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<FONT face=Arial
color=#0000ff>Thanks for the tip on using scans
from different data sources...
<FONT face=Arial
color=#0000ff><SPAN
class=093003422-15032004>
[Ron] <FONT
size=3>I don't know how you wanted to enhance your EOD
data.
<FONT face=Arial
size=2>
You
misunderstood me, I don't want to enhance the 'data' quality, I want to enhance
my EOD system performance using RT data and that will certainly be
possible. If you are a short term trader (1-3 day trades) you need real
time data to optimize your limits, stops, and targets. You cannot
optimize those using EOD for the simple reason that EOD data does not
tell you which comes first the High or the Low, or how many ups and downs there
were between the Open and the Close.
<FONT face=Arial color=#0000ff
size=2>
Stops
assume that the adverse excursion comes first and take you out of the
market. Similarly, profit stops assume that the favorable excursion comes first
and gives you unreal profits. In long term systems this effect is not as great
and may be ignored. Now if you use both types of stops and add Limit orders to
that, well you got a real mixed bag of possibilities and there is no real
way to know what is going on.
<FONT
color=#0000ff><FONT
face=Arial><SPAN
class=093003422-15032004>
<SPAN
class=093003422-15032004>best regards,
<SPAN
class=093003422-15032004>herman.<SPAN
class=093003422-15032004>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: mrdavis9
[mailto:mrdavis9@xxxxxxxxxx]Sent: Monday, March 15, 2004 4:59
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Does your eSignal data match your QP2 data???Importance:
High
I don't know how you wanted to enhance your EOD
data.
For what its worth,I accidentally found a way to get a
lot more buy possibilities. I can run an exploration on MSO
EOD data ($149.95/year, and a free trial is available)
in my desktop, and then I run the exact same
exploration on TC2k EOD in my notebook.
The bulk of the Buy Candidates
that they find are the same, but they each also find Buy candidates
that the other failed to find.
I have checked both
databases, and have found that usually both databases do have
the symbols that they missed. I have no idea why this
happens, but it is nice to have a larger number of buy possibilities.
Ron D
<A
href="">http://www.msodata.com/
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, March 15, 2004 1:13
PM
Subject: RE: [amibroker] Does your
eSignal data match your QP2 data???
<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: <A
href="">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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