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Barry, you may be right re prices for stocks heavily traded pre/post
regular hours - but more lightly traded ones can have very misleading
prices (or so I think).
Why I want those last trades of the day - The indicators I use are
continuous from day to day (ie periods don't just start on 1st AM
bar) - that is why I want the last bar to be more complete and don't
want an 'extra' bar. So, no it will not make a difference to a trade
after 4pm but may make a difference the following day or days.
BTW- I found the bar ending at 4:01 pm agrees with yahoo, qp and my
rt eod data providers... the bar ending at 4:00 rarely does.
This is the why... I guess there is no "how to...
Thanks anyway,
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> I am kind of at a loss why you even care. Is it going to make any
> difference in your real trades? But then I don't need to
understand.
>
> I checked my db from IB and the eod price does not agree with
Yahoo.
> IB data agrees on the 1, 5 and 15 min chart at 125.97, the IB day
> close was 126 and Yahoo eod was 125.94 as was Scottrade's at
125.94.
>
> If the securities you trade start before normal open the data
before
> the open is really necessary for your indicators to tell you the
> truth. If you use yesterdays data to 16:00 and then start at 9:30
> your indicators will be off and misleading more than the last
minute
> of the day not being correct.
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@> wrote:
> >
> > Thanks anyway Barry. I also have not found a way of doing this.
> > But, if I end the database at 1539 (which will have all prices
till
> > 4pm closing bell), I don't get the real closing price (when
> compared
> > to eod data) as there are many trades in the last few seconds
that
> > trickle in over the next minute. So my choice is take that -or-
> > change db intraday settings end to 1600 (to get all trades until
> > 4:01) and have 1 extra bar in each chart- no matter what intraday
> > time interval. -or- change starting time to 931 and have 5&15 min
> > bars start 1 min later. I wonder what little trick tradestation
> used
> > to get those late values into the last bar.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough"
<razzbarry@>
> > wrote:
> > >
> > > Stop and think about what time frame expand is doing. If you
are
> > > expanding a 5 min bar on a 1 min chart then the 5 min bar will
> not
> > > change until the bar has closed. What you will see is the value
> of
> > the
> > > current bar flat for 5 minutes on the 1 min chart and only when
> > that 5
> > > min bar ends and the next one starts will you see a changed
> value,
> > if
> > > there is one. The one minute bar will tell you what the
condition
> > of
> > > the new 5 min bar will be when the new 5 min bar begins.
> > >
> > > If you add one more minute to the day all you do is start a new
> > bar. If
> > > you want to go beyond normal hours use 24 hour days,
> > View>Intraday>Show
> > > 24 hours trading.
> > >
> > > Barry
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "monitorit" <monitorit@>
wrote:
> > > >
> > > > I can't find a way to expand the time period of the last bar
of
> > day.
> > > > Example: database 1 min bars, mkt hours 9:30 - 15:59... thats
> 390
> > > 1min
> > > > bars covering 9:30am - 4:00pm. But trades coming in the next
> > minute
> > > > are truncated. If I change mkt close to 16:00, then I have
391
> > 1min
> > > > bars - but worse, a 5 min chart will have 79 bars and 15 min
> > chart 27
> > > > bars with the last bar of these longer intervals having 1
> minute
> > of
> > > > data in that bar.
> > > >
> > > > Is there a way of having AB stuff an extra minute of data
into
> > that
> > > > last bar (without adding a bar)? TS would give the user a
> > preference
> > > > re adding those trades that came in shortly after the closing
> > bell.
> > > >
> > > > Thanks for any ideas
> > > > Dan
> > > >
> > >
> >
>
------------------------------------
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