|
PureBytes Links
Trading Reference Links
|
Trade Size has no historical data, but can it be used
in AFL to calculate intraday indicators, and then these indicators
could then be an array saved. I think this will be ABs uniqueness
that will allow day trading based on auction market theory. GIve
it a thought.
nand
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Rick,
>
> The problem is that there is no historical data for most of those
items. These are just current values.
> The others are included in existing fields - for example Trade Size
is used to build bar volume.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Rick Parsons
> To: amibroker@xxxx
> Cc: TJ
> Sent: Wednesday, October 16, 2002 8:33 PM
> Subject: [amibroker] Quote Window Information
>
>
> Tomasz,
>
> I notice in the Quote Editor, the information captured is
basically H,L,O,C,V,OI. However in the Realtime Quote Window, there
is additional information such as Trade Size, Bid, Ask, Bid Size, Ask
Size etc.
>
> I am wondering if some of this information could be used in
charting/scanning/AA backtesting. Is it possible to capture this
additional information for this purpose or to enhance Amibroker to do
so?
>
> Thanks,
>
> Rick
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
> Post AmiQuote-related messages ONLY to: amiquote@xxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
|