|
PureBytes Links
Trading Reference Links
|
Hi
Choose the start time of the interval in AB preference setting,
doesn't it mean that the bar will build from the beginning of the
second 11:43:15 to the end of the second 11:43:19 ( just before
turning 11:43:20 )?
Huanyan
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> 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@> 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
> >
>
------------------------------------
**** 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
*********************
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/
|