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Title: Re: [amibroker] Re: Testing for new bar using string manipulation and quotation time
see RequestTimedRefresh( 1 );
herman
Wednesday, March 18, 2009, 9:40:04 AM, you wrote:
> Isn't it true that the new bar does not officially start until the first tick
> comes in? That makes sense since the open is the value of the first tick that
> arrives and there is no guarantee it will arrive exactly on the second. This
> can be right on, a few seconds into the bar or 20 or not at all. I am not
> sure what happens if no tick arrives during a bar. Does AB simply create a new
> bar with the close of the previous bar carried forward as the OHLC?
> I traced TimeNum and the bar time does not change until the tick comes in. It
> did not seem to matter what the Time stamp in preferences is set to. So in
> that sense it is in sync with the market. Whenever the first tick arrives the
> bar opens, you get the open price and it is in sync with the market.
> Barry
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>> 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@xxx>
>> 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@> 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
>> >> > > > >>
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>> >> > > > >>
>> >> > > > >> 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 ****
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> 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
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**** 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
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(submissions sent via other channels won't be considered)
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