[SOLVED] Question regarding ascii Import / Differences in charts with MC - AmiBroker | futures io social day trading
futures io futures trading


[SOLVED] Question regarding ascii Import / Differences in charts with MC
Updated: Views / Replies:1,938 / 2
Created: by enjoyaol Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

[SOLVED] Question regarding ascii Import / Differences in charts with MC

  #1 (permalink)
Elite Member
Paris, France
 
Futures Experience: Intermediate
Platform: MT4, Amibroker, Custom
Favorite Futures: EUR/USD
 
Posts: 44 since Jan 2012
Thanks: 5 given, 26 received

[SOLVED] Question regarding ascii Import / Differences in charts with MC

Hi everyone,

I'm importing a set of data into Multicharts .NET (I'm evaluating it) as well as in Amibroker. The input file is the same, it's minute data from dukascopy that I made from their feed.

Here is the data I'm looking for:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Here is the Multicharts 15 minutes chart data for a specific bar, the 16h30 one:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


As you can see, we have for Multicharts:
Open = 1.0494 matches the Open column of 16:16.
High = 1.0496 matches the Highest data in column "High" from 16:15 to 16:30
Low = 1.0489 matches the Lowest data in column "Low" from 16:15 to 16:30
Close = 1.0489 matches the Close data in column "Close" at 16:30

Everything seems correct to me.

For Amibroker, I have a different OHCL bar from the same data though. In bold are the different data from MC ohcl 15 min.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Open = 1.0493 matches the Open column of 16:15
Close = 1.0492 matches the Close column of 16:29

Although, the name of the OHCL bar in Amibroker is actually named 16:29 and not 16:30 as named in Multicharts.

My questions are : does that make sense that two major charting plateforms use different methodologies to display their 15-min bars ? By extension I think I would have this same issue with other bars, like the 5 min ones or daily bars.

The result is that the charts are different. Is there a way to configure Amibroker so that it matches the MC behavior ? I'm testing my data generation tools I created for myself (from tick data), that would be a great help if I could match MC and Amibroker.

Thanks !


Last edited by enjoyaol; December 9th, 2012 at 04:22 PM. Reason: solved my own question
Reply With Quote
 
  #2 (permalink)
Elite Member
Paris, France
 
Futures Experience: Intermediate
Platform: MT4, Amibroker, Custom
Favorite Futures: EUR/USD
 
Posts: 44 since Jan 2012
Thanks: 5 given, 26 received

Ah snap !!

Sorry, I found it : for those who have the same question, in multicharts you have to click 'use bar end time' when ASCII importing.. Then the charts are exactly the same !

Yeepa

Reply With Quote
 
  #3 (permalink)
Banned: Previously banned user, now re-banned
London/UK
 
Futures Experience: Advanced
Platform: AmiBroker
Favorite Futures: Any
 
Posts: 56 since Apr 2013
Thanks: 0 given, 12 received


It would have been better if you would have provided the CSV file you have used to reproduce your settings. But I have used OCR to transform your picture file to CSV file.
 
Code
Date,Time,Open,High,Low,Close
07.12.2012,16:11:00,1.0495,1.0496,1.0494,1.0494 	
07.12.2012,16:12:00,1.0494,1.0494,1.0492,1.0493
07.12.2012,16:13:00,1.0493,1.0493,1.0492,1.0492	
07.12.2012,16:14:00,1.0492,1.0495,1.0492,1.0493
07.12.2012,16:15:00,1.0493,1.0494,1.0492,1.0494
07.12.2012,16:16:00,1.0494,1.0495,1.0494,1.0494
07.12.2012,16:17:00,1.0494,1.0495,1.0494,1.0495
07.12.2012,16:18:00,1.0495,1.0496,1.0494,1.0494
07.12.2012,16:19:00,1.0494,1.0494,1.0489,1.0489
07.12.2012,16:20:00,1.0489,1.0491,1.0489,1.0491
07.12.2012,16:21:00,1.0491,1.0493,1.0491,1.0491
07.12.2012,16:22:00,1.0491,1.0492,1.0491,1.0492
07.12.2012,16:23:00,1.0492,1.0492,1.0491,1.0491
07.12.2012,16:24:00,1.0491,1.0491,1.0491,1.0491
07.12.2012,16:25:00,1.0491,1.0492,1.0491,1.0492
07.12.2012,16:26:00,1.0492,1.0494,1.0491,1.0494
07.12.2012,16:27:00,1.0494,1.0494,1.0494,1.0494
07.12.2012,16:28:00,1.0494,1.0494,1.0492,1.0492
07.12.2012,16:29:00,1.0492,1.0493,1.0492,1.0492
07.12.2012,16:30:00,1.0492,1.0492,1.0489,1.0489
07.12.2012,16:31:00,1.0489,1.0489,1.0488,1.0489
07.12.2012,16:32:00,1.0489,1.0489,1.0489,1.0489
07.12.2012,16:33:00,1.0489,1.0493,1.0489,1.0492
07.12.2012,16:34:00,1.0492,1.0492,1.0492,1.0492
Did not check for conversion errors.

Now I don't understand why by default MC starts a 15 minute candle at 16:16:00 going to 16:30:59?
A standard hour consists of 4 * 15 minutes. New hour starts at XX:00:00 going to XX:14:59.
Next quarter starts at XX:15:00 going to XX:29:59 and so on.

In your title in shows 16:29:59. So you have set to end time of interval. By using start time of interval it will show 16:15:00 (of course with same OHLC for 15-minute bar). To show start time of interval go to tools - preferences - intraday - start time of interval and it will show 16:15:00 instead of 16:29:59 and so on.

As for ASCII import take a look at additional commands in the manual. Just search for ASCII import.

For example if you have tick data and to import all ticks (occurring at the same time) you would need to add command $TICKMODE 1. Default setting is 0.

If you want to move data one minute forward or one minute backwards you would need to add command $TIMESHIFT and either 0.016667 or -0.016667 since 1/60min = 0.016667

So for shifting 1 minute back whole command would be
$TIMESHIFT -0.016667
or $TIMESHIFT -0.01666666667

If you want to add negative data you would need to check 'Allow negative prices' in the import wizard or use command $ALLOWNEG 1 in a saved format file.

If you want to add just symbol lists without data you would need to check 'No quotation data'
or use command $NOQUOTES 1 in a format file.

The are multiple other import commands.
A command line of a format file (part of AmiBroker Formats folder) always start with $. Starting with # will create a commenting line. Example,

 
Code
# Format definition file generated automatically
# by AmiBroker's ASCII Import Wizard
$FORMAT Date_DMY, Time, Open, High, Low, Close, Skip
$SKIPLINES 1
$SEPARATOR ,
$CONT 1
$GROUP 255
$AUTOADD 1
$DEBUG 1
So actually you can import any format possible.

Reply With Quote

Reply



futures io > > > > [SOLVED] Question regarding ascii Import / Differences in charts with MC

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
TradeFlow charts for MC aczk MultiCharts 7 August 29th, 2012 04:07 AM
TradersStudio ASCII import error fxHense Platforms and Indicators 1 September 21st, 2011 02:48 AM
Renko charts with wicks for MC xevian MultiCharts 11 August 24th, 2011 10:32 AM
The differences in the custom Renko Charts nillz123 NinjaTrader 2 August 9th, 2011 09:35 PM
Cant chart ASCII mapping data in MC. THe data is there but no chart agostini MultiCharts 6 June 6th, 2011 10:20 PM


All times are GMT -4. The time now is 10:55 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.10 seconds with 19 queries on phoenix via your IP 54.145.16.43