Nothing is lost - when backtesting store everything what you want to display in static array, then in display it static variable in any interval you choose - all content is generated using tick data and other interval is used for display. There is *maximum* flexibility and the only limiting factor is your imagination, not the software.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "progster01" <[email protected]> To: <[email protected]> Sent: Thursday, August 27, 2009 11:37 AM Subject: [amibroker] Re: One chart instead of several ones. > > 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 [email protected], "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: <[email protected]> >> 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 [email protected], "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: <[email protected]> >> >> 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. >> >> > >> >> > >> > >> > >> > >> > >> > ------------------------------------ >> > >> > **** IMPORTANT PLEASE READ **** >> > This group is for the discussion between users only. >> > This is *NOT* technical support channel. >> > >> > TO GET TECHNICAL SUPPORT send an e-mail directly to >> > SUPPORT {at} amibroker.com >> > >> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at >> > http://www.amibroker.com/feedback/ >> > (submissions sent via other channels won't be considered) >> > >> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: >> > http://www.amibroker.com/devlog/ >> > >> > Yahoo! Groups Links >> > >> > >> > >> > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > >
