Amibroker for Forex

jahan

Well-Known Member
#11
His data provider mentioned in first post does provide bid/ask data. So you totally missed the point (if I may say once again).

Yes, you are here because you have limited knowledge. That also means taking care and avoiding to state your own false facts (made out of thin air).
Hi to all,
I have a problem when I run backtest in Amibroker For forex EurUsd.
1) Ask Price : I have downloaded data by Tick Data Downloader... I have imported 1 minute Bar...but my data has only Bid Price... How Can I consider also ask Price?? So When I buy I use askPrice and when I sell I use bidPrice.
2) I want to include the concept of spread in my backtest...1-2 pips of spread per trade.
3)I want to include the concept of slippagein my backtest...I want to add 1-2 pips of slippage for trade
4)Is it Possible loading Tick Data in AmiBroker by Tick Data Downloader??? How Can I do it?

If I want to use Amibroker for Forex I must include concepts of : spread, slippage, ask Price, bid Price...otherwise the rusults are distorted

Thanks to all.
Hello,

pls read the bold line before comment....he is telling that he has only BidPrice... i know ur a genious in Amibroker Programming...thanks for ur kind comments..now i know that what is out of thin air.

Regards,
 

trash

Well-Known Member
#12
Hello,

pls read the bold line before comment....he is telling that he has only BidPrice... i know ur a genious in Amibroker Programming...thanks for ur kind comments..now i know that what is out of thin air.

Regards,
Because he don't know how to import both from Tick Data downloader. And that program provides both ones.

Read bold ones.

Hi to all,
I have a problem when I run backtest in Amibroker For forex EurUsd.
1) Ask Price : I have downloaded data by Tick Data Downloader... I have imported 1 minute Bar...but my data has only Bid Price... How Can I consider also ask Price?? So When I buy I use askPrice and when I sell I use bidPrice.
2) I want to include the concept of spread in my backtest...1-2 pips of spread per trade.
3)I want to include the concept of slippagein my backtest...I want to add 1-2 pips of slippage for trade
4)Is it Possible loading Tick Data in AmiBroker by Tick Data Downloader??? How Can I do it?

If I want to use Amibroker for Forex I must include concepts of : spread, slippage, ask Price, bid Price...otherwise the rusults are distorted

Thanks to all.
 

trash

Well-Known Member
#13
The 455th quality trash post with real facts in a sea of nonsense (deeper than Mariana Trench).

Bid/ask data import and processing perfectly possible incl. milli, micro seconds info.
Damn.

 
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jahan

Well-Known Member
#14
Because he don't know how to import both from Tick Data downloader. And that program provides both ones.

Read bold ones.
Hello,

i don't know about Tick data.....if u carefully read his entire post....he is willing to use askprice but he has only Bidprice...so i have given him an near to fair solution by including it in brokerage...i know its not perfect but it's fair...what i expected from u is..how we can use/implement by giving an example....anyway
i agree that ur correct and iam wrong...thanks

Regards,
 

trash

Well-Known Member
#15
Hello,

i don't know about Tick data.....if u carefully read his entire post....he is willing to use askprice but he has only Bidprice...so i have given him an near to fair solution by including it in brokerage...i know its not perfect but it's fair...what i expected from u is..how we can use/implement by giving an example....anyway
i agree that ur correct and iam wrong...thanks

Regards,

Once again he doesn't know how to import both bid and ask. Tick Data Downloader automatically downloads bid and ask data in tick format. So if he writes that he only has bid data available then that is a wrong assumption resulting from missing knowledge (well, he would just have to look at settings window etc).

As aside ...
You would only use 1min data in some crappy programs like Metatrader anyway which can not process available tick data by default. That's why 1-min and other bar time settings are additionally provided and created by that program (Tick Data downloader) in addition to tick data (because MT4 is one target program. *ouch*).

You wouldn't use bid ask data with highest granularity being 1-min (but only if i.e. you work on entry/exit at open/close of bar). With a proper program you would use tick data right away once it is offered and would create other intervals within that program itself if needed.

The fact that majority of people like crap just like as many people like to eat crap offered by McDonalds and co. probably is the reason why such kiddy stuff like MT4 is advertised and targeted by Tick Data Downloader. It can only meant to be a joke calling a data software "Tick Data downloader" and at same time targeting another program not being able to handle that data properly. Quite funny, I have to say.

And just another quality fact in 456th quality trash post....
Processing tick data in AB analysis using some useless hourly MA dummy system executed from highest granularity.



I'm just waiting for the next post(s) elsewhere saying "But..", "not perfectly possible", "not exactly", "not possible at all" and the like. I guess, those ones refer to other programs then.

EDIT: corrected picture
 
Last edited:
#16
Hi to all,
Thank you Trash for your answears... I have bid and ask tick data but I don't know how to import them in Amibroker...I have just imported them whith import wizard and this settings :

YMD TIME Close Aux1 Volume Aux2

and everything is ok..thank you.
Now I use these data in this way :

SetTradeDelays(0,0,0,0);
SetOption("PriceBoundChecking",FALSE);
BuyPrice = Aux1;
SellPrice = Close;
ShortPrice = Close;
CoverPrice = Aux1;


But Now I have a problem with daily data compression...The TimeZone used is GMT (UTC) so when I want to see "daily timeFrame" I see 3-4 hours of trading on Sunday bar and I want to see only 5 days at week.

I post the question in another Thread called : Amibroker and daylight saving please give me some advise about the way I can manage the daily compression in correct way.

Thanks to all.
Bye.
 

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