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RE: [amibroker] Where can i select "remove price spikes"


  • To: <amibroker@xxxxxxxxxxxxxxx>
  • Subject: RE: [amibroker] Where can i select "remove price spikes"
  • From: "Bob Jagow" <bjagow@xxxxxxxxxxx>
  • Date: Tue, 8 Jul 2003 16:32:50 -0700
  • In-reply-to: <20030709002207.EFD1.THOMAS.ZM@aon.at>

PureBytes Links

Trading Reference Links

This type of error [a gigantic hi or low shadow], which is by far the most
prevalent, would be especially easy to filter out.
QQQ tends to be pretty spiky on both Datek-fed QT and IQFeed.

Your time scale sure has problems BTW.

Bob

-----Original Message-----
From: Thomas Zmuck [mailto:thomas.zm@xxxxxx]
Sent: Tuesday, July 08, 2003 3:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Where can i select "remove price spikes"


Hi Bob,

Probably i have seen it on quotetracker ( i have seen it yet at the
quotetracker software).

Do you have also such extreme spikes on a lot of tickers as i ?
Please compare it with my snapshot of ticker PDLI


Thanks for your help

--
Thomas Zmuck <thomas.zm@xxxxxx>
http://www.tradingbasis.com



On Tue, 8 Jul 2003 12:23:22 -0700
"Bob Jagow" <bjagow@xxxxxxxxxxx> wrote:

> It's never existed for IQFeed, Thomas, perhaps you were thinking of
> QTracker's 'Spike Removal'.
> Using IQFeed, the price spikes are often sufficiently annoying that
routing
> it through QT [IQFeed->QT-> AB] is preferable.
>
> You can use Symbol|Quote Editor but it's not a satisfactory solution IMO.
> I've asked TJ to add  price-spike filtering for IQFeed via  jscript or
> Database Purify.
>
> QTracker's 'Spike Removal' would be a good model BTW; not only is its
> 'Delete highest/lowest point in view/all day' very useful, but also price
> [and volume] filter percentages are settable under preferences.
>
> Bob
>
>
>
>
> -----Original Message-----
> From: Thomas Zmuck [mailto:thomas.zm@xxxxxx]
> Sent: Tuesday, July 08, 2003 11:49 AM
> To: Amibroker US - Group
> Subject: [amibroker] Where can i select "remove price spikes"
>
>
> Hello,
>
> i can't find the option to undisplay price-spikes in intraday charts.
> Is this no more available ?
>
> Can someone tell it me please.
>
> Thank you !
>
> --
> Thomas Zmuck <thomas.zm@xxxxxx>
> http://www.tradingbasis.com
>
>
>
>
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