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As for visualisation - you can apply the same formula you are using on backtest
on tick interval - on any higher interval when charting -
timeframe function will give you same results regardless of the chart interval
exactly the same "convenience".
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "progster01" <progster@xxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 27, 2009 9:08 AM
Subject: [amibroker] Re: One chart instead of several ones.
> That's a great approach for a backtest. Thanks for mentioning it here!
>
> The accuracy should be the same in each case, if 1-tick data is used as the high-resolution reference in each case.
>
> However, there is is difference in ease-of-visualization on the higher timeframe (HTF).
>
> I interpret Herman's comment about seeing past signals on the RT chart as pertaining to, say, a 1m, 5m or 15m chart, rather than a
> tick or second chart.
>
> As a simple example, suppose an MA3 and an MA10, both on 5m TF, cross _during_ the current bar (with calculation based on the
> transient Last price). One might prefer to observe this trade on the 5m chart, either in real time or historically, rather than
> on a tick chart.
>
> An LIB/IOG implementation accomplishes the asked-about goal of "past signals on the RT chart" (any RT chart) reflecting the
> "actual trades made". This is "automatic" regardless of the timeframe of the chart, which is very convenient.
>
> From a test-results-only point-of-view, LIB/IOG does not accomplish anything not available in AB.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> The same can be achieved (with GREATER accurracy),
>> by just using TICK data or one second data. Use TimeFrame functions to generate
>> signals in ANY interval and run backtest on tick/1-second data.
>> You get 100% accurracy, reports are generated EXACTLY
>> (with millisecond resolution) and you get everything better
>> than on "other platforms".
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "progster01" <progster@xxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Wednesday, August 26, 2009 6:38 PM
>> Subject: [amibroker] Re: One chart instead of several ones.
>>
>>
>> > >well, it would be nice in live trading if past signals on the RT chart
>> > reflected actual trades made. If conditions at the last developing bar
>> > are not the same as all historical bars then this will not be the case.
>> >
>> > The platform features that are involved in representing evolving bar
>> > conditions during a backtest are commonly known as:
>> >
>> > 1. Look-Inside-Bar (LIB)
>> > 2. Intrabar Order Generation (IOG)
>> >
>> > These features are available on some other platforms, and they are quite
>> > nice to have.
>> >
>> > One caveat though is that you have to have available the higher
>> > resolution data in your Cache for the feature to work. IOW, you can't
>> > look-inside 5m bars to the tick level unless you have tick data. No
>> > surprise there.
>> >
>> > Also, backtests with LIB/IOG are _much_ slower, by a factor of
>> > approximately the ratio of base-bar to inside-bar data resolution.
>> >
>> > Nevertheless, where accuracy is a concern, these are great feature to
>> > have available.
>> >
>> >
>
>
>
>
> ------------------------------------
>
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