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Re: [amibroker] Where can I select "remove price spikes"



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Jayson,
 
No, I am saying that streaming data can contain bad ticks in 
any RT vendor.
But... some RT data vendors correct bad ticks later 
and corrections appear in their historical data servers.
So if you click 'fixup history', AmiBroker backfills given 
symbol again and corrections are retrieved.
 
Other RT data vendors do not correct bad ticks at all and they 
are all present in their historical servers.
In this case backfilling again would not help because 
historical server still consists bad ticks.
The only option is to post-process data, however this process 
can be done correctly only on TICK historical data.
Applied on 1-minute data is far from being 
accurate.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Jayson 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, July 09, 2003 3:13 
  PM
  Subject: RE: [amibroker] Where can I 
  select "remove price spikes"
  
  <SPAN 
  class=395510813-09072003>Tomasz,
  <SPAN 
  class=395510813-09072003>During the day when a bad tick goes through I find 
  that using fix up can correct the error after less than one 5 minute 
  bar....... are you saying that if I am patient the tick will fix itself or are 
  you speaking to EOD data?
   
  Regards, 
  Jayson 
  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Tomasz Janeczko 
  [mailto:amibroker@xxxxxx]Sent: Wednesday, July 09, 2003 3:21 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  Where can I select "remove price spikes"
  Jayson,
   
  eSignal FIXES bad ticks on historical servers that's why it 
  works for eSignal.
   
  Best regards,Tomasz Janeczkoamibroker.com
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    <A title=jcasavant@xxxxxxxxxxx 
    href="">Jayson 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Wednesday, July 09, 2003 6:34 
    AM
    Subject: RE: [amibroker] Where can I 
    select "remove price spikes"
    
    <SPAN 
    class=426363204-09072003>Thomas,
    <SPAN 
    class=426363204-09072003>FWIW I find very few such spikes with Esignal and 
    the fix up works well most of the time for the occasional 
    spike..
     
    Regards, 
    Jayson 
    <FONT face=Tahoma 
    size=2>-----Original Message-----From: Thomas Zmuck 
    [mailto:thomas.zm@xxxxxx]Sent: Tuesday, July 08, 2003 6:29 
    PMTo: <A 
    href="">amibroker@xxxxxxxxxxxxxxxSubject: 
    Re: [amibroker] Where can i select "remove price 
    spikes"Jayson,yes, principle it would be a 
    way, but not in my case.Almost every ticker has spikes and a lot of them 
    very extreme.I have started today with my iqfeed trial but at the 
    moment it looks notgood.The other question is naturally what is 
    a failure quote and what is areal quote.Some price spikes are very 
    large and some not.Maybe the EOD - solution  is the better way 
    :-)-- Thomas Zmuck <thomas.zm@xxxxxx><A 
    href="">http://www.tradingbasis.com 
    On Tue, 8 Jul 2003 15:14:33 -0400"Jayson" 
    <jcasavant@xxxxxxxxxxx> wrote:> how about symbol/quote 
    editor??> > Regards,> Jayson > -----Original 
    Message-----> From: Thomas Zmuck [mailto:thomas.zm@xxxxxx]> 
    Sent: Tuesday, July 08, 2003 3:10 PM> To: 
    amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Where can i 
    select "remove price spikes"> > > Hi Jayson,> 
    > yes, i know that but on some tickers there are still price spikes 
    and i> remember that there was such an option.> > 
    > On Tue, 8 Jul 2003 15:06:46 -0400> "Jayson" 
    <jcasavant@xxxxxxxxxxx> wrote:> > > Thomas,> 
    > RT click the plug in indicator (bottom RT of screen) then choose "Fix 
    up History for symbol".....> > > > Regards,> > 
    Jayson > > -----Original Message-----> > From: Thomas 
    Zmuck [mailto:thomas.zm@xxxxxx]> > Sent: Tuesday, July 08, 2003 
    2:49 PM> > 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>> > <A 
    href="">http://www.tradingbasis.com > 
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