On Saturday 25 March 2006 02:00 pm, Tomasz Janeczko wrote: > Hello, > > Thank you for your comments.
You are welcome. I enjoy trying to figure out how to make things better. However, I am not sure why you didnt reply to the bulk of my comments. If these issues have already been addressed, I haven't found the discussion. If the discussion is buried somewhere in the yahoo groups, that makes it hard to find. > As for: > > BTW, the yahoo group interface online sucks - we need another web-based > > archive of the lists. I'll help with that too. > > No, we don't need another - there is one http://www.amibroker.org/boards/ > quite unused because majority of AB users prefer getting all messages by > e-mail. I understand perfectly why email is preferred. I wrote hypernews with that in mind - you can post on the web or via email, similar to yahoo groups. Yahoo is not as bad as it could be, but there are several systems that are better. I don't recommend hypernews anymore, btw. I meant we needed another web-based archive besides the one on yahoo, and thank you for pointing out where they are. Please consider adding references to the AmiBroker web site. Also reference amibroker-at. dan > As for archives there are lots of them including > http://www.purebytes.com/archives/amibroker/ > > Search is here: > http://www.purebytes.com/cgi-local/swish/swish-cgi.pl > > Recently added new one: > http://dir.gmane.org/gmane.comp.finance.amibroker > > There is even mail-to-news gate: > > nntp://news.gmane.org/gmane.comp.finance.amibroker > > > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "Daniel LaLiberte" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Saturday, March 25, 2006 7:36 PM > Subject: Re: [amibroker] Re: FW: Interactive Broker TWS Feed > > > On Friday 24 March 2006 05:08 am, Tomasz Janeczko wrote: > >> That's why you need to perform some action > >> (chart/scan/explore/backtest/optimization) to actually "request" the > >> data. And "scan" is not any special, it is just one of many actions that > >> request data. > > > > Sounds like one could get RT feed via backtest and optimization actions > > as well. Generally, combining the fetching of data, real-time or not, > > with the analysis of data via the scripts, real-time or not, seems > > confusing at best. If an action is needed to request data, then there > > should be a separate action which only requests data, separate from > > analyzing it. > > > > One connection between the two does seem to be required, however. > > Real-time trading analysis should probably be triggered by the incoming > > data feed as each bar is completed. > > > > I expected to find some way to perform just one more analysis step for > > each time interval. Assuming all history data is static, when the next > > bar is completed, one more analysis step can be performed. It should not > > be necessary to re-run the analysis over the entire history of however > > many bars are required, as Scan and the other actions do. This can > > take much more time than necessary, depending on the analysis. If > > something in the history changes, then yes, it would be correct to re-run > > the analysis, at least from the change forward. > > > > Another possibility is to re-run the last step of analysis as real-time > > data arrives, but before the bar is completed. > > > >> Also this "saving to database' is not an issue at all for all "mature" > >> APIs like for example eSignal that allow > >> a) multiple backfills running in parallel > >> b) long backfills (120 days) > > > > OK, now I am more likely to move to eSignals in that case. But I think > > it is rude that they hide the prices. > > > >> IB is very special because > >> a) allows only 1 backfill at a time > >> b) backfill is limited > > > > This is also why I am trying to avoid using IB backfills, and thus why I > > want to get the real-time data stored separate from analyzing it. > > > > But despite IB limitations, I would expect the same separation for any > > data feed. Fetching data should be separated from analyzing it. > > > >> So it is not that "RT functionality is new in AmiBroker". It is rather > >> than Interactive Brokers' TWS API backfill functionality is "very new, > >> incomplete, limited and ..." > > > > Sorry.. didn't mean to offend. AmiBroker does the best job I have seen > > anywhere of interactively analyzing history data, and I am impressed by > > all the adapters to various databases. The AFL scripting language is > > one of the best as well. > > > > I believe the RT aspects of AmiBroker are weak, however, on a number of > > fronts. And the automated trading API is clearly new, and still in beta > > after a year. (Does AB support automated trading for any system other > > than IB?) It is wise to be very cautious with automated trading, and I > > appreciate your efforts. But the promise of doing automated trading > > based on real-time intelligent analysis is why I am here, and I am hoping > > to help improve it. > > > > I just joined the amibroker-at list, having just learned about it. I > > will ask my ask my questions about automated trading in that forum > > instead. > > > > BTW, the yahoo group interface online sucks - we need another web-based > > archive of the lists. I'll help with that too. > > > > dan > > > >> From: "Daniel LaLiberte" <[EMAIL PROTECTED]> > > > > ... > > > >> > * Even if you do the above, there is more to do to make automated > >> > trading clear. Automated trading is related to analysis, but perhaps > >> > the button should be "Automated Trading" rather than "Scan". > >> > > >> > To allow formulas to be used in different contexts, (Indicators, > >> > Trading Systems, or otherwise) there should be more explanation of how > >> > to check how the formula is being used. I.e. check Status("action") > >> > == 3, meaning that the formula is being used in "Scan" mode (maybe > >> > renamed to "Trading"). > >> > > >> > Then one also needs to determine whether the "current" bar in the > >> > script is for the present time/date - I still don't have a clear > >> > understanding of how to determine that. It doesn't make sense to make > >> > a call to PlaceOrder() at any time but the present moment, so this is > >> > an essential feature. How is it done? Checking Timenum() == > >> > LastValue(Timenum()) might work, assuming we are actually getting > >> > invoked on each RT scan rather than within a date range that ends in > >> > the past. Please explain. > >> > > >> > I suspect the RT aspect of Amibroker is relatively new, and the > >> > automated trading certainly is new. As such, I am not too surprised > >> > if there are usability/design/documentation problems. I bought > >> > Amibroker hoping to use these features, although the graphics and > >> > analysis are well worthwhile. Hope my ideas will be helpful to you. > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
