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Range bars sound a bit different from Universal Bars, which are
described as:
"The criteria for the minimum-size true range is that the minimum must
be three times the tick volatility. This is the same criteria
discussed in Chapter 4 relative to setting up charts. Tick volatility
equals the average difference between ticks. This is, in a sense, the
smallest price move possible in the market, the minimum delta price.
Without a multiple of at least one price change, bars will not make
sense. Bars must have a certain amount of minimum activity to be
meaningful. Therefore, we use three times the minimum or average tick
change as the minimum at which we will look at the market, If we wish
to see the market in any further detail, we must use a tick chart"
So - two questions:
- IB, my intraday data source, doesn't give true tick data, so I'm
guessing this won't work
- "Average difference between ticks" - not sure how to interpret this.
Any thoughts?
--- In amibroker@xxxxxxxxxxxxxxx, "J. Biran" <jbiran@xxx> wrote:
>
> The R-bars in AB are defined in the Tools | Preferences |
> Intraday tab (custom N-tick/N-volume/range chart settings
> (pull down the arrow on right)
>
> --
>
> Joseph Biran
> ____________________________________________
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of droskill
> Sent: Sunday, February 15, 2009 7:42 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Kase Universal Bars or MBars
>
> --- In amibroker@xxxxxxxxxxxxxxx, "droskill" <droskill@>
> wrote:
> >
> > Anybody have code for Kase Universal bars or MBars
> (constant momentum
> > bars where each bar represents a fixed price range)?
> >
> > Thanks!
> >
>
> I found in the Suggestion section that this appears to have
> been
> implemented - see:
>
> http://www.amibroker.com/feedback/view_bug.php?bug_id=210
>
> But I can't find it in the manual or any reference to how to
> get to
> it....unless this isn't it...
>
>
>
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**** IMPORTANT PLEASE READ ****
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