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Vertigo_1985

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We are exporting data from excel to a text file and importing it into AMI at specified refresh period. Excel accepts time up to a second so we can export as fast as one second. For every tick, we will have to ask excel to export on change in sheet. The code will differ.

DDE may be able to take each and every tick. However, DDE is dead technology. Soon you will discover the problems of DDE.

Each and every tick is required if you have automated your trading and your program is doing scalping in the market. Otherwise, in my opinion 3 second tick is sufficient for normal trading.
Amibroker shows the last quote in second time band for local databases (mentioned in their site). So even though you are sending from excel at every second only the last data within that 5 second time band will be stored. So if there are 3 quotes in a 5 second time band then only last one will be stored and first 2 will be discarded (though they will be visible for that moment).
For local database it uses only one quote to make a candle so no use of sending more than one in 5 second.
What problems can i face in DDE ? Can you tell me more?

Regards
 

josh1

Well-Known Member
Amibroker shows the last quote in second time band for local databases (mentioned in their site). So even though you are sending from excel at every second only the last data within that 5 second time band will be stored. So if there are 3 quotes in a 5 second time band then only last one will be stored and first 2 will be discarded (though they will be visible for that moment).
For local database it uses only one quote to make a candle so no use of sending more than one in 5 second.
What problems can i face in DDE ? Can you tell me more?

Regards
It is not like that. It stores data as per base time interval. If you have set it to tick, it will store every tick. However, when two ticks have same time, it will store the last tick received. If you send 1 tick per second, it will store 60 ticks in one minute and your 1 min candle will be aggregate of those ticks.

DDE is dead technology and Microsoft abandoned it since Excel 2002 when they created RTD. Even Tomasz Janekzo, developer of AMIBroker recognised that in his article on DDE. If you want to know problems of DDE search in Traderji's forums, you will get it.

You may purchase professional version of AMIBroker since that supports RTD. You can have tick data directly from your data feed in that case without going thru excel. Provided you are able to code AFL.
 

Vertigo_1985

Well-Known Member
It is not like that. It stores data as per base time interval. If you have set it to tick, it will store every tick. However, when two ticks have same time, it will store the last tick received. If you send 1 tick per second, it will store 60 ticks in one minute and your 1 min candle will be aggregate of those ticks.

DDE is dead technology and Microsoft abandoned it since Excel 2002 when they created RTD. Even Tomasz Janekzo, developer of AMIBroker recognised that in his article on DDE. If you want to know problems of DDE search in Traderji's forums, you will get it.

You may purchase professional version of AMIBroker since that supports RTD. You can have tick data directly from your data feed in that case without going thru excel. Provided you are able to code AFL.
Maybe because i am having pirated version of amibroker that's why its not storing in 1 second. Which version are you using ? and how much minimum time difference is between two successive quotes in your amibroker (symbol, quote editor) ?
Can you suggest article to read more about how to use RTD ?

Regards
 

josh1

Well-Known Member
Maybe because i am having pirated version of amibroker that's why its not storing in 1 second. Which version are you using ? and how much minimum time difference is between two successive quotes in your amibroker (symbol, quote editor) ?
Can you suggest article to read more about how to use RTD ?

Regards
Just google and you will get it. You can also see this
http://social.msdn.microsoft.com/search/en-us?query=RTD
 
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