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  #11 (permalink)  
Old 21-07-2016, 08:22 PM
no1lives4ever no1lives4ever is offline
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Originally Posted by ratshexef View Post
There have been another examples of profiles in AB posted.
Intra-bar profiles (Sierra Chart calls it numbers bars, MarketDelta calls it FootPrint) as welll as mult session profiles.
http://amibrokerforum.proboards.com/...volumes?page=3

You mention the following on this page:

Quote:
Of course it is also possible to present intra-bar profiles from other intervals.
In the example chart below the calculation is done on 1-second bid/ask data.
The selected interval is 5-minute.
And the intra-bar interval is hourly (that's the interval where the profile is based on).

How do you do the calculation on 1 sec data when chart is shown with 5 min timeframe? Can you post some afl code to show how this is done?

-- no1lives4ever
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Old 21-07-2016, 08:30 PM
rajesh0000 rajesh0000 is offline
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Originally Posted by ratshexef View Post
There have been another examples of profiles in AB posted.
Intra-bar profiles (Sierra Chart calls it numbers bars, MarketDelta calls it FootPrint) as welll as mult session profiles.
http://amibrokerforum.proboards.com/...volumes?page=3

This is really awesome.
This has potential to put Amibroker at par with NinjaTrader for OFA/PriceAction

How is this to be done

Thanks
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Old 21-07-2016, 08:50 PM
no1lives4ever no1lives4ever is offline
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Originally Posted by rajesh0000 View Post
This is really awesome.
This has potential to put Amibroker at par with NinjaTrader for OFA/PriceAction

How is this to be done

Thanks

I dont see any way to do this tick by tick as it is done in Ninja or MarketDelta.

It is most likely done with a exploration that works on 1sec data and which then creates composites that are used on the chart.

-- no1lives4ever
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Old 21-07-2016, 08:58 PM
rajesh0000 rajesh0000 is offline
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Originally Posted by no1lives4ever View Post
I dont see any way to do this tick by tick as it is done in Ninja or MarketDelta.

It is most likely done with a exploration that works on 1sec data and which then creates composites that are used on the chart.

-- no1lives4ever

Myself nil in coding etc

Saw this mentioned somewhere,
"I saw that.. Looks like these guys have written a database utility for amibroker. To capture and store tick data.. And read back from it.."
In this way data remains saved and can be used/manipulated appropriately

If can find a way
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Old 21-07-2016, 11:24 PM
no1lives4ever no1lives4ever is offline
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Originally Posted by rajesh0000 View Post
Myself nil in coding etc

Saw this mentioned somewhere,
"I saw that.. Looks like these guys have written a database utility for amibroker. To capture and store tick data.. And read back from it.."
In this way data remains saved and can be used/manipulated appropriately

If can find a way

I dont know what the guy means. If you connect Amibroker to eSignal data, then it would automatically collect tick data and allow you to do anything with that data in future. This is a built in feature of Amibroker. You dont need an external utility for this.

To collect bid/ask data with Amibroker, you would need to collect that at 1s resolution in real time and not depend on backfill. Other platforms can backfill this data from eSignal.

Because of this, I would not want to use Amibroker with tick based indicators that depend on Bid/Ask data.

Now if you have a data vendor that also provides you separate Bid and Ask data in tick format, then it would be different. As such with eSignal that does not work.

In addition to the above, if you have to code something like cumulative delta in Amibroker, you would end up with a pretty slow chart because you would need to run it on 1tick chart and then run it inside a loop. You could use static vars to speed things up, but that would involve a lot of extra coding. There are platforms where this kind of tick based indicator does not require you to do such extra coding.

-- no1lives4ever
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Old 22-07-2016, 07:28 AM
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Originally Posted by ratshexef View Post
There have been another examples of profiles in AB posted.
Intra-bar profiles (Sierra Chart calls it numbers bars, MarketDelta calls it FootPrint) as welll as mult session profiles.
http://amibrokerforum.proboards.com/...volumes?page=3

hv a couple of questions
1. which versions of Ami supports these functions?
2.Can the code be shared?
3. what is RAM/memory load when this code runs real time?
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Old 22-07-2016, 08:47 PM
ratshexef ratshexef is offline
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Originally Posted by no1lives4ever View Post
You mention the following on this page:



How do you do the calculation on 1 sec data when chart is shown with 5 min timeframe? Can you post some afl code to show how this is done?

