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<FONT face=Arial
color=#0000ff size=2>H:
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>I'd be interested in what you do as a final solution on
this.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Also, are you trading your EOD signals
presently?
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Tuesday, March 16, 2004 3:14
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your Esignal data match your QP2 data???
<FONT face=Arial color=#0000ff
size=2>Thank you Tomasz, if indeed your solution gives a better
match then this is a big step forward, I found differences as high as
0.9% in my first sample of only 20 bars and the differences covered
each of OHLC. Yes i have the Esignal app installed and will check it out,
however I may just have to go my own way on this problem and that is
OK.
<FONT face=Arial color=#0000ff
size=2>
wrt
to system sensitivity (thank you for the warning), i was wondering how long it
would take for somebody to bring that up ;-) But this is altogether
another topic with probably as many views as we have traders :-)
<FONT face=Arial color=#0000ff
size=2>
I
appreciate you taking the time to look into the EOD/RT data
problem,
best
regards,
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Tuesday, March 16, 2004 2:26
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Does your Esignal data match your QP2
data???Importance: High
Herman,
One off-side comment: if the system is so
sensitive that 0.04%...0.15% difference in daily prices makes it non-working
it may be extremely risky to trade it.
As for the plugin:
I have just made the experiment and modified the
plugin so it does not get Form-T records. Unfortunatelly
some differences in data still remain.
Do you have eSignal own app installed ? You may take a
look at hourly chart and see that close of last hourly
bar in a day not always equals to close of daily bar.
Let's take a look at AAPL yesterday 3/15 in eSignal's own
application:
Daily Close 26.45 <>
Close of last hourly bar (15:00-16:00)
26.48
The difference is 0.03 (0.11%)
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 16, 2004 7:49
PM
Subject: RE: [amibroker] Does your
Esignal data match your QP2 data???
<FONT face=Arial color=#0000ff
size=2>Tomasz, I recognize there may not be an easy way and it is not your
responsibility to solve it; it will be up to the individual user to
develop a custom solution.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>The problem faced is simply that many traders have designed and
traded systems using standard EOD data for years, systems that may not (in
my case they do not) work with RT-Compressed data. This
is a problem of the times and i am not blaming anybody for
it.
<FONT face=Arial color=#0000ff
size=2>
<SPAN
class=453413718-16032004>I posted my solution last week wrt
another topic: I will run two instances of AB (RT&EOD) and
share an information file between them. Not a nice solution but i cannot
think of a better one. Perhaps we could spawn an EOD AmiBroker
version from an RT AmiBroker version and pass data from one to the
other...
<SPAN
class=453413718-16032004>
<SPAN
class=453413718-16032004>Best regards,
<SPAN
class=453413718-16032004>Herman.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Tahoma
size=2>-----Original Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Tuesday, March 16, 2004 1:29
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Does your Esignal data match your QP2
data???Importance: High
Hello,
Of course it is possible - using time-compressed
data.
But we should agree that daily data created by
compression of intraday data
are perfectly valid - in fact they represent
_ALL_ actual trades.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
dingo
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 16, 2004
7:14 PM
Subject: RE: [amibroker] Does
your Esignal data match your QP2 data???
<FONT
face=Arial color=#0000ff size=2>So, in your opinion is it possible to
do what Herman is trying to do ie work on intraday stops, etc but use
EOD signals?
<FONT
face=Arial color=#0000ff size=2>
<FONT
face=Arial color=#0000ff size=2>d
From: Tomasz Janeczko
[mailto:amibroker@xxxxxx] Sent: Tuesday, March 16, 2004
1:05 PMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
Re: [amibroker] Does your Esignal data match your QP2
data???
Herman,
This would lead to much bigger problems than you
think. Now daily (compressed) data in intraday database match
intraday data.
This allows to use multiple time frames and price
levels in different time frames match each other.
With your suggestion implemented you will
have daily data that do not match intraday data. In other
words
your single formula would operate
on different data and generate different signals.
Right now if you calculate highest from intraday
it is also highest from daily (compressed) data.
With your approach this would not work.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van
den Bergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 16, 2004
5:50 PM
Subject: RE: [amibroker] Does
your Esignal data match your QP2 data???
<FONT face=Arial color=#0000ff
size=2>Thank you Tomasz and others for all your comments
however I really think i understand ALL the issues and i am
NOT arguing with any of them. The problem has been confirmed: I am
not seeking an explanantion; i am seeking a practical
solution.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>The differences appear in all price fields (OHLC) and seem
to exceed that which may be caused by Form-T trades so there is no
garantee that adding a Form-T filter would solve the problem.
