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Re: [amibroker] Re: Testing for new bar using string manipulation and quotation time



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Hello,

0. Change the refresh interval to zero
1. Yes
2. Thats because of 3 second refresh interval you had, (see 0.)

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "ozzyapeman" <zoopfree@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, March 18, 2009 12:16 AM
Subject: [amibroker] Re: Testing for new bar using string manipulation and quotation time


>I should add that I have Realtime chart refresh interval(sec) set to 3.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>>
>> A couple of more questions, as I am still running into some issues:
>>
>> 1. In Tools --> Preferences --> Intraday,   I used to have "time of last tick inside bar" checked off. I have now unchecked that 
>> and instead checked "START time of interval". Question is: will this retroactively correct all past bars in the database to 
>> reflect the new settings? Or will only new bars coming into the database reflect the new time stamp settings?
>>
>>
>> 2. I have my System Time properly calibrated so that it matches Market Time in TWS to within a fraction of a second. Yet my AB 
>> chart sometimes shows a new bar starting within 2-5 seconds after HH:MM:00 Market Time, and yet other times it shows a new bar 
>> starting as late as 20-30 seconds after HH:MM:00 Market Time. It's a mixed bag, and alternates every now and then without 
>> apparent cause. And this affects trade timing as well.
>>    So how do I get the chart (and trades) to properly synch up with Market Time? What am I still missing?
>>
>>
>>
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
>> >
>> > Thanks for all the feedback, guys. It's been very helpful!
>> >
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@> wrote:
>> > >
>> > > This is a little simpler than the similar approach I mentioned a few posts earlier. In my trading program I have an 
>> > > initialization function and I set the lastValue of timeNum in the static var to the current bar on the first pass through the 
>> > > code. That way NewBar will not be true on the first scan through the code and that prevents it from being true mid bar, which 
>> > > it will in the way Tomasz and I proposed. It will wait until the next bar after AB starts. That may or may not matter to you.
>> > >
>> > > Barry
>> > >
>> > >  --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
>> > > >
>> > > > There is much easier and reliable method:
>> > > >
>> > > > dt = LastValue( DateTime() );
>> > > >
>> > > > if( StaticVarGet( "lastdt" ) != dt )
>> > > > {
>> > > >   _TRACE("New bar");
>> > > >   StaticVarSet("lastdt", dt );
>> > > > }
>> > > >
>> > > > (Note that it works only if Tools->Preferences->Intraday is set
>> > > > to show START or END time of interval).
>> > > >
>> > > > Best regards,
>> > > > Tomasz Janeczko
>> > > > amibroker.com
>> > > > ----- Original Message ----- 
>> > > > From: "Yofa" <jtoth100@>
>> > > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > > Sent: Tuesday, March 17, 2009 1:03 PM
>> > > > Subject: Re: [amibroker] Re: Testing for new bar using string manipulation and quotation time
>> > > >
>> > > >
>> > > > > Hi,
>> > > > >
>> > > > > barTime % 100 == 0 will not work reliably! If there is no new tick or no CPU
>> > > > > time to do refresh it will skipp new bars a few times!
>> > > > > This is a common problem. Look for similar posts here. You will fined code
>> > > > > samples.
>> > > > >
>> > > > > Y
>> > > > > --------------------------------------------------
>> > > > > From: "Mike" <sfclimbers@>
>> > > > > Sent: Tuesday, March 17, 2009 4:04 AM
>> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > > > Subject: [amibroker] Re: Testing for new bar using string manipulation and
>> > > > > quotation time
>> > > > >
>> > > > >> If you have any concerns about rounding, you could use AlmostEqual instead
>> > > > >> of "==".
>> > > > >>
>> > > > >> http://www.amibroker.com/guide/afl/afl_view.php?id=301
>> > > > >>
>> > > > >> Mike
>> > > > >>
>> > > > >> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
>> > > > >>>
>> > > > >>> Thanks a bunch, Mike. Modulo's so much simpler!
>> > > > >>>
>> > > > >>>
>> > > > >>> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
>> > > > >>> >
>> > > > >>> > Again, assuming that your approach is sound, better still would be to
>> > > > >>> > use the modulo operator.
>> > > > >>> >
>> > > > >>> > barTime = 103731;
>> > > > >>> >
>> > > > >>> > if (barTime % 100 == 0)
>> > > > >>> >   _TRACE( "New bar found" );
>> > > > >>> >
