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I think that since you are using the start time of the interval AB
will start building the new 5 second bar at 114316 and go through
114321. Keep tracing more bars to verify this. That is the only way
you could have gotten the OHLC you show.
Then change the preferences to end of the period and see what
happens.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "huanyanlu" <huanyan2000@xxx> wrote:
>
> Hi
>
> I have got a question about the IB realtime data and how it is
> stamped in Amibroker.
>
> I have an AFL indicator which has the following two lines of code:
>
>
======================================================================
> ===
>
> sysTimeStr = NumToStr(Now(4), 1.0, False);
> _TRACE("Time = " + sysTimeStr +" LastC = " + NumToStr(LastValue(C),
> 1.2));
>
>
======================================================================
> ===
>
>
> I then run it on a 5-second chart in a database with base interval
as
> 5-second,
> for symbol HSIF9-HKFE-FUT-HKD. I synchrozie my computer time with
> time server
> every one minute. And in Amibroker-Preference-Intraday setup, I
> choose the
> Time stamp of compressed intraday bar chart as : Start time of
> interval .
>
>
> I recorded the debug results in the software DebugView, which is
> recommended
> in Amibroker help file for the funtion _trace()
>
>
>
> Here is the debug result :
>
>
> Debug begins:
>
> 00000000 11:40:44.940 [3276] Time = 114044 LastC = 12,685.00
>
>
> ......
> ......
> ......
>
> // On 5-second chart , for the bar of 11:43:15, it
has
> OHLC as :
>
> O-12694
> H-12697
> L-12694
> C-12697
>
> Related debug reports:
>
> 00000064 11:43:12.930 [3276] Time = 114312 LastC = 12,692.00
>
> 00000065 11:43:15.930 [3276] Time = 114315 LastC = 12,694.00
>
> 00000066 11:43:18.930 [3276] Time = 114318 LastC = 12,694.00
>
> 00000067 11:43:20.414 [3276] Time = 114320 LastC = 12,694.00
>
> 00000068 11:43:21.930 [3276] Time = 114321 LastC = 12,697.00
>
> 00000069 11:43:24.930 [3276] Time = 114324 LastC = 12,692.00
> .....
> .....
>
> I understand that Amibroker program executes the AFL code for every
> incoming quote,
> then the ticks appearing in the debug report should be all the
ticks
> that AB has received , right ?
>
> I can see from above debug results that from 11:43:15 to 11:43:20 ,
> there has never been a price of 12697 ,it was always 12694.
> Then why on the chart, the bar has a high of 11697 ? ( How does
> AB know the high of this bar is 11697 if it has not recived such
price
> for this bar ? )
>
>
> Thanks for any help
>
> Best regards/Huanyan
>
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