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The idea is to make these fields universal (handle many individual purposes/goals).
Details will follow later.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "sumangalam" <sumangalam@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 05, 2009 4:50 PM
Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
> Hello Mr. Tomasz Janeczko,
>
> Will it be appropriate to know about how these two Auxilliary fields will work? I should accept that every user will be expecting
> that his wishlist will be solved by these two New fields. I was looking forward to have TOTAL_TRADED_Value in one of these fields
> that would behave like Volume (So that these values would cumulate just like volume when we compress to higher timeframes like
> Daily, Weekly, Monthly etc.); and other users should also be having expectation of thier wishlist being fulfilled.
>
> May be there is going to come some unexpected feature from you about these Auxilliary fields : so that every user can customise
> the behaviour per his/her own preference. Let's see.
>
> I will look forward to your views.
>
> With Regards
>
> Sanjiv Bansal
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> Yes, I was thinking about it but same structure is used regardless of timeframe
>> and in higher timeframes (such as 1 second) you won't have access to last bid/ask
>> that way. New format has two auxilliary fields that can hold bid/ask without having to
>> resort to tricks like that.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "Paul Ho" <paul.tsho@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, August 05, 2009 1:13 PM
>> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
>>
>>
>> > Tomasz
>> > Are you considering using the HL fields to store bid and ask price. I think this would be very useful, usually OHL = C for
>> > tick.
>> > if we stored bid on H and ask on low as versus (H = ask and L = bid) then it wont even compromise the integrity of timeframe
>> > compression. What do you think?
>> > /Paul.
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
>> >>
>> >> Hello,
>> >>
>> >> Sorry, but others have demanded storing Bid/Ask along with trade data so, contrary to your belief
>> >> tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to store bar data.
>> >> I don't know were you get this figure from. Single bar is 40 (fourty) bytes.
>> >>
>> >> As for tick data you get
>> >> 64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 byte bid, 4 byte bid size, 4 byte ask, 4 byte ask
>> >> size.
>> >> That's 32 bytes MINIMUM. There are other things that are comming as exchange code, tick number etc.
>> >>
>> >> So contrary to your belief tick data is not smaller than bar data.
>> >>
>> >> Best regards,
>> >> Tomasz Janeczko
>> >> amibroker.com
>> >> ----- Original Message -----
>> >> From: "cpescho" <cpescho@>
>> >> To: <amibroker@xxxxxxxxxxxxxxx>
>> >> Sent: Wednesday, August 05, 2009 10:29 AM
>> >> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released
>> >>
>> >>
>> >> > Hello,
>> >> >
>> >> > are there any plans to account for large tick database backtesting? 44 Bytes is great for storing a OHLC bar, but for a
>> >> > single
>> >> > tick its still a lot since you dont have OHL with tick data.
>> >> >
>> >> > Right now my biggest problem backtesting tick data is memory limitation. Wasting disk space is not my concern although i
>> >> > think
>> >> > one
>> >> > can eliminate the disk i/o bottleneck if a more compact format is stored on disk.
>> >> >
>> >> > Regards,
>> >> >
>> >> > Chris
>> >> >
>> >> >
>> >> >
>> >> >
>> >> > ------------------------------------
>> >> >
>> >> > **** 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
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/
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