Hi Tomasz, I'd be happy to do that. But the page clearly says "Please DO NOT send NEW suggestions."
This is really needed, TJ. How about it? Yuki Monday, May 24, 2010, 7:23:50 AM, you wrote: TJ> Hello, TJ> eSignal sends data in UTC and on recipient end it is converted to your TJ> local Windows time zone and the week ends on FRIDAY and EOD close is TJ> correct on my end (here in GMT+1 zone). I can see where the problem you TJ> are having comes from. Simply, if your Windows has Far East time zone, TJ> what is Friday in US / Europe is already a Saturday in Tokyo. TJ> The simple solution would be adding a definition what times exactly TJ> should be considered as "weekend". If you agree and would like to have TJ> such feature implemented please fill the suggestion at the TJ> http://www.amibroker.com/feedback/ Thank you. TJ> Best regards, TJ> Tomasz Janeczko TJ> amibroker.com TJ> On 2010-05-23 22:20, Yuki Taga wrote: >> Once again, TJ, Amibroker cannot define a "weekend", and that is a >> serious problem for those of us in the East. The trading "week" for >> forex ends for us on Saturday morning. >> >> eSignal sends some bars after the close that need to be filtered. If >> you "filter weekends" Amibroker filters *all* of the Saturday data, >> not just the part after the close. >> >> eSignal also sends some bars before the "open". These have to be >> dealt with, too. >> >> Please show me a screenshot of a properly compressed USD/JPY daily >> bars with eSignal as a data source, with the settings used. I will >> duplicate them, but I believe my time zone will break your solution. >> >> Monday, May 24, 2010, 5:09:48 AM, you wrote: >> >> YT> Oh I read it, TJ. Several times, because I could not get it to work >> YT> for me. I still cannot. There are no settings the properly compress >> YT> daily bars for me. >> >> YT> Sunday, May 23, 2010, 11:44:21 PM, you wrote: >> >> YT> TJ> Hello, >> >> YT> TJ> Make sure you read this: >> YT> TJ> >> YT> >> http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/ >> >> YT> TJ> It explains how filtering works, how intraday-to-daily compression >> works >> YT> TJ> and all that stuff. >> >> YT> TJ> Best regards, >> YT> TJ> Tomasz Janeczko >> YT> TJ> amibroker.com >> >> YT> TJ> On 2010-05-23 04:44, Yuki Taga wrote: >> >>>>> This is closer, but still no cigar. At least the *dates* of the >>>>> daily bars that exist are correct, and the prices seem correct, but >>>>> there are still "Saturday" and "Sunday" bars (actually an overlap >>>>> because of the timezone difference), and filtering out weekends >>>>> breaks everything -- I mean it breaks the compression so that bars >>>>> are incorrect. >>>>> >>>>> Note the weird settings I have to use to even get this close, first >>>>> backing up the daily and nighttime sessions by one hour, then >>>>> offsetting -23 (since Amibroker does not allow -24). >>>>> >>>>> But this is, of course, still unacceptable. What seemingly needs >>>>> doing is that "weekends" has to be definable. It is apparently a >>>>> default, and one that apparently cannot work for those of us this far >>>>> East. >>>>> >>>>> Yuki. >>>>> >>>>> YT> Amibrokerites: >>>>> >>>>> YT> I'm having trouble getting my forex data compressed correctly into >>>>> YT> daily bars. The bars are, in fact, quite a mess. ^_^ >>>>> >>>>> YT> Forex feed is from eSignal. Forex symbols are in Group 'Forex', >>>>> YT> which has its own Intraday Settings, which are as follows: >>>>> >>>>> YT> Show 24 hours trading. >>>>> YT> Trading hours set to Day session Start 00:00, end 06:00, >>>>> YT> Night session start 06:00, end 00:00. >>>>> YT> Daily time-compression uses: Day/Night session as defined. >>>>> YT> The way I understand this, that would cause daily bar compression >>>>> YT> to begin at 6 am (night session start) and end at 6 am >>>>> YT> (day session end). But something is not working properly. >>>>> >>>>> YT> I've been trying just about every combination of settings I can >>>>> YT> imagine to make the daily bars compress correctly, with no success. >>>>> >>>>> YT> In Japan, the forex week starts at 6 am on Mondays, and ends at 6 am >>>>> YT> on Saturdays (changes by one hour on the switch between standard and >>>>> YT> daylight time, which we do not use). Filtering weekends does not >>>>> YT> work because of this overlap into Saturday. What I get when I >>>>> filter >>>>> YT> weekends, in fact, is even stranger than what I would expect: weekly >>>>> YT> trading it not cut at midnight on Friday, but at midnight on >>>>> YT> Thursday. >>>>> >>>>> YT> With the settings above, I also get extraneous daily bars. eSignal >>>>> YT> sends small amounts of trade data *after* the "official" weekly >>>>> close >>>>> YT> and *before* the open (actually quite a bit of data before the >>>>> open). >>>>> YT> There are some trades that take place over the weekend of course, >>>>> but >>>>> YT> they are few and far between, and I need to filter this data *out* >>>>> to >>>>> YT> make indicators, and even chart drawing of those indicators, work >>>>> YT> properly. >>>>> >>>>> YT> Also, the daily bar dates are, often, just wrong, and sometimes >>>>> there >>>>> YT> are consecutive daily bars with the exact same date, which is >>>>> YT> entirely undesirable. ^_^ >>>>> >>>>> YT> I've attached a snap with some notations (USD/JPY, daily) so all can >>>>> YT> see the problems. If anyone is doing this with eSignal and having >>>>> it >>>>> YT> work wonderfully, please let me know what settings you are using, or >>>>> YT> what settings I should be using. >>>>> >>>>> YT> I trade with FXCM, so I realize I could run their data into AB >>>>> YT> (advantage = they seem to turn the severs off between the "official" >>>>> YT> close and open). But then I believe I would need to use another >>>>> YT> database, which means I'd have equities (eSignal) and forex in two >>>>> YT> different databases. I would prefer to have them together. >>>>> Besides, >>>>> YT> eSignal treats me pretty well. ^_^ >>>>> >>>>> YT> Appreciate all advise and counsel. >>>>> >>>>> YT> Yuki >>>>> >>>>> >>>>> >>>>> >>>>> ------------------------------------ >>>>> >>>>> **** 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 >>>>> >>>>> >>>>> >>>>> >>>>> >> YT> >> >> >> >> >> >> >> >> >> ------------------------------------ >> >> **** 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 >> >> >> >> >>
