Real Time Data Now / Nest Trader to Amibroker, Fcharts

extremist

Well-Known Member
If we get tick data for Amibroker, and bid ask at LTP, ask can go into High and bid can go into Low. Ask size and bid size can go into aux1 and aux2 respectively. LTP can go into O and C
How to handle them in AFL is to be seen
AFL easily accommodates anything as OHLC. as we did in heikin ashi plotting if i'm not wrong.

Code:
HaClose =EMA((H+L+C)/3,3);

HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );

HaHigh = Max( H, Max( HaClose, HaOpen ) );

HaLow = Min( L, Min( HaClose, HaOpen ) );

O=HaOpen; H=HaHigh; L=HaLow; C=HaClose;

PlotOHLC( O, H, L, C, "Modified " + Name(), Colorblack , styleCandle | styleNoLabel );
 

josh1

Well-Known Member
Had Similar Prob ,
Go to -->Preferences-->IntraDay-->UnCheck the Align Minute Bars to Reglr Market Hrs Option
Also Select the Start Time of Interval (Recommended)

After the above Preferences , My Live & BackFilled charts match for Almost all scrips
But then ,if they match 100% what is the point of backfilling ?
My live and backfilled charts also match for almost all scrips. I tested for more than a month. I don't feel the need to backfill at EOD.

As for authenticity of backfill data, Exchange is publishing the same figures at EOD.
 

josh1

Well-Known Member
If we get tick data for Amibroker, and bid ask at LTP, ask can go into High and bid can go into Low. Ask size and bid size can go into aux1 and aux2 respectively. LTP can go into O and C
How to handle them in AFL is to be seen
AFL easily accommodates anything as OHLC. as we did in heikin ashi plotting if i'm not wrong.

Code:
HaClose =EMA((H+L+C)/3,3);

HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );

HaHigh = Max( H, Max( HaClose, HaOpen ) );

HaLow = Min( L, Min( HaClose, HaOpen ) );

O=HaOpen; H=HaHigh; L=HaLow; C=HaClose;

PlotOHLC( O, H, L, C, "Modified " + Name(), Colorblack , styleCandle | styleNoLabel );
That means, if we manage to get tick data and are willing to keep it as it is (without converting it into 1 sec or higher time frame bars) we can easily accommodate ask|bid rates and qty in Amibroker.

Am I correct?

I guess Happy Singh will be able to confirm this. He knows AFL better.
 
Last edited:

sr114

Well-Known Member
AFL easily accommodates anything as OHLC. as we did in heikin ashi plotting if i'm not wrong.

Code:
HaClose =EMA((H+L+C)/3,3);

HaOpen = AMA( Ref( HaClose, -1 ), 0.5 );

HaHigh = Max( H, Max( HaClose, HaOpen ) );

HaLow = Min( L, Min( HaClose, HaOpen ) );

O=HaOpen; H=HaHigh; L=HaLow; C=HaClose;

PlotOHLC( O, H, L, C, "Modified " + Name(), Colorblack , styleCandle | styleNoLabel );
Its simple - we can plot aux1 or aux2 or both simultaneously - no problem.

u dont have to plot it as plotohlc statement

rgds
 
That means, if we manage to get tick data and are willing to keep it as it is (without converting it into 1 sec or higher time frame bars) we can easily accommodate ask|bid rates and qty in Amibroker.

Am I correct?

I guess Happy Singh will be able to confirm this. He knows AFL better.
Its simple - we can plot aux1 or aux2 or both simultaneously - no problem.

u dont have to plot it as plotohlc statement

rgds

After migrating to Excel utility for Bid/Ask (No size,only price), Added 2 lines @ the top of AFL:

Code:
Bid=IIf((Aux1==0),C-2*TickSize,Aux1);
 Ask=IIf((Aux2==0),C+2*TickSize,Aux2);

And for Alignment of "Backfilled 1mnt data" -->WITH<-- "Retained Tick/sec data" , Added 3 additional lines to the AFL:
Code:
O=IIf(Second()==00 && Ref(Second(),-1)!=00,Ref(C,-1),O);
H=IIf(Second()==00 && Ref(Second(),-1)!=00 ,Ref(H,-1),H);
L=IIf(Second()==00 && Ref(Second(),-1)!=00 ,Ref(L,-1),L);
Not Perfect, But Closer 2 Truth.

Thank u Guys for giving us that feeling of "V Belong"
Rgrds
 
Last edited:

extremist

Well-Known Member
Its simple - we can plot aux1 or aux2 or both simultaneously - no problem.

u dont have to plot it as plotohlc statement

rgds
bro.... plz look at wht josh asked...?

yes wht u said is right we can simply plot AUX but wht he asked is whether we can assign any other values to open, hi , lo and close.
even we can assign anything to Volume also.

for tht purpose i shown him we can do tht.
 

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