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[amibroker] Re: This just doesn't work! Please help!



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Trading Reference Links

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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------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
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