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Nothing is lost - when backtesting store everything what you want to display in static array,
then in display it static variable in any interval you choose - all content is generated using tick data
and other interval is used for display.
There is *maximum* flexibility and the only limiting factor is your imagination, not the software.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "progster01" <progster@xxxxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, August 27, 2009 11:37 AM
Subject: [amibroker] Re: One chart instead of several ones.
>
> Yes, but if the formula is applied on a higher TF chart, then the 1-tick resolution is lost, is it not?
>
> The reason I commented re: LIB/IOG, is that I know it allows the user to have (up to) 1-tick resolution accurate entries/exits
> displayed on an HTF chart, with a match between realtime and historical (excepting subsequent data corrections).
>
> I may be mis-understanding, but I don't think this is accomplished in AB by what you are suggesting, because once you put the
> formula on an HTF chart, it no longer accesses LTF (e.g. 1-tick) data historically.
>
> Please correct me if necessary, as it is possible I have a fundamental misconception about formula access to data resolutions
> other than chart display resolution.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>>
>> 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@xxx>
>> 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@> 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@>
>> >> 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.
>> >> >
>> >> >
>> >
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** 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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