AmiBroker Intraday

Discussion in 'Trading Software' started by journeyman, Oct 5, 2006.

  1. I have been thinking about amibroker r/t but have perhaps stumbled upon the following limitation:

    is it true that the amibroker database cannot simultaneously maintain eod and intraday data so that two seperate databases are needed?

    this obviously sucks because I want to be able to flip from daily to intraday periods seemlessly. But is 120days intraday data is the biggest backfill then my daily charts are useless - i currently use nearly 20 years!
  2. You don't need 2 seperate databases. I'm using AMIBroker and you can switch from whatever time period to other time period with no problem.
    However some times the software eats past data. I've had 20 years of daily data shrunk down to 6 months. Dosen't happen often, so it's not that big a deal for me.
  3. You can use amibroker in this manner but only w/ an esignal datafeed. for some reason it's the only data feed that supports a mixed database, which I use.
  4. taowave


    As of 3 weeks ago,if you used DTN with AMI,you couldnt have daily bar charts going back than the max of intra day data.So if you wanted to look at 4 months on 30 minute bars,you couldnt gat more than 4 months of dailys at the same time.It was a major pain in the ass,..From what i understand if you are willing to use Esignal,this would not occur.

    Ami is a good product,but its like an eight legged octopus.You can do almost anything you want,but it will NOT be easy.You will definetly be learning he hard way as tech support is only email,and you will be up till 4 in the morning trying to make heads or tails of the manual...
  5. taowave


  6. ok - thanks for that: mixed eod/intraday only possible with esignal

    but what about this losing data business? does that really happen? doesn't sound good...

    and what about back filling the eod data from a different source than the r/t feed?

    eg build data base with esignal set to tick and mixed eod - load complete symbols list, then use amiquote to back fill eod from yahoo for free... will it work?

    I really would love to hear from anyone using amibroker in mixed mode with esignal - this is a big investment and move into serious trading for me and i'd like to get the right tools - thanks...
  7. I maintain 2 databases in AmiBroker.

    First I have and end of day (EOD) database that I maintain for 8000+ stocks that I download at end of day free from Yahoo with the AmiQuote utility they provide. I have also considered TeleChart for this since their data is scrubbed more than Yahoo but I havn't had any significant issues w/ the Yahoo data. I use this EOD database for running EOD scans for swing trading and short term setups.

    I then maintain a smaller database of stocks (about 1000) with a mixed Esignal feed. I have had no problems with this database and have not lost data. I use this to run certain intraday scans and to monitor stocks during the day.

    Hope this helps.
  8. mlsignups: is the reason for two databases a hardrive issue? or a bandwidth problem? Is there any reason why a huge database intraday is a problem?

    how does that "view" limit effect amibroker in real-time mode?

    if I set the database to tick, it then bundles to 5minute, half hour, whatever I want, right?

    more options than just esignal is nice!
  9. Journeyman:

    First, my suggestion is to check out the AmiBroker message board on yahoo. there are tons of messages about data, providers, etc. just use the search function.

    Second, I can tell you my experience w/ mixed database has been w/ Esignal. As Tomacz points out above in his response there may be other options.

    W/ regard to the "view" option; as you are probably referring to, Esignal gives you unlimited signals but you can only "view" 100 or 200 or so at a time at their lower levels. I don't bring in data on a tick basis so I can't speak to that.

    I will say that depending on how I've used it - this has and has not been a problem. AmiBroker has a realtime window where you can put stocks you want to watch in "real time". If you try to put more stocks on this screen then you are allowed - they just won't update.

    On the other hand, you can build a scan that will run through all the stocks in the database every x minutes. These WILL all update although you get an annoying popup from esignal telling you you are above your limit (I don't understand why since you are allowed to see an unlimited amount just not at the same time) that you can just move out of the way - it doesn't stop the program.

    The downside w/ this method is that unless you have a superfast connection and/or computer it's going to take at least a few minutes to run through a list of stocks so you won't be getting second by second updates; more like minute by minute or 5 minute by 5 minute updates.

    That is why I maintain 2 databases. It is not practical to scan the entire market real time or even minute by minute in AmiBroker (as best as I know you can't scan the entire market w/ tradestation or esignal or many other products either - for instance tradestation limits you to 1000 or 2000 symbols in the radarscreen).

    Therefore, I try to keep my realtime database smaller so it can keep updated more timely.

    Hope that helps. As I said there is a lot more info on the yahoo AMibroker board.
    #10     Oct 6, 2006