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Re: [amibroker] Re: Mixed EOD/Intraday data limitations?


  • Date: Fri, 27 Nov 2009 00:51:47 +0100
  • From: "Tomasz Janeczko" <groups@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Mixed EOD/Intraday data limitations?

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Hello,

You need to setup your database precisely as shown in the video:
http://www.amibroker.com/video/IQFeed.html

10000 bars is too few in order to accomodate both EOD and intraday mixed,
10000 means that you get *only* intraday, you need 90000 to use mixed data,
as shown in the video.

The best thing is to follow documentation/videos precisely.

Answers to 2/3/4 are the same: configure your database as shown in the video
and won't need anything mentioned below.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "ganamide" <ganamide@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, November 25, 2009 10:21 PM
Subject: [amibroker] Re: Mixed EOD/Intraday data limitations?


> Tomasz,
>
> I still have questions regarding how the mixed EOD/Intraday data actually works. I am using IQFeed and when allowing mixed data, I 
> get mixed results. It seems like when I initially add a symbol to the database, I get full EOD data (i.e. several years), but when 
> I force a backfill, the EOD data is truncated to the amount of intraday data that the database is specified to hold (i.e. 10,000 
> 1-minute bars = 7 daily bars.)
>
> 1. How is the mixed EOD/intraday data feature implemented? Is it only storing data in the shortest interval (i.e., 1 minute)? Do I 
> really need to load over 1,000,000 1 minute bars just so that I can see 4 years of daily futures data (24 hours session) when 
> using the mixed data setting?
>
> 2. I am not sure if you answered this question that the original poster asked: If we use separate databases for EOD and intraday 
> data, can we access both databases from a single backtest?
>
> 3. Related to question 2, can chart drawings be shared between two databases? I really like being able to draw a trendline on a 
> daily chart and seeing it on a 5 minute chart. Can I do this when using separate databases?
>
> 4. Is it possible that you will add in the near future full support for combined EOD and intraday data, using separate stores for 
> each in the same database?
>
> Dziekuje bardzo!
> Chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, "rmicalet" <rmicalet@xxx> wrote:
>>
>> Thank you Tomasz.    That's great to hear that amibroker can handle more
>> data than eSignal can throw out.    I will talk to eSignal and see how
>> one can access  their extended data histories.    I will also contact
>> support to get the override  instructions for downloading longer
>> histories.
>> When you say one can have an unlimited number of databases, does that
>> mean that one can access data from different databases during a custom
>> (or simple) backtest? So that if one keeps daily data in one database
>> and intraday data in another, can one mix the data during a backtest?
>>
>> Thanks for your time.
>>
>> Regards,
>> Ray
>>
>> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> wrote:
>> >
>> > Hello,
>> >
>> > 1. eSignal started to advertise it along with just released 10.5
>> > but don't make it available through API. Their API still returns
>> > 180 days, even if you ask for many years.
>> >
>> > Complain to eSignal that you want all history available though API,
>> > maybe they will listen.
>> >
>> > AmiBroker can handle way more than eSignal is able to deliver
>> > now and in the future, if only eSignal makes the data available thru
>> API.
>> >
>> > 2. Data are not "eliminated". Data are retrieved and stored for as
>> much length
>> > as you define. If you define 1 million bars it will save upto 1
>> million.
>> > If you define 2 millions it will save that too.
>> >
>> > 3. You can have unlimited number of databases
>> >
>> > 4. Your calculation is wrong. 500000 bars is 1923 years of daily data.
>> > Apparently you meant 5 years of 1-minute data.
>> > AmiBroker has *NO* limit internally.
>> > 500000 bars is a amount where AMiBroker will display the warning
>> message.
>> > The warning message is intended as a "wakeup call" for casual user
>> >  "hey you - start thinking before entering stupid values and multiply
>> > the number of bars times 40 bytes and see how much RAM will be needed
>> > to store your data and be well aware that if you are entering cosmic
>> values
>> > your RAM will be consumed and CPU would need to go through all those
>> values
>> > so think twice before entering something and be well aware what you
>> are doing".
>> > It is there solely because people tend to shoot yourself in foot way
>> too often.
>> > And this "limit" is it totally overridable by one entry in the
>> registry and if you contact
>> > support we can give the instructions to override provided that you are
>> well aware
>> > of what you are doing. (Note: 1 million bars is 40 MEGABYTES per
>> symbol for data alone!)
>> >
>> >
>> > Best regards,
>> > Tomasz Janeczko
>> > amibroker.com
>> > ----- Original Message -----
>> > From: "rmicalet" rmicalet@
>> > To: amibroker@xxxxxxxxxxxxxxx
>> > Sent: Saturday, August 08, 2009 8:03 PM
>> > Subject: [amibroker] Mixed EOD/Intraday data limitations?
>> >
>> >
>> > > 1. If eSignal has up to 12 years of intraday data (for U.S. stocks)
>> and
>> > > in some instances 20+ years of EOD data, will amibroker be able to
>> hold
>> > > all of that data in a mixed EOD/intraday database?
>> > >
>> > > For SPY it appears as though my mixed EOD/intraday database has
>> daily
>> > > data from eSignal going back to 1999, while SPY itself has data
>> going
>> > > back to 1993. So I suspect the answer to question 1 is no, but as a
>> new
>> > > user, I could be missing something.
>> > >
>> > > 2. As new real-time intraday data arrive do the older data in the
>> mixed
>> > > EOD/intraday database get eliminated?
>> > >
>> > > 3. If  the answers to 1 and 2 are no and yes, respectively, then it
>> > > seems to make sense to have two databases, one for long daily
>> histories
>> > > and the other for intraday histories. If that's the case, is it
>> possible
>> > > to combine these data in a backtest if they are from two different
>> > > databases?
>> > >
>> > > 4. Is the 500000 bar limit for 1-minute data a hard and fast limit?
>> > > That's approximately 5 years of daily data given 6.5 hour trading
>> days.
>> > > What if one's data source has longer 1-minute histories? Can these
>> > > somehow be imported into amibroker (for example by exporting them
>> from
>> > > the data source and importing an ASCII file to amibroker--could the
>> data
>> > > be split up over multiple tickers)?
>> > >
>> > > Regards,
>> > > Ray Micaletti
>> > >
>> > >
>> > >
>> > >
>> > > ------------------------------------
>> > >
>> > > **** 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)
>> > >
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>> > >
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>> > >
>> > >
>> > >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** 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/

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