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Yes, i
have checked that too: it is properly set. Besides, the descrepancy varies from
+/- 0-20 ct, 60% of the prices ARE exactly right. This suggests that it is
a difference between the data sources, not the way i program it or set it
up.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Perhaps somebody can run the code down below and verify
independently...
<FONT face=Arial color=#0000ff
size=2>
My
trigger levels are very precise and if they are off even a few cents
this can make the difference between going short or long :-) ofcourse...
the difference could turn out to be to my advantage but it is too early to
tell.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxx]Sent: Monday, March 15, 2004 12:28
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your Esignal data match your QP2 data???Importance:
High
<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
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Send BUG REPORTS to
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suggest@xxxxxxxxxxxxx-----------------------------------------Post
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href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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