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Range Bars Queries


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Range Bars Queries

  #11 (permalink)
udanii
Mumbau + maharashtra/INdia
 
Posts: 1 since Apr 2013
Thanks Given: 1
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Hi ,

I am very new to range bars and i am someone who needs a lot of back testing before trading.
Can some one help me with

A) Nse and MCX tick data of atleast 1 yesr
B) How to make range bars in amibroker or metastock.

Would really appreciate your efforts

Thanks

Gaurav Udani

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  #12 (permalink)
 badabingbadaboom 
London/UK
 
Posts: 56 since Apr 2013


udanii View Post
Hi ,

I am very new to range bars and i am someone who needs a lot of back testing before trading.
Can some one help me with

A) Nse and MCX tick data of atleast 1 yesr
B) How to make range bars in amibroker or metastock.

Would really appreciate your efforts

Thanks

Gaurav Udani


Can't help you in regards to A).
In regards to B) - Do you wanna use real-time range bars or do you mean to import tick data from ASCII file?
On a side note it's possible to import, display and process bid/ask tick data with AmiBroker.

Regardless of what you wanna do it's important to select 'Tick' as 'Base time interval' in File > Data base settings.

Defining 'Number of bars' in 'Data base settings' has no 500k bar limit if '(local database)' is selected as 'Data source'. It's just for real-time plugins. See one of T.J.'s replies of the past


Quoting 
Hello,
500000 is "common sense" limit (put there to prevent users
from putting some extreme values without thinking), but
there is a registry setting that controls the limit and you can se
it to any value (as long as you have enough memory to hold that much data).
Contact support if you want to know what registry setting controls this.

Best regards,
Tomasz Janeczko
amibroker.com

In regards to the registry key to activate more than 500k bars for real-time plugins

Quoting 
The limit is not hard coded...
it is here for performance reasons
but if you have hyper-fast machine you can adjust the limit by
creating the following (DWORD) key in the registry
HKEY_CURRENT_USER\Software\TJP\Broker\Settings\MaximumNumberOfBars

Best regards,
Tomasz Janeczko
amibroker.com




In regards to defining range bars.
After you have added a symbol and data is available for that symbol you need to define its 'Ticksize' in the 'Information' window. Then to display range bars go to the 'Ticker' box of the tool bar. There you can input any tickrange very easily. See attached picture. There you can see '4R' which means that currently each range bar is 4 pips large as ticksize of EURUSD is set to 0.0001. You can input any other range size in that field besides predefined ones.

The predefined ones are set in Tools - Preferences - Intraday. Those ones are also used by the Auto Analysis environment (Scan, Exploration, Backtest, Optimization). After opening a new Auto Analysis tab you have to go to backtest settings and in 'General' tab of that preferences you define the 'Periodicity' to analyze. So Auto Analysis' periodicity is independent from what you have set for your charts. That is important to keep in mind. See second attached picture that shows the periodicity settings menu of 'General' tab.

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Last Updated on April 4, 2013


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