>> > > > >>> > Mike
>> > > > >>> >
>> > > > >>> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
>> > > > >>> > >
>> > > > >>> > > Without commenting on the validity of the approach (I am not a real
>> > > > >>> > > time trader), I can suggest that your problem is coming from a
>> > > > >>> > > formatting incompatibility.
>> > > > >>> > >
>> > > > >>> > > Add a format clause indicating zero decimal places and it will work
>> > > > >>> > > fine.
>> > > > >>> > >
>> > > > >>> > > Note too that your switching back to a number again is redundant and
>> > > > >>> > > even error prone since "==" is not necessarily exact when dealing
>> > > > >>> > > with floats. Just use the string manipulation directly.
>> > > > >>> > >
>> > > > >>> > > barTime       = 103731;
>> > > > >>> > > barTimeStr    = NumToStr( barTime, 6.0 );
>> > > > >>> > >
>> > > > >>> > > if ( StrRight( barTimeStr, 2 ) == "00" )
>> > > > >>> > >     _TRACE ( "New bar found" );
>> > > > >>> > >
>> > > > >>> > > Mike
>> > > > >>> > >
>> > > > >>> > > --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
>> > > > >>> > > >
>> > > > >>> > > > Hello, hoping someone can help out with this string conversion
>> > > > >>> > > > problem.
>> > > > >>> > > >
>> > > > >>> > > > In live trading, I am pulling quotation time using TimeNum(), and
>> > > > >>> > > > want
>> > > > >>> > > > to test for the start of a new bar. So my thinking is to simply
>> > > > >>> > > > convert
>> > > > >>> > > > the time to a number, extract the last two characters, convert back
>> > > > >>> > > > to a
>> > > > >>> > > > number and see if it equals 0. If so, that means the last two
>> > > > >>> > > > digits in
>> > > > >>> > > > the quotation time are "00" and hence we are at the start of a new
>> > > > >>> > > > bar.
>> > > > >>> > > >
>> > > > >>> > > > However, the sample code below is always thinking we have a new bar
>> > > > >>> > > > whether the time is, for e.g.  :
>> > > > >>> > > >
>> > > > >>> > > > 10:37:31   or
>> > > > >>> > > > 10:37:00
>> > > > >>> > > >
>> > > > >>> > > >   Obviously, only the second time should trip the 'new bar' print.
>> > > > >>> > > > But
>> > > > >>> > > > instead, both do:
>> > > > >>> > > >
>> > > > >>> > > >
>> > > > >>> > > > barTime       = 103731;  // we would normally use TimeNum() here,
>> > > > >>> > > > but
>> > > > >>> > > > using a number for example
>> > > > >>> > > >
>> > > > >>> > > > barTimeStr    = NumToStr(barTime);
>> > > > >>> > > >
>> > > > >>> > > > NewBarSeconds = StrToNum ( StrRight(barTimeStr, 2) );
>> > > > >>> > > >
>> > > > >>> > > > printf("NewBarSeconds = " + NewBarSeconds);
>> > > > >>> > > >
>> > > > >>> > > > if (NewBarSeconds == 0)
>> > > > >>> > > >
>> > > > >>> > > > printf("    We have a new bar");
>> > > > >>> > > >
>> > > > >>> > >
>> > > > >>> >
>> > > > >>>
>> > > > >>
>> > > > >>
>> > > > >>
>> > > > >>
>> > > > >> ------------------------------------
>> > > > >>
>> > > > >> **** IMPORTANT PLEASE READ ****
>> > > > >> This group is for the discussion between users only.
>> > > > >> This is *NOT* technical support channel.
>> > > > >>
>> > > > >> TO GET TECHNICAL SUPPORT send an e-mail directly to
>> > > > >> SUPPORT {at} amibroker.com
>> > > > >>
>> > > > >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> > > > >> http://www.amibroker.com/feedback/
>> > > > >> (submissions sent via other channels won't be considered)
>> > > > >>
>> > > > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > > > >> http://www.amibroker.com/devlog/
>> > > > >>
>> > > > >> Yahoo! Groups Links
>> > > > >>
>> > > > >>
>> > > > >>
>> > > > >>
>> > > > >
>> > > > >
>> > > > > ------------------------------------
>> > > > >
>> > > > > **** IMPORTANT PLEASE READ ****
>> > > > > This group is for the discussion between users only.
>> > > > > This is *NOT* technical support channel.
>> > > > >
>> > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to
>> > > > > SUPPORT {at} amibroker.com
>> > > > >
>> > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
>> > > > > http://www.amibroker.com/feedback/
>> > > > > (submissions sent via other channels won't be considered)
>> > > > >
>> > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> > > > > http://www.amibroker.com/devlog/
>> > > > >
>> > > > > Yahoo! Groups Links
>> > > > >
>> > > > >
>> > > > >
>> > > >
>> > >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> Yahoo! Groups Links
>
>
>



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

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

TO GET TECHNICAL SUPPORT send an e-mail directly to 
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
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