RE: [amibroker] Does your Esignal data match your QP2 data???

["Jayson" <jcasavant@xxxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Herman,
but 
have you checked the start end times in the interday database settings? If they 
are incorrect then AB does not know when pre/after hours actually 
occur...
 
Regards, 
Jayson 
<FONT face=Tahoma 
size=2>-----Original Message-----From: Herman van den Bergen 
[mailto:psytek@xxxxxxxx]Sent: Monday, March 15, 2004 12:21 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
Does your eSignal data match your QP2 data???
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 
    BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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