Yes, but if the formula is applied on a higher TF chart, then the 1-tick
resolution is lost, is it not?
The reason I commented re: LIB/IOG, is that I know it allows the user to have
(up to) 1-tick resolution accurate entries/exits displayed on an HTF chart,
with a match between realtime and historical (excepting subsequent data
corrections).
I may be mis-understanding, but I don't think this is accomplished in AB by
what you are suggesting, because once you put the formula on an HTF chart, it
no longer accesses LTF (e.g. 1-tick) data historically.
Please correct me if necessary, as it is possible I have a fundamental
misconception about formula access to data resolutions other than chart display
resolution.
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <gro...@...> wrote:
>
> As for visualisation - you can apply the same formula you are using on
> backtest
> on tick interval - on any higher interval when charting -
> timeframe function will give you same results regardless of the chart interval
> exactly the same "convenience".
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "progster01" <progs...@...>
> To: <amibroker@yahoogroups.com>
> Sent: Thursday, August 27, 2009 9:08 AM
> Subject: [amibroker] Re: One chart instead of several ones.
>
>
> > That's a great approach for a backtest. Thanks for mentioning it here!
> >
> > The accuracy should be the same in each case, if 1-tick data is used as the
> > high-resolution reference in each case.
> >
> > However, there is is difference in ease-of-visualization on the higher
> > timeframe (HTF).
> >
> > I interpret Herman's comment about seeing past signals on the RT chart as
> > pertaining to, say, a 1m, 5m or 15m chart, rather than a
> > tick or second chart.
> >
> > As a simple example, suppose an MA3 and an MA10, both on 5m TF, cross
> > _during_ the current bar (with calculation based on the
> > transient Last price). One might prefer to observe this trade on the 5m
> > chart, either in real time or historically, rather than
> > on a tick chart.
> >
> > An LIB/IOG implementation accomplishes the asked-about goal of "past
> > signals on the RT chart" (any RT chart) reflecting the
> > "actual trades made". This is "automatic" regardless of the timeframe of
> > the chart, which is very convenient.
> >
> > From a test-results-only point-of-view, LIB/IOG does not accomplish
> > anything not available in AB.
> >
> >
> > --- In amibroker@yahoogroups.com, "Tomasz Janeczko" <groups@> wrote:
> >>
> >> The same can be achieved (with GREATER accurracy),
> >> by just using TICK data or one second data. Use TimeFrame functions to
> >> generate
> >> signals in ANY interval and run backtest on tick/1-second data.
> >> You get 100% accurracy, reports are generated EXACTLY
> >> (with millisecond resolution) and you get everything better
> >> than on "other platforms".
> >>
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message -----
> >> From: "progster01" <progster@>
> >> To: <amibroker@yahoogroups.com>
> >> Sent: Wednesday, August 26, 2009 6:38 PM
> >> Subject: [amibroker] Re: One chart instead of several ones.
> >>
> >>
> >> > >well, it would be nice in live trading if past signals on the RT chart
> >> > reflected actual trades made. If conditions at the last developing bar
> >> > are not the same as all historical bars then this will not be the case.
> >> >
> >> > The platform features that are involved in representing evolving bar
> >> > conditions during a backtest are commonly known as:
> >> >
> >> > 1. Look-Inside-Bar (LIB)
> >> > 2. Intrabar Order Generation (IOG)
> >> >
> >> > These features are available on some other platforms, and they are quite
> >> > nice to have.
> >> >
> >> > One caveat though is that you have to have available the higher
> >> > resolution data in your Cache for the feature to work. IOW, you can't
> >> > look-inside 5m bars to the tick level unless you have tick data. No
> >> > surprise there.
> >> >
> >> > Also, backtests with LIB/IOG are _much_ slower, by a factor of
> >> > approximately the ratio of base-bar to inside-bar data resolution.
> >> >
> >> > Nevertheless, where accuracy is a concern, these are great feature to
> >> > have available.
> >> >
> >> >
> >
> >
> >
> >
> > ------------------------------------
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