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Dale,
eSignal and all other real time vendors always have two
servers and two *different* data sets:
intraday and EOD. Hence the difference. If you set "BASE TIME
INTERVAL" to EOD then data
are retrieved from EOD server. If it is set to any intraday
interval then data are retrieved from
intraday server. Responses of both servers are DIFFERENT
because NOT all trades (ticks) account to EOD OHLC
bars as per (for example) nasdaq regulations.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 16, 2004 4:23
PM
Subject: RE: [amibroker] Does your
eSignal data match your QP2 data???
<FONT face=Arial
color=#0000ff size=2>TJ:
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>In Herman's response to this post he said that he did
what you suggest below and the EOD's matched. When you do the set
up as described below does AB take the real time data and do the
coversion to EOD? If so how do you do it? If not do you get some other
feed from eSignal?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Thanks!
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Monday, March 15, 2004 4:45
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Does your eSignal data match your QP2
data???
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
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