It is interesting you mention this, because I was confused by the "lookback" or whatever you want to call it on a chart. I asked Tomasz how I could limit a chart to only 'x' bars or 'x' days, or to specify a specific period such as 1/1/2011 - 1/1/2012, and if I understood his answer correctly you cannot do this. Apparently it loads all or nothing in the entire database, so the only way to split it up is by having multiple databases? I haven't questioned him further on this but that was my understanding.
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"Things you should NOT do, or you should do very carefully
You should note the fact that when you are using data plugin then the plugin controls the quotation database (see Understanding database concepts article), therefore you should NOT import quotes from ASCII files (this includes AmiQuote) for symbols that are already present in the real-time database.
If you do, the plugin will eventually overwrite your imports with the real-time data or your database will become corrupted (if you import end-of-day data over intraday database)."
You should be fine when you start with an empty database (no symbols) and start with importing offline data (and symbols). Then go on with your realtime data, but never fill gaps with imported data again. Connect regularly, probably use an "backfill exploration" (you can google that). There is no need to use that exploration (as Amibroker fills dataholes in a background task), but it "makes me feel safe" to have control over that process. With that exploration (with all your symbols selected) you don't have to open charts or "Realtime Quote" Panel.
One more thing ;-) : At the beginning you have to decide in which resolution you want to build your database (and how many lookback periods (=bars or ticks) you want to have.
I struggled at the beginning to find the best answer for myself. For now, I have 2 databases: 5sec Resolution (discretionary day-trading, 17280 bars, probably overkill, 5000 should be enough) and EOD (enough bars to go back to 1998, that is enough for my EOD backtasting).
Of course: with the 5sec database you can show all other longer timeframes (15 sec, 1min, etc...)
For your purposes (doing backtesting on longer periods with tickdata), your database would have a different setup.
High likely, I am also going t build a separate (offline 5sec) database with huge lookback periods to do some testing on my discretionary rules. But I have to do some homework first to translate my rules to a mechanical approach. But this is a different topic...
No, I don't know but if Tomasz mentions that it is 40 bytes then it is 40 bytes.
Don't take it the wrong way but if you wanna try to be smarter than someone with a Ph.D. and M.Sc. degree in Computer Science and Telecommunication like him then you should contact and argue with him. But IMO, "I am no sure" is not a good basis to question something. You and me don't know how and why it works the way it works. There is a term that nowadays there are a lot of so called Internet "experts" while on the other side Tomasz is one of the smartest guys I know and a real hardware and software expert. So I rather think he knows best why it's this and that. And the software speaks for itself. Just my two cents.
FYI, I'm using long tick data history for analysis myself and had no serious problems to far. AmiBroker makes optimal or full use of the hardware. The only limit is the hardware. It's a high performance software with very reliable results. For example you won't see different analysis results after each run.
On the other side, for example Ninjatrader 7 tick data import (millions of bars for example) and analysis takes ages and it didn't even wanna chart the tick data. And it has multiple other flaws that are not present in AB.
What feature do you mean to implement? You mean the chunked download? Well, it would not be related to AmiBroker itself but rather to the IQfeed data plugin. AFAIK IQfeeds own test download application was role model (not sure on this). So there is no AmiBroker design flaw, IMO. So as for implementing suggestions ... there is a feedback center and AFAIK there is a development schedule like everywhere else too. Some things have higher priority than others. But that's my outside perspective as user with limited knowledge about the internals.
Last edited by badabingbadaboom; July 8th, 2013 at 12:48 PM.
Small world. Guess what's holding up the next release of BaBAR.
I just got off a chat with IQFeed who gave me the link to this thread. I didn't realize you were having trouble too.
I've been like "Horton hears a Who" since April. (What is it with me and elephants...) Anyway, IQFeed is finally acknowledging they have a problem with large history requests in their v5 client.
I am releasing the next version of BaBAR with a workaround where it actually makes up to 120 single day requests. I am not sure how easy that is for others to do, and if it isn't, then the next best things I can tell you is that
This is mostly a problem with SPY and ES due to the very high number of ticks
It takes a request of more than about 28 days of those instruments to blow up my app. If I keep it below that, it seems to work OK
IQFeed will have this resolved in v5.1. Release date not scheduled but they are expecting a beta in a few weeks. Maybe fire it up in a VM when it comes out and see if it fixes your issue?
The following user says Thank You to bob7123 for this post:
Hello you look like an experienced ab user. I'm a new user to ab and facing manual backfills vs realtime data issue with IB data feed.
I think I can manually download much more data than ab's IB plugin. Would you mind elaborate more on why must we use a separate data for manual backfills and realtime data? I've read the document of ab about it but I cannot find the exact reason why.......
One closest reason I saw is that a corruption may happen if realtime data writes to the database at the same time when manually importing data on the same symbol. So it means if I manage to disconnect the data feed plugin while importing the manual backfills........and never import any backfills when data feed plugin is online, it should be fine. Right?
Is your question related to IQFeed or what are you referring to?
As for ASCII import to AmiBroker. You don't need to convert data as AmiBroker can import literally any data.
The only thing you possibly need to take care of is that NT uses forward looking timestamps, AFAIR. AmiBroker Knowledge Base » How to correct forward looking timestamps