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RE: [amibroker] IB and volume charts ***APOLOGY DUE***


  • Date: Thu, 14 Jan 2010 19:27:38 -1000
  • From: "Bruce Hawkins" <hawkinsk001@xxxxxxxxxxxxx>
  • Subject: RE: [amibroker] IB and volume charts ***APOLOGY DUE***

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Thank you Jerry, a quick question, what does this mean:  just adjust the tick size so that all my charts are set to a range of $100 value.  Stupid but simple!!

I owe an apology to AB, I didn’t have the latest ver. of TWS running when I first tried the volume charts, when I upgraded TWS it worked much better.

Thanks,

Bruce

 

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Jerry Gress
Sent: Thursday, January 14, 2010 4:03 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] IB and volume charts

 

 

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

 



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