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

["Herman van den Bergen" <psytek@xxxxxxxx>]

D, You 
mean you don't use RT or EOD anymore or you found another data provider? Or did 
you give up on trading?  ;-)
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>herman

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: dingo 
  [mailto:dingo@xxxxxxxxxxxx]Sent: Monday, March 15, 2004 12:25 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Does your eSignal data match your QP2 data???Importance: 
  High
  <FONT face=Arial 
  color=#0000ff size=2>Not sure this will help but I tried a similar thing 
  several months ago and found big errors in the data supplied by eSig.  
  One such error was a gap in the data several months back for 
  IBM of all things. I couldn't believe that it hadn't been 
  corrected.  I started finding a lot of other things and got frustrated 
  and gave up.
  <FONT face=Arial 
  color=#0000ff size=2> 
  <FONT face=Arial 
  color=#0000ff size=2>d
  
    
    
    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 
    suggest@xxxxxxxxxxxxx-----------------------------------------Post 
    AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: 
    <A 
    href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
    group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    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 
    group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    


Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


ADVERTISEMENT












Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/ 
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx 
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.