PureBytes Links
Trading Reference Links
|
Hi don,
I know, but if it is not very convenient to stay there and wait every
symbol , save and reenter AB again .. 20 times for example.
Using backfill al RT symbols option I can easily back fill all the
symbols I put in the RT windows, up to 180 days.
But with 1 year AB closes .. as you now.
Anybody else is experiencing the same?
Thanks
Ly
--- In amibroker@xxxxxxxxxxxxxxx, "Don" <dturtle887@xxx> wrote:
>
> 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@> 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.
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/
|