As for visualisation - you can apply the same formula you are using on backtest on tick interval - on any higher interval when charting - timeframe function will give you same results regardless of the chart interval exactly the same "convenience".
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "progster01" <[email protected]> To: <[email protected]> Sent: Thursday, August 27, 2009 9:08 AM Subject: [amibroker] Re: One chart instead of several ones. > That's a great approach for a backtest. Thanks for mentioning it here! > > The accuracy should be the same in each case, if 1-tick data is used as the > high-resolution reference in each case. > > However, there is is difference in ease-of-visualization on the higher > timeframe (HTF). > > I interpret Herman's comment about seeing past signals on the RT chart as > pertaining to, say, a 1m, 5m or 15m chart, rather than a > tick or second chart. > > As a simple example, suppose an MA3 and an MA10, both on 5m TF, cross > _during_ the current bar (with calculation based on the > transient Last price). One might prefer to observe this trade on the 5m > chart, either in real time or historically, rather than > on a tick chart. > > An LIB/IOG implementation accomplishes the asked-about goal of "past signals > on the RT chart" (any RT chart) reflecting the > "actual trades made". This is "automatic" regardless of the timeframe of > the chart, which is very convenient. > > From a test-results-only point-of-view, LIB/IOG does not accomplish anything > not available in AB. > > > --- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: >> >> The same can be achieved (with GREATER accurracy), >> by just using TICK data or one second data. Use TimeFrame functions to >> generate >> signals in ANY interval and run backtest on tick/1-second data. >> You get 100% accurracy, reports are generated EXACTLY >> (with millisecond resolution) and you get everything better >> than on "other platforms". >> >> Best regards, >> Tomasz Janeczko >> amibroker.com >> ----- Original Message ----- >> From: "progster01" <progs...@...> >> To: <[email protected]> >> Sent: Wednesday, August 26, 2009 6:38 PM >> Subject: [amibroker] Re: One chart instead of several ones. >> >> >> > >well, it would be nice in live trading if past signals on the RT chart >> > reflected actual trades made. If conditions at the last developing bar >> > are not the same as all historical bars then this will not be the case. >> > >> > The platform features that are involved in representing evolving bar >> > conditions during a backtest are commonly known as: >> > >> > 1. Look-Inside-Bar (LIB) >> > 2. Intrabar Order Generation (IOG) >> > >> > These features are available on some other platforms, and they are quite >> > nice to have. >> > >> > One caveat though is that you have to have available the higher >> > resolution data in your Cache for the feature to work. IOW, you can't >> > look-inside 5m bars to the tick level unless you have tick data. No >> > surprise there. >> > >> > Also, backtests with LIB/IOG are _much_ slower, by a factor of >> > approximately the ratio of base-bar to inside-bar data resolution. >> > >> > Nevertheless, where accuracy is a concern, these are great feature to >> > have available. >> > >> > > > > > > ------------------------------------ > > **** 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 > > >
