Hi Bruce,
Here is what I do:
1.Tools>Preferences>Intraday>Realtimechart
refresh interval>set to zero, this collects IB snap shots fast as
possible. The last time we had a fast market I had about 12 data points at the same
time stamp. That’s .00.
2. Forget about any type of back fill,
just keep the computer on all the time.
3. Go to a larger “bar” frame.
I use range bars and track a hand full of instruments, just adjust the tick
size so that all my charts are set to a range of $100 value. Stupid but
simple!!
4. If for some reason you need data, collect
up to 180 days under 1 minute setting, go back to tick and presto charts are
pretty close. Sure I have some range’s not perfect.
Hope this helps,
Any other Q, feel free.
JG
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Bruce Hawkins
Sent: Thursday, January 14, 2010
12:04 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] IB and volume
charts
I did a search on
how to get consistent volume (number of contracts) charts. I use IB for data, I know IB doesn’t give true
tick data, only snapshots, I know it’s data is considered inferior.
Is anyone getting
useable vol charts out of AB, my intent is not to put AB down, I just
haven’t been able to get reasonable volume charts out of AB.
I currently use
Sierra Charts and they give great tick/volume charts. Backfills no problem,
rock solid.
What settings should
I use?
Backfill = 5 days
(database settings)
Base time interval = Tick
Number of bars =
10000
I really want to be
able to use AB with data from IB if possible.
Thanks
Bruce