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Sounds
like what i am trying to do....seeking EOD enhancement by way of RT data. It has
to work, I won't give up as easy as that !
<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 2:06
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your eSignal data match your QP2 data???Importance:
High
<FONT face=Arial
color=#0000ff size=2>I was trying to use eSignal to see if I could have a RT
provider and do EOD trading with it and experiment with intraday stuff.. It
got to be a mess as stated so I dropped it and continue to use TC2k for EOD
trading.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
<FONT face=Arial
color=#0000ff size=2>
From: Herman van den
Bergen [mailto:psytek@xxxxxxxx] Sent: Monday, March 15, 2004 2:00
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your eSignal data match your QP2 data???
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
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