Simple Coding Help - No Promise.

vijkris

Learner and Follower
Dearies,
Is there an AFL or Procedure to detect missing Bars (called Data Holes ? , not sure) in a Ticker/Symbol's data sample in a chosen range/date say a day ?

P.S :: TF of the Bar is Tick/Sec

Kindly share
Thank you
regards
hi, I don know abt afl,
u might know this but still ,go to tools-data purify .
 
hi, I don know abt afl,
u might know this but still ,go to tools-data purify .
Ya Vij,
But it demands a near perfect Data sample as reference symbol which, if Zerodha had provided in the first place, there wudn't hve been this requirement at all.

Don't know whether my AFL is Faulty
OR
Rt data Utility RTD 1.30 is inSufficient
OR
Zerodha is TERMINALly Ill,

whatever the cause, every day end when backfilled for the entire day, the signals which displayed during the live market are completly overturned, Not some minor changes but utterly totally diff signals and/or no signals.

Intersting to note dat the the trading during live market through auto trader places orders pefectly at live signal prices wid slight or no slippage, its only after backfill dat the signals change drastically.

So anyway decided to backfill only those tick bars which are missing Hence the request for an AFL /Procedure to detect the missing bars.

Presently coded as below, and seeking all the Kind Help frm Seniors n Gurus to Improvise/Sophisticate.

Code:
TN=TimeNum();
Filter=DateNum()>=Now(4) && TN>=090000;
AddColumn(IIf(TN-Ref(TN,-1)>000001,Ref(TN,-1),0),"MsngBarBeg",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN,0),"MsngBarEnd",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN-Ref(TN,-1),0),"MsngBarDiff",1.0);
thank u regards
 

ocil

Well-Known Member
I have faced same issue with PI data. Whenever i back-fill the data. Live market signal change. So now i am using nest to back-fill the data and its working fine. no signal change.

Ya Vij,
But it demands a near perfect Data sample as reference symbol which, if Zerodha had provided in the first place, there wudn't hve been this requirement at all.

Don't know whether my AFL is Faulty
OR
Rt data Utility RTD 1.30 is inSufficient
OR
Zerodha is TERMINALly Ill,

whatever the cause, every day end when backfilled for the entire day, the signals which displayed during the live market are completly overturned, Not some minor changes but utterly totally diff signals and/or no signals.

Intersting to note dat the the trading during live market through auto trader places orders pefectly at live signal prices wid slight or no slippage, its only after backfill dat the signals change drastically.

So anyway decided to backfill only those tick bars which are missing Hence the request for an AFL /Procedure to detect the missing bars.

Presently coded as below, and seeking all the Kind Help frm Seniors n Gurus to Improvise/Sophisticate.

Code:
TN=TimeNum();
Filter=DateNum()>=Now(4) && TN>=090000;
AddColumn(IIf(TN-Ref(TN,-1)>000001,Ref(TN,-1),0),"MsngBarBeg",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN,0),"MsngBarEnd",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN-Ref(TN,-1),0),"MsngBarDiff",1.0);
thank u regards
 

vijkris

Learner and Follower
Ya Vij,
But it demands a near perfect Data sample as reference symbol which, if Zerodha had provided in the first place, there wudn't hve been this requirement at all.

Don't know whether my AFL is Faulty
OR
Rt data Utility RTD 1.30 is inSufficient
OR
Zerodha is TERMINALly Ill,

whatever the cause, every day end when backfilled for the entire day, the signals which displayed during the live market are completly overturned, Not some minor changes but utterly totally diff signals and/or no signals.

Intersting to note dat the the trading during live market through auto trader places orders pefectly at live signal prices wid slight or no slippage, its only after backfill dat the signals change drastically.

So anyway decided to backfill only those tick bars which are missing Hence the request for an AFL /Procedure to detect the missing bars.

Presently coded as below, and seeking all the Kind Help frm Seniors n Gurus to Improvise/Sophisticate.

Code:
TN=TimeNum();
Filter=DateNum()>=Now(4) && TN>=090000;
AddColumn(IIf(TN-Ref(TN,-1)>000001,Ref(TN,-1),0),"MsngBarBeg",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN,0),"MsngBarEnd",1.0);
AddColumn(IIf(TN-Ref(TN,-1)>000001,TN-Ref(TN,-1),0),"MsngBarDiff",1.0);
thank u regards
dear LJ,
it seems u r a professional algo trader, :clap:
pls go through the below post and read abt zerodha's opinion on tick data
no offence, in my opinion rtd 1.3 is one of the best freely available tick feed software.
no one except Esignal provides real tick data backfill, may be true data, I don know.

so we have to design our strategy based on these limitations.
I hope u understood what I wanted to say.:D
thanks for reading my post.:thumb:
 
Dear Friends,

I am very much new to AMIbroker.
I have been in a search of an AFL like below concept which I have been trading in the past 18 months. I need to backtest,finetune, improve etc.etc...

My trading revolve around round numbers in Nifty like 7000, 7050,7100.

Example :

In a downtrend from 7050 to 7000 I buy around 7020 with 20 SL and 20 profit booking.

Like in an uptrend from 7050 to 7100,I sell 7080 with SL20 and profit 20.

I tried various thread in Traderji to get similar kind of AFL, I could not find one, could you please share the link if its is already available? or help me out to get this AFL?

Thanks
Regards
Varman.
 
Last edited:
Any help from Senior ,
Please make Manual trendline breakout afl the logic is simple ,I draw a Manaul line can be horizontal line , trangle line trendline , I name it Buy Line (blue colour) , Sell Line ( Red Colour ) , target price , stoploss , Trailing stoploss , Have Latest match price on Chart , Trailing stoploss when profit only (true/False), Trailing step , .will be appreciated ... for Amibroker 5.6 and over Thanks
 

pratapvb

Well-Known Member
Dear Friends,

I am very much new to AMIbroker.
I have been in a search of an AFL like below concept which I have been trading in the past 18 months. I need to backtest,finetune, improve etc.etc...

My trading revolve around round numbers in Nifty like 7000, 7050,7100.

Example :

In a downtrend from 7050 to 7000 I buy around 7020 with 20 SL and 20 profit booking.

Like in an uptrend from 7050 to 7100,I sell 7080 with SL20 and profit 20.

I tried various thread in Traderji to get similar kind of AFL, I could not find one, could you please share the link if its is already available? or help me out to get this AFL?

Thanks
Regards
Varman.
in uptrend why are you looking to sell ... in downtrend why are you looking to buy...ride the trend you will make much more money that way

this way is more like a path to DOOM
 
in uptrend why are you looking to sell ... in downtrend why are you looking to buy...ride the trend you will make much more money that way

this way is more like a path to DOOM
Its really amazing that I get Reply from Expert Like you,

After earning sizable amount from Investing in stock market for 10 years I quite My Engineering job 2 years back to become Full time trader.

But I have very little idea about Programmes, Backtesting, etc..so I've been testing with real Money so far, I tried some Indicator based System, which made only loss. after reading Decision Points from NiftyNirvana,My thought process entirely changed.
and I am trying various Idea using These Decision Points but I wanted to Backtest before going Live.

If I get skeleton Programme Like What I asked or What you suggested,I could edit the programme with various combination for backtesting and repost result here in this forum.

If you feel I am in a wrong path Please correct me, as even after 2 years I am still struggling to find a profitable strategy. ( but I don't want to quit as I would like to trade till I die and also no problem with Money as I am making good money by investing).
 

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