How to import tick data into Amibroker?

0 votes
asked Jul 25 in Data sources by Eduardo

The Import Wizard only has OHLC data fields, however my database is TICK BY TICK, where no such thing exists. In other words, Amibroker should be able to recognize this and then calculate the individual candles as needed. I just downloaded the trial version and I'm frustrated. Thank you.

1 Answer

0 votes
answered Jul 26 by fxshrat (1,200 points)

Instead of claiming incorrect things as a complete newbie you should rather read the documentation on Asciii import.

OHLC on tick data are all equal. All you need is setting price field of importer to Close if importing tick data.Candles are created automatically if setting to different intervals within AmiBroker. And if importing all ticks you should set $TICKMODE command to 1.

Also another incorrect claim is that Ascii importer only has OHLC fields to be importable. Seriously ATM you are insulting intelligence of people being much more competent than you are.

https://www.amibroker.com/guide/d_ascii.html

https://www.amibroker.com/guide/w_impwizard.html

http://www.amibroker.com/kb/2016/01/23/how-to-create-custom-import-definition-for-ascii-importer/

commented Jul 26 by anonymous
I don't think this is a matter of competence, but rather experience with Amibroker. If I said I just downloaded Amibroker of course I'm a newbie, but that doesn't make me incompetent.

I read your links, thanks for the help. It solved my issues, although I still hold my comment on Amibroker only accepting OHLC. Having to repeat prices on tick data is just a workaround to me and something that's consuming extra computing resources it wouldn't need to be using. It would be best to have a tick database with only tick price.
commented Jul 26 by fxshrat (1,200 points)
edited Jul 26 by fxshrat
"... although I still hold my comment on Amibroker only accepting OHLC. Having to repeat prices on tick data is just a workaround"

You have no idea what you are talking about.

Repeating prices? What does that mean even?

And yes, it is a matter of competence. Yours is at zero level mixed with big chunk of ignorance. You are proving it with every post.
commented Jul 26 by fxshrat (1,200 points)
" It would be best to have a tick database with only tick price!"

If you import tick data you have a tick data database then. Oh man, are you for real or just major troll?
commented Jul 26 by anonymous
edited Jul 26
"Repeating prices" mean having to call tick price as O, H, L and C. The tick price is neither of those, it's just a tick price. OHLC prices are references in time or price level (such as in Renko charts), depending on the type of candle you're referring to.

Tick prices on the other hand are just tick prices, by definition they don't correlate to OHLC. They can be used to calculate OHLC prices when you aggregate them, but it's a misconception to call them that way.

I think you need to study a little more instead of offending people that came here for help.
commented Jul 26 by anonymous
I will not add to this thread as this has become non productive and I don't want to waste my precious time with a fanboy.
commented Jul 27 by fxshrat (1,200 points)
edited Jul 27 by fxshrat
There is nothing repeated and nothing is called as O, H, L C.
O, H, L, C are just price fields. You could call it w, x,y,z.
C is close of the bar or "current" price. Got nothing to do with time.
(And FYI, you could store tick prices to Aux fields of AmiBroker too). It is just fields to store data to.

Tick price is just another stored bar. At 1-tick interval it is just one price level. If changing interval to lower granularity then bar is formed by multiple tick prices. If a bar of lower granularity (ie. 1-min bar) is just formed by one tick price then it is OHLC being equal there too.

And if you have just one price per day at i.e. at time 09:10:01.001 and no other trade price for that sample day then it is a bar with OHLC being equal at every interval since it is just one price per day in that example. It is just the same bar on every interval 1-tick, 1min, 5min, 1 hour, 1-day. OHLC being equal on every interval.

Even tradestation are saying at 1-tick OHLC are equal.
http://help.tradestation.com/09_01/tradestationhelp/charting_definitions/tick_bar.htm

It is bar with just one price level.

You are just trying to argue because you had no idea how to import 1-tick price data into AmiBroker (and possibly still don't have).
commented Jul 27 by fxshrat (1,200 points)
Import example:

If you have a file with following format
i.e. one sample line of a 1-tick data file:
Date,Time,Tick,Volume
2017-07-26,09:00:01.145,1234.25,300
....,....,....,....,....
etc.

Then proper sample import format is

# Format definition file generated automatically
# by AmiBroker's ASCII Import Wizard
$FORMAT Date_YMD, Time, Close, Volume
$SKIPLINES 1
$SEPARATOR ,
$CONT 1
$GROUP 255
$AUTOADD 1
$DEBUG 1
$TICKMODE 1

I don't know where you see any repeating prices or steps having to be called. (???) It is just one import process per file to one price field and one volume field.
commented Jul 29 by fxshrat (1,200 points)
edited Jul 29 by fxshrat
BTW here is another one for you:

https://www.sierrachart.com/index.php?page=doc/TickbyTickDataConfiguration.php

Read point 12. carefully.

They say:

" You can confirm this by seeing that the Open, High, Low, and Close values for each BAR are the SAME."

But of course ALL the others are wrong and you are right.
commented Aug 10 by Eduardo
In reality what you're saying is that I can import tick data as close prices only. When "$TICKDATA 1" is used I then suppose Amibroker ignores O, H and L to compose bars, so I'd get 3 extra fields to import other information I get from my data provider. Is that correct? Thank you.
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