ADE - useless for tick charts ?

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syswizard
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ADE - useless for tick charts ?

Postby syswizard » 09 Nov 2020

I've been reading the documentation carefully and noticed this:
The data for a particular symbol and bar interval is stored in a sub-map, which in ADE is called a DataMap. A DataMap contains the following elements:
• A list of numeric Bar IDs (calculated as Date + Time / 10000). Each Bar ID identifies a bar by its date and time. Thus, any two bars that close at the same date and time will have the same Bar ID (even if they have different bar intervals).
• A list of numbers for each kind of data that you add to the map.
• A BarMap that associates each Bar ID with its index in the list. This allows ADE to find the index for any Bar ID so that it can look up the corresponding data in any of the lists.

The Bar ID when traced for a nnn tick chart looks like this:
Date=1201109.00 Time= 1410 Time_s=141025 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.025
Date=1201109.00 Time= 1410 Time_s=141025 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.025
Date=1201109.00 Time= 1410 Time_s=141026 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.026
Date=1201109.00 Time= 1410 Time_s=141029 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.029
Date=1201109.00 Time= 1410 Time_s=141030 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.030
Date=1201109.00 Time= 1410 Time_s=141034 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.034
Date=1201109.00 Time= 1410 Time_s=141039 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.039
Date=1201109.00 Time= 1410 Time_s=141043 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.043
Date=1201109.00 Time= 1410 Time_s=141048 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.048
Date=1201109.00 Time= 1410 Time_s=141059 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.059
Date=1201109.00 Time= 1411 Time_s=141111 Date+Time/10000=1201109.141 Date+Time_s/1000=1201250.111
Note that the Bar ID (Date+Time/10000) is not unique for each bar.
However, Date+Time_s/1000 is unique.

This appears to render the use of ADE Barmaps for tick charts useless. Am I right ?

I guess the issue comes down to this: Does the Bar ID have to be unique ? Or will ADE sequence duplicate Bar ID's properly ?

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TJ
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Re: ADE - useless for tick charts ?

Postby TJ » 09 Nov 2020

ADE does not work on sub-minute bars.

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Re: ADE - useless for tick charts ?

Postby TJ » 09 Nov 2020

You need the Type Zero Library.


But it's been a long time; I haven't tested it on the MC64.

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Re: ADE - useless for tick charts ?

Postby syswizard » 09 Nov 2020

Never mind.....I finally discovered the TYPEZERO bar.
I have to admit that ADE is pretty powerful.

TJ - I have an ADE setup.exe file dated 2006. Does that version support 64 bit Windows ?

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Re: ADE - useless for tick charts ?

Postby Smoky » 11 Nov 2020

I plan to make my own backtest tick by tick with TYPEZERO library on RENKO charts.

i can write file with OHLC class but i can't read it with PL, the .csv file is ok i can read it with excel.

did someone have some help files on this library ?

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Re: ADE - useless for tick charts ?

Postby syswizard » 11 Nov 2020

Yeah, and I too am having the same problem implementing the TypeZero.lib.
It seems like the documentation on this just abruptly ended early in the PDF file....LOL.
I tried to get on the TS forum to get some hints on this, but I could not without a brokerage account.
Know of any TS users ?


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