Re: [amibroker] Does your eSignal data match your QP2 data???

["ed" <ed2000nl@xxxxxxx>]

I think eSignal also incorporates after hours 
trading. So your daily charts (eSignal) will include the afterhours trading (and 
pre hours trading). QP2 will not have these data ofcourse.
 
Or is this not what you mean?
 
rgds, Ed
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Herman van den 
  Bergen 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">AmiBroker 
  Sent: Monday, March 15, 2004 6:09 
PM
  Subject: [amibroker] Does your eSignal 
  data match your QP2 data???
  
  <SPAN 
  class=531415316-15032004>Hello,
  <SPAN 
  class=531415316-15032004> 
  I run both eSignal 
  and QP2 data and am porting some mature QP2 EOD code to eSignal to 
  see if it can be enhanced with RT data. Before changing any code I wanted 
  to confirm identical EOD performance in both data environments, I found 
  huge discrepancies. Comparing daily OHLC prices derived from eSignal RT data 
  with OHLC data from QuotePlus I found that taking a Random 20-day sample 
  showed 38% disagreement between the two data sources. Now the question arises 
  as to which is the correct one?
  <SPAN 
  class=531415316-15032004> 
  If you have both 
  data sources please let me know if you have noticed this discrepancy. I used 
  the following code snippets to illustrate this problem. I used two separate AB 
  instances; one configured for eSignal and one for QuotePlus. Perhaps I am 
  doing something wrong....I hope so!
  <SPAN 
  class=531415316-15032004> 
  Many thanks for 
  any comments you can make,
  <SPAN 
  class=531415316-15032004>Herman.
  <SPAN 
  class=531415316-15032004> 
  // Exploration Run 
  on QP2Buy=Sell=Short=Cover=0;Filter = 
  1;AddColumn(O,"O",1.2);AddColumn(H,"H",1.2);AddColumn(L,"L",1.2);AddColumn(C,"C",1.2);
  <SPAN 
  class=531415316-15032004> 
  // Real time 
  Exploration Run on eSignalOt= TimeFrameGetPrice("O", inDaily);Ht = 
  TimeFrameGetPrice("H", inDaily);Lt = TimeFrameGetPrice("L", 
  inDaily);Ct = TimeFrameGetPrice("C", inDaily);Vt = 
  TimeFrameGetPrice("V", inDaily);
  <SPAN 
  class=531415316-15032004>Buy=Sell=Short=Cover=0;Filter = TimeNum() == 
  093000;AddColumn(Ot,"O",1.2);AddColumn(Ht,"H",1.2);AddColumn(Lt,"L",1.2);AddColumn(Ct,"C",1.2);Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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