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