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[amibroker] Re: gap in data-money lost



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--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> 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
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
>   > Please note that this group is for discussion between users 
only.
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Good thinking!

One bar back would be far enough for live work.

brian_z



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