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



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<FONT face=Arial color=#0000ff 
size=2>Tomasz,
Re the 
built-in spike filter, what about "this process can be done correctly only on 
TICK historical data. 
Applied on 1-minute data 
is far from being accurate.<SPAN 
class=958373916-11072003>"?
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Although that was why I asked about the tick-based 
DLL, your answer seems to raise further concerns about the viability of 
this feed vs.. eSignal.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Bob
<FONT face=Arial color=#0000ff 
size=2> -----Original 
Message-----From: Tomasz Janeczko 
[mailto:amibroker@xxxxxx]Sent: Friday, July 11, 2003 1:32 
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
Where can I select "remove price spikes"

  Hello,
   
  1. They are developing a bad tick filter at IQFeed now. From 
  what I have heard it should be ready in 3 months.
  There will be a built-in spike removal tool in AB 
  sooner.
   
  2. No time estimate right now, but please note that tick 
  mode is used only for tick, 5-sec and 15-sec intervals
  only. Data for minute intervals are retrieved already 
  time-compressed from the IQFeed server and then
  you have no access to tick data. Switching to historical 
  tick server is not an option in that case because instead of 120 
  days
  bacfill you will get only few and *much* 
slower.
   
  Best regards,Tomasz Janeczkoamibroker.com
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    Bob Jagow 
    
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Friday, July 11, 2003 5:51 
    AM
    Subject: RE: [amibroker] Where can I 
    select "remove price spikes"
    
    <FONT face=Arial color=#0000ff 
    size=2>Where does that say about IQFeed, Tomasz?
    <FONT face=Arial color=#0000ff 
    size=2>When can we expect a tick-based DLL?
    <FONT face=Arial color=#0000ff 
    size=2> 
    <FONT face=Arial color=#0000ff 
    size=2>Bob
    <FONT face=Arial color=#0000ff 
    size=2> 
    <FONT face=Arial color=#0000ff 
    size=2> 
    <FONT face=Arial color=#0000ff 
    size=2> 
    
      <FONT face=Tahoma 
      size=2>-----Original Message-----From: Tomasz Janeczko 
      [mailto:amibroker@xxxxxx]Sent: Wednesday, July 09, 2003 7:46 
      AMTo: <A 
      href="">amibroker@xxxxxxxxxxxxxxxSubject: 
      Re: [amibroker] Where can I select "remove price 
      spikes"
      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: 
        <A title=jcasavant@xxxxxxxxxxx 
        href="">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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