-- no1lives4ever

It is done via scan. But it could also run on chart.

Originally Posted by no1lives4ever View Post
I dont see any way to do this tick by tick as it is done in Ninja or MarketDelta.

It is most likely done with a exploration that works on 1sec data and which then creates composites that are used on the chart.

-- no1lives4ever

This is wrong. There is no composite involved.
The data bid ask data is stored via plugin so it is there as array.
Then the calculations are done on that data. Of course you could also import via ASCII.

Also it is wrong claim that it would be slow. That's nonsense.
Cpu load is at single digit percent value. AFL execution timing is within 1 to 2 digit MILLISECOND region.

As I said on previous page, the problem is not AB but it is codes by users being responsible for slow execution. Garbage in garbage out. And mostly you will see garbage codes on Internet. Unfortunetely that's a fact.


Quote:
In addition to the above, if you have to code something like cumulative delta in Amibroker, you would end up with a pretty slow chart because you would need to run it on 1tick chart and then run it inside a loop. You could use static vars to speed things up, but that would involve a lot of extra coding. There are platforms where this kind of tick based indicator does not require you to do such extra coding.

That's wrong again. There is nothing slow. Cumulative delta in AmiBroker is two lines of code. Also there is no setting to tick required. Also there is no loop required. I am just amazed shaking my head about such "expertise".


Quote:
hv a couple of questions
1. which versions of Ami supports these functions?
2.Can the code be shared?
3. what is RAM/memory load when this code runs real time?

1. Bascially it can be created with any recent versions (AB is open flexible software). The examples of the links were created with most recent public versions (AB has restricted access to members only recently for all versions up to 6.10).
2. No, I don't think so. But it is not difficult.
3. See above. Pretty low. It is not supposed to be an amateur coding TV show.
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  #18 (permalink)  
Old 22-07-2016, 09:03 PM
no1lives4ever no1lives4ever is offline
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Originally Posted by ratshexef View Post
It is done via scan. But it could also run on chart.



This is wrong. There is no composite involved.
The data bid ask data is stored via plugin so it is there as array.
Then the calculations are done on that data. Of course you could also import via ASCII.

Also it is wrong claim that it would be slow. That's nonsense.
Cpu load is at single digit percent value. AFL execution timing is within 1 to 2 digit MILLISECOND region.

As I said on previous page, the problem is not AB but it is codes by users being responsible for slow execution. Garbage in garbage out. And mostly you will see garbage codes on Internet. Unfortunetely that's a fact.




That's wrong again. There is nothing slow. Cumulative delta in AmiBroker is two lines of code. Also there is no setting to tick required. Also there is no loop required. I am just amazed shaking my head about such "expertise".




1. Bascially it can be created with any recent versions (AB is open flexible software). The examples of the links were created with most recent public versions (AB has restricted access to members only recently for all versions up to 6.10).
2. No, I don't think so. But it is not difficult.
3. See above. Pretty low. It is not supposed to be an amateur coding TV show.

You are running a part of the indicator as a scan and then saying that this compares to how intrabar calculations work on other platforms like Ninjatrader. On ninja, such calculations can be executed on a per incoming tick basis on as many charts as are shown. If you run the indicator as a scan, then you will end up using a lot of extra cpu.

How do you calculate a tick based indicator and then show it on a 1 min or 5 min chart w/o using composite symbols?

Problem is that you dont share the code and then make claims about the performance of the code. Without knowing what data feed you use and what exact method you are using, it is difficult to comment on performance.

Either you share code and show how it is done or else your claims are of no real use to others.

For indian markets, I dont think there is any data feed for Amibroker that gives separate bid and ask tick data as arrays.

Things that you show as possible in Amibroker with code that only you can do are available as standard off the shelf indicators in other platforms. Indicators that are free and available to everyone with no programming required by the user. Why would someone use Amibroker for such charts when they can get it for free and working correctly on other platforms.

-- no1lives4ever
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