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Re: [amibroker] AmiBroker 4.52.0 BETA released



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<FONT face=Arial color=#0000ff 
size=2>Herman,
check 
the settings in file/ database/interday and check that your trading day settings 
are correct. You may be seeing trading activity before/after the 
bell...
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Herman van den Bergen 
[mailto:psytek@xxxxxxxx]Sent: Monday, March 15, 2004 12:09 
PMTo: AmiBrokerSubject: [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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