Re: [amibroker] gap in data-money lost

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

You can probably check the time interval between two consecutive bars. You know what the time should be from your chart settings (unless you use tick data) .

 

You will need to account for transitions between periods (days for intraday, weekends for daily .. etc)

 

If DTN is the issue, you might find it worrthwhile to switch to eSignal. I don't recall ever having this problem.

----- Original Message -----

From: Herman

To: murthysuresh

Cc: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, November 26, 2007 7:44 PM

Subject: Re: [amibroker] gap in data-money lost

Sorry for your loss of money today. Yes, holes in data is a problem. What is needed is a datetime reference array that we can compare data to (AB doesn't have this). This problem is covered on the UKB:

http://www.amibroker.org/userkb/2007/06/26/data-holes-in-real-time-trading/

You might find there some other posts on real-time trading issues that interest you.

best regards,

herman

For tips on developing Real-Time Auto-Trading systems visit:

http://www.amibroker.org/userkb/

Monday, November 26, 2007, 7:18:24 PM, you wrote:

> hello

> attached are two screenshots of qqqq. one with a gap in data that the 

> cci looked to be a long zlr in morning. in analysis later, and after i 

> did a backfill, u can see how my trade should have been a cci short.

> chart with data gap http://i4.tinypic.com/72htqae.png

> chart after backfilled. http://i19.tinypic.com/8fo9jtk.png

> how to i ensure that i dont have data gaps in my charts. this is very 

> critical as i trade realtime and there is not much time for me to keep 

> checking if all the data is there.

> in terms of data, i use dtn iq realtime and was trusting that there 

> would not be any gaps. but i am wrong today and hurt finacially too. so 

> i want to put in proper checks.

> appreciate input.

> seede

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