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<FONT face=Arial
color=#0000ff size=2>That's what Don Quixote used say, isn't
it?
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Lots of luck to ya, duude!
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Keep us/me posted.
<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 2:11
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your eSignal data match your QP2 data???
<FONT face=Arial color=#0000ff
size=2>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???
<FONT face=Arial color=#0000ff
size=2>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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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
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