, AB 5.00.1, TWS 882.2, Win XP
SP2).
> > Since
> > > >> the backfill happens in chunks of 5 (and later 4) days,
almost
> > all
> > > >> the data and be captured and saved manually (before AB
quits).
> > So
> > > >> getting the data is not the problem here. The problem is
that
> > AB
> > > >> quits at the end of 1-year backfills.
> > > >>
> > > >> There is another thing with 1-year backfills I noticed. I
need
> > RTH
> > > >> only (9:30am - 3:59pm) and have the appropriate setting set
in
> > the
> > > >> database settings. However, after the first 100-110 days or
so
> > the
> > > >> remaining data (140+ days) is from 9:30am to 4:59pm taking
> > > >> unnecessary space and resources for the extra hour.
> > > >>
> > > >> Thanks and regards,
> > > >> Don
> > > >>
> > > >> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<groups@>
> > > >> wrote:
> > > >> >
> > > >> > And it doesn't have to be repeated.
> > > >> >
> > > >> > 1. Go to File->Database Settings and make sure that you
> > > >> select "number of bars" large enough.
> > > >> > For 1 year it requires 260days * 8hours * 60 minutes per
hour
> > =
> > > >> 125000 bars for STOCKS
> > > >> > and 3 times more (375000) for futures (since 24 hours
trading).
> > > >> >
> > > >> > 2. Go to File->Database Settings->Intraday settings and
> > > >> UNCHECK "Request data on save".
> > > >> >
> > > >> >
> > > >> > Best regards,
> > > >> > Tomasz Janeczko
> > > >> > amibroker.com
> > > >> > ----- Original Message -----
> > > >> > From: "dturtle887" <dturtle887@>
> > > >> > To: <amibroker@xxxxxxxxxxxxxxx>
> > > >> > Sent: Tuesday, May 20, 2008 2:50 PM
> > > >> > Subject: [amibroker] Re: Possible new IB data plugin
problem
> > > >> >
> > > >> >
> > > >> > >I do NOT do EOD. I think that having 1 year of intraday
data
> > is
> > > >> not
> > > >> > > too much for backtesting intraday systems. Once
downloaded,
> > it
> > > >> does
> > > >> > > not have to be repeated for the same symbol.
> > > >> > >
> > > >> > > --- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@>
> > wrote:
> > > >> > >>
> > > >> > >> Hello,
> > > >> > >>
> > > >> > >> TJ wrote these lines few days ago about 1.7.0 IB
plugin...
> > > >> > >>
> > > >> > >> >> It does NOT take end-of-day data at all, it always
gets
> > > >> intraday.
> > > >> > >> >> The plugin is NOT designed to be used in End-of-day
mode.
> > > >> > >> >> It always downloads 1-minute quotes or 1-second
quotes
> > > >> depending
> > > >> > >> > on base time interval.
> > > >> > >> >> This is strictly real-time data plugin for intraday
> > intervals.
> > > >> > >> >>
> > > >> > >> >> Using it for EOD is overkill, because there are
zillions
> > of
> > > >> > >> > times faster sources
> > > >> > >> >> that can download all US exchange quotes (AmiQuote,
QP2,
> > etc)
> > > >> > >> >>
> > > >> > >> >> Best regards,
> > > >> > >> >> Tomasz Janeczko
> > > >> > >>
> > > >> > >> Regards
> > > >> > >>
> > > >> > >> --- In amibroker@xxxxxxxxxxxxxxx, "dturtle887"
> > <dturtle887@>
> > > >> wrote:
> > > >> > >> >
> > > >> > >> > Hi,
> > > >> > >> > Has anyone experienced problems with the new IB
plugin
> > 1.7.0?
> > > >> I
> > > >> > > ran a
> > > >> > >> > long 1 year backfill for one symbol and at the very
end
> > AB
> > > >> quit -
> > > >> > > all
> > > >> > >> > new data lost. I repeated this twice with the same
> > result. I
> > > >> > > run the
> > > >> > >> > latest official version of AB 5.00.1 and never had
any
> > > >> problems
> > > >> > > with
> > > >> > >> > the previous IB plugin version 1.6.8.
> > > >> > >> >
> > > >> > >> > Any feedback appreciated.
> > > >> > >> > Don
> > > >> > >> >
> > > >> > >>
> > > >> > >
> > > >> > >
> > > >> > >
> > > >> > > ------------------------------------
> > > >> > >
> > > >> > > 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.
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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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