Hello, I have removed the sentence in question, so you can proceed without obstacles :-)
Best regards, Tomasz Janeczko amibroker.com On 2010-05-24 00:48, Yuki Taga wrote: > 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 >>> >>> >>> >>> >>> >>> > > > > > > ------------------------------------ > > **** 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 > > > > >
