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



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Tomasz,

So would it be nice to have a function that let us allow to fixup the
history of all tickers in a row ?
Maybe similar as backfil all tickers with automatic analysis.
I have 4 GB Download limit, so i have no problem with the transfer
amount and would be happy when i can be sure to have correct quotes.


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



On Wed, 9 Jul 2003 16:46:07 +0200
"Tomasz Janeczko" <amibroker@xxxxxx> wrote:

> 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 Janeczko
> amibroker.com
> 	----- Original Message ----- 
> 	From: Jayson 
> 	To: amibroker@xxxxxxxxxxxxxxx 
> 	Sent: Wednesday, July 09, 2003 3:13 PM
> 	Subject: RE: [amibroker] Where can I select "remove price spikes"
> 	
> 	
> 	Tomasz,
> 	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 
> 	-----Original Message-----
> 	From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> 	Sent: Wednesday, July 09, 2003 3:21 AM
> 	To: amibroker@xxxxxxxxxxxxxxx
> 	Subject: 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 Janeczko
> 	amibroker.com
> 		----- Original Message ----- 
> 		From: Jayson 
> 		To: amibroker@xxxxxxxxxxxxxxx 
> 		Sent: Wednesday, July 09, 2003 6:34 AM
> 		Subject: RE: [amibroker] Where can I select "remove price spikes"
> 		
> 		
> 		Thomas,
> 		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 
> 		-----Original Message-----
> 		From: Thomas Zmuck [mailto:thomas.zm@xxxxxx]
> 		Sent: Tuesday, July 08, 2003 6:29 PM
> 		To: amibroker@xxxxxxxxxxxxxxx
> 		Subject: 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 not
> 		good.
> 		
> 		The other question is naturally what is a failure quote and what is a
> 		real quote.
> 		Some price spikes are very large and some not.
> 		
> 		Maybe the EOD - solution  is the better way :-)
> 		
> 		-- 
> 		Thomas Zmuck <thomas.zm@xxxxxx>
> 		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>
> 		> > http://www.tradingbasis.com 
> 		> > 
> 		> > 
> 		> > 
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> 		> -- 
> 		> Thomas Zmuck <thomas.zm@xxxxxx>
> 		> http://www.tradingbasis.com 
> 		> 
> 		> 
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