Amibroker- need help!

W

wally_

Here is what I have been trying to do (see the picture attached).

I have been trying to import an intraday 15 min ES data for some study. Well, in Wealth-Lab I would not even know that one could have a problem with that (yes, I did that using a trial version of WL), but since I own Amibroker and not WL I decided to finally use it for some more time-consuming studies. And I cannot, because I am simply stuck at the very start!!

As you can see from the picture attached, Amibroker interprets the intraday bars as daily bars and takes the time of the last bar (usually at 1600) as the daily high. Yet, the format (see the picture) of the data file seems to be correct, so I am really dumbfounded by this strange thing.

Thanks for any help.
 

Attachments

Is the base time interval for your database also set to 15min? I'm not sure, but it might help.

Quote from wally_:

Here is what I have been trying to do (see the picture attached).

I have been trying to import an intraday 15 min ES data for some study. Well, in Wealth-Lab I would not even know that one could have a problem with that (yes, I did that using a trial version of WL), but since I own Amibroker and not WL I decided to finally use it for some more time-consuming studies. And I cannot, because I am simply stuck at the very start!!

As you can see from the picture attached, Amibroker interprets the intraday bars as daily bars and takes the time of the last bar (usually at 1600) as the daily high. Yet, the format (see the picture) of the data file seems to be correct, so I am really dumbfounded by this strange thing.

Thanks for any help.
More...
 
Quote from paradox:

Is the base time interval for your database also set to 15min? I'm not sure, but it might help.

More...

Thanks for enlightening me. Where do I set this up? Had no idea I was supposed to bother with the time interval for a database.
 
Wally,

When you first set up a new data base you have a setting for EOD, Hourly. etc... Set it up for 15 min. Then import your data and all should be fine.

ntfs
 
Quote from paradox:

It's under file->database settings.
More...

Thanks, it did help. I appreciate it. Now, is there any way to get 30 min bars out of these 15 min bars without switching to Wealth-Lab where I could do it without asking a question like that? I am serious because I don't see a 30 min time frame on the menu.

TIA.
 
Add it to
tools->preference->intraday->custom time intervals

Quote from wally_:



Thanks, it did help. I appreciate it. Now, is there any way to get 30 min bars out of these 15 min bars without switching to Wealth-Lab where I could do it without asking a question like that? I am serious because I don't see a 30 min time frame on the menu.

TIA.
More...
 
Quote from paradox:

Add it to
tools->preference->intraday->custom time intervals
More...

Wow! Thanks again, next time you are in LA, I will buy you a beer.
:D
 
Not everything went as well as I was hoping.

See the picture again, this time AB created some ghost data that was not in the data file I have used. The data I have used start on 9/12/02, yet the software shows some earlier dates. Now, that's too weird for me. Anyone wants to guess what went wrong?

BTW, the data for 9/10/02 is actually the data for 10/09/02, so this program does some strange things. I guess, this can be a bug, anyone else noticed that?

TIA.
 

Attachments

Hello,

First of all PLEASE use regular ways to obtain support for amibroker:
either send an e-mail to support@amibroker.com
or ask at AmiBroker mailing list
http://www.egroups.com/messages/amibroker/

Posting AmiBroker questions here is bad idea because I don't look at these boards at all therefore the information you get is not as quick and complete as it would be if you contact the support.
(I have learned about your post
only because someone pointed me to it on the mailing list).

Second thing: if you have problems with intraday imports send the file to me and I will tell you exactly step by step how to import it.

There is no known problem with ASCII importer.

So to solve your particular case:
a) check if you define OHLC fields order correctly in Import Wizard
b) check the dates/time in data file (and if they are or are not time shifted)
c) check if you have proper base time interval in File->Database Settings
d) check File->Database Settings->Intraday Settings: Time Shift field. You may need to set it to ZERO and re-import.
 
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