The idea is to make these fields universal (handle many individual purposes/goals). Details will follow later.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "sumangalam" <[email protected]> To: <[email protected]> Sent: Wednesday, August 05, 2009 4:50 PM Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released > Hello Mr. Tomasz Janeczko, > > Will it be appropriate to know about how these two Auxilliary fields will > work? I should accept that every user will be expecting > that his wishlist will be solved by these two New fields. I was looking > forward to have TOTAL_TRADED_Value in one of these fields > that would behave like Volume (So that these values would cumulate just like > volume when we compress to higher timeframes like > Daily, Weekly, Monthly etc.); and other users should also be having > expectation of thier wishlist being fulfilled. > > May be there is going to come some unexpected feature from you about these > Auxilliary fields : so that every user can customise > the behaviour per his/her own preference. Let's see. > > I will look forward to your views. > > With Regards > > Sanjiv Bansal > > --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: >> >> Yes, I was thinking about it but same structure is used regardless of >> timeframe >> and in higher timeframes (such as 1 second) you won't have access to last >> bid/ask >> that way. New format has two auxilliary fields that can hold bid/ask without >> having to >> resort to tricks like that. >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "Paul Ho" <paul.t...@...> >> To: <[email protected]> >> Sent: Wednesday, August 05, 2009 1:13 PM >> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released >> >> >> > Tomasz >> > Are you considering using the HL fields to store bid and ask price. I >> > think this would be very useful, usually OHL = C for >> > tick. >> > if we stored bid on H and ask on low as versus (H = ask and L = bid) then >> > it wont even compromise the integrity of timeframe >> > compression. What do you think? >> > /Paul. >> > --- In [email protected], "Tomasz Janeczko" <groups@> wrote: >> >> >> >> Hello, >> >> >> >> Sorry, but others have demanded storing Bid/Ask along with trade data so, >> >> contrary to your belief >> >> tick data is NOT smaller than bar data. Plus it does NOT need 44 bytes to >> >> store bar data. >> >> I don't know were you get this figure from. Single bar is 40 (fourty) >> >> bytes. >> >> >> >> As for tick data you get >> >> 64 bit date time (8 bytes), 4 bytes trade price, 4 byte trade volume, 4 >> >> byte bid, 4 byte bid size, 4 byte ask, 4 byte ask >> >> size. >> >> That's 32 bytes MINIMUM. There are other things that are comming as >> >> exchange code, tick number etc. >> >> >> >> So contrary to your belief tick data is not smaller than bar data. >> >> >> >> Best regards, >> >> Tomasz Janeczko >> >> amibroker.com >> >> ----- Original Message ----- >> >> From: "cpescho" <cpescho@> >> >> To: <[email protected]> >> >> Sent: Wednesday, August 05, 2009 10:29 AM >> >> Subject: [amibroker] Re: AmiBroker 5.27.0 ALPHA released >> >> >> >> >> >> > Hello, >> >> > >> >> > are there any plans to account for large tick database backtesting? 44 >> >> > Bytes is great for storing a OHLC bar, but for a >> >> > single >> >> > tick its still a lot since you dont have OHL with tick data. >> >> > >> >> > Right now my biggest problem backtesting tick data is memory >> >> > limitation. Wasting disk space is not my concern although i >> >> > think >> >> > one >> >> > can eliminate the disk i/o bottleneck if a more compact format is >> >> > stored on disk. >> >> > >> >> > Regards, >> >> > >> >> > Chris >> >> > >> >> > >> >> > >> >> > >> >> > ------------------------------------ >> >> > >> >> > **** IMPORTANT PLEASE READ **** >> >> > This group is for the discussion between users only. >> >> > This is *NOT* technical support channel. >> >> > >> >> > TO GET TECHNICAL SUPPORT send an e-mail directly to >> >> > SUPPORT {at} amibroker.com >> >> > >> >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >> >> > http://www.amibroker.com/feedback/ >> >> > (submissions sent via other channels won't be considered) >> >> > >> >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> >> > http://www.amibroker.com/devlog/ >> >> > >> >> > Yahoo! Groups Links >> >> > >> >> > >> >> > >> >> >> > >> > >> > >> > >> > ------------------------------------ >> > >> > **** IMPORTANT PLEASE READ **** >> > This group is for the discussion between users only. >> > This is *NOT* technical support channel. >> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to >> > SUPPORT {at} amibroker.com >> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >> > http://www.amibroker.com/feedback/ >> > (submissions sent via other channels won't be considered) >> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > Yahoo! Groups Links >> > >> > >> > >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
