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Yes, I know about Visual Information. Maybe "indicator" is the wrong
word here. But I have a great idea for an "indicator" that visually
makes it very much easier to read than the fast moving Time & Sales
Window. That's what my programming project is all about.
To use the given data source API directly makes sense. I will look
into that.
Thanks and Regards,
Jorgen
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
wrote:
>
> Hello,
>
> If you want doing bid/ask data collection you need to use given
data source API directly.
> -------------------------------------------------------------------
-------------------------------------------------------------
>
> Indicators are for DISPLAY - i.e. to provide VISUAL INFORMATION
THAT YOUR
> EYE is supposed to process at the pace the human eye is capable of
processing.
> You simply can't collect bid/ask stream from indicator code
> because indicators are only updated when TRADES are done,
> and not during new bid/asks. Bid/asks are updated way more
frequently
> than new trades occur. Also indicator won't be displayed more
often than 10 times per second
> simply because your EYE is not able to process VISUAL information
quicker than that.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "jorgen_wallgren" <jorgen.wallgren@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, November 20, 2008 4:15 PM
> Subject: [amibroker] This just doesn't work! Please help!
>
>
> I want to write an very interesting RT indicator and therefore I
> need the same RT data the Time & Sales window uses. As a start, I
> wrote some test code for catching Trades only - just to check if
it
> works. Unfortunately it doesn't and I would highly appreciate some
> advice, since it's not much RT coding examples out there to look
at.
>
> The below code catch Trade data- but the problem is that it misses
a
> lots of it and especially duplicates (Time, price and size- all
the
> same). It creates its own duplicates. It also seems that for
stocks
> like AAPL, the program just can't keep up with the speed of data
> coming in..
>
> Advice is highly appreciated! Thanks- Jorgen
>
> _SECTION_BEGIN("Time and Sales Data Collection Test");
> RequestTimedRefresh(0);
>
> // This simple method to check if we have changed Symbol only
works
> if you
> // use only one chart! But good enough for testing and let change
of
> symbol reset
> // the Static data and start with a new test.
> if(StaticVarGetText( "Old_Symbol_Name" ) != Name())
> {
> //Say("New Symbol");
> StaticVarSetText( "Old_Symbol_Name", Name());
> StaticVarSet("Bull_Volume", 0);
> StaticVarSet("Bear_Volume", 0);
> StaticVarSet("Neutral_Volume", 0);
> StaticVarSet("TradedTotalVolume", 1);
> // Put 1 since with 0, the variable will be "{Empty}"
> StaticVarSet("AskPrice", 0);
> StaticVarSet("BidPrice", 0);
> }
>
> // ====== RETRIEVE RT DATA: ======
> AskPrice = GetRTData("Ask");
> AskSize = GetRTData("AskSize");
> BidPrice = GetRTData("Bid");
> BidSize = GetRTData("BidSize");
> LastPrice = GetRTData("Last");
> TradeVolume = GetRTData("TradeVolume");
> TotalVolume = GetRTData("TotalVolume");
> UpdateTime = GetRTData("UpdateTime");
> //ChangeTime = GetRTData("ChangeTime");
> // UpdateTime will unfortunately give the same time as
> // "ChangeTime"- at least when using IQFeed.
>
> Trade = IIf(StaticVarGet("TradedTotalVolume") < TotalVolume, 1, 0);
> if(Trade)
> {
> StaticVarSet("TradedTotalVolume", TotalVolume);
> // Write the Data to file:
> Symbol = Name();
> fh = fopen( "C:\\SaveData\\" + Symbol + " Time and Sales
> Data.txt", "a");
> if(fh)
> {
> qsA = StrFormat("%.0f", UpdateTime);
> qsB = StrFormat("%.2f,%.0f\n", LastPrice,
> TradeVolume);
> fputs(qsA + "," + "Trade" + "," + qsB , fh);
> fclose(fh);
> }
> }
>
> _SECTION_END();
>
>
>
>
> ------------------------------------
>
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*********************
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