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No
that is not the case, I prefiltered pre/after hours and set all options
correctly.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>h
<FONT face=Tahoma
size=2>-----Original Message-----From: ed
[mailto:ed2000nl@xxxxxxx]Sent: Monday, March 15, 2004 12:14
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Does your eSignal data match your QP2 data???Importance:
High
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
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