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

["Tomasz Janeczko" <amibroker@xxxxxx>]

Herman,
 
Did you do what I suggested ? I.e. creating eSignal database 
with base time interval set to "EOD (daily)" ?
Best regards,Tomasz Janeczkoamibroker.com
<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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