If it is an easy test we could try but perhaps the effort would be
better spend on development of a function that allows us to access
both the eSignal EOD and eSignal RT DB from the same code. I know
this will introduce other problems however i think we can code
around those.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Best regards,
<FONT face=Arial color=#0000ff
size=2>herman
<FONT
face=Tahoma size=2>-----Original Message-----From:
Tomasz Janeczko [mailto:amibroker@xxxxxx]Sent:
Tuesday, March 16, 2004 11:11 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Does your Esignal data match your QP2
data???Importance: High
Herman,
TimeFrameGetPrice as any other timeframe funciton
COMPRESSES data.
In your case it creates DAILY bars from intraday data.
Those intraday data contain
ALL trades, while EOD records published by NASDAQ do NOT
include all trades.
Hence the difference.
As Jayson pointed out this is by nasdaq regulation and you
may only wish NOT to receive Form-T
in intraday data - this is doable but would require
changing the plugin to REMOVE Form-T records
from intraday data.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman
van den Bergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, March 16,
2004 5:03 PM
Subject: RE: [amibroker]
Does your Esignal data match your QP2 data???
<FONT face=Arial
color=#0000ff size=2>Hello Jayson, I think everybody misses
the point.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>As my subject line indicates I
found a significant difference between eSignal/QP2 EOD
and eSignal RT data. Initially this was denied, now it is
explained.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>The point I made and that is missed
by most readers remains exactly the same: the data differs
significantly and you cannot convert short term EOD systems to
RT and expect the same results. BTW, I trade NASDAQ
exclusively and wouldn't think of changing, also pre/after
hours data is NOT included in the
comparison.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>AmiBroker does not let you access
separate EOD and RT databases from one program (as far as I
know) so it is impossible to convert complicated code that
took years to develop and is based on EOD-quality data to an
RT environment. This means that EOD short-term
traders will not be able to optimize Stops,
Targets and Limit orders with adding RT data; using that type
of orders will give you unrealistic results in EOD
backtesting. The only solution i can think of is
to maintain two databases and develop some form of
communication between the RT and EOD instances of AB
(Composites don't work because they reside in different
DBs).
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>After going around in circles a few times
my original question has been answered: eSignal RT OHLC
data retrieved using <FONT color=#0000ff
size=2>TimeFrameGetPrice() is NOT the same as eSignal
or QP2 EOD OHLC data. The reason for this is
irrelevant, the fact stands and causes problems in system
design and conversion from EOD to RT. Now that this has been
confirmed I have to find a way to work around/with
it.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Thank you for your comments
Jason,
<FONT face=Arial
color=#0000ff size=2>best regards,
<FONT face=Arial
color=#0000ff size=2>herman.
<FONT
face=Tahoma size=2>-----Original
Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxx]Sent: Tuesday,
March 16, 2004 10:11 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your Esignal data match your QP2
data???Importance: High
<FONT face=Arial
color=#0000ff size=2>Herman,
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>I think Tomasz hit the nail on the
head. Are you finding the errors to be in Nasdaq stocks
only? You will not match exactly RT and EOD because of
nasdaq rules. But the real question is, are they errors? I
would say no, they are accurate reflections of the nasdaq
rules. RT data by design is a zoomed in snapshot of what
actually occurred during the trading day and does in fact
include trades that the EOD numbers do not see. Did those
trades not happen? Of course they did and of course they
will be reflected in the decisions of RT traders during the
after hours session and again tomorrow in the pre market.
Personally I hate the pre and after markets as they just
muddy of the waters but nasdaq has them and if you plan to
trade RT data you have to learn to live with it. An
alternative would be to avoid the Nasdaq stocks for your
system testing
<FONT face=Arial color=#0000ff
size=2>Regards,
Jayson
<FONT
face=Tahoma size=2>-----Original
Message-----From: Herman van den Bergen
[mailto:psytek@xxxxxxxx]Sent: Tuesday, March 16,
2004 9:13 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Does your eSignal data match your QP2
data???
<FONT face=Arial
color=#0000ff size=2><SPAN
class=796213912-16032004><FONT face=Arial color=#0000ff
size=2>see also my inline response to
Tomasz...
<FONT face=Arial
color=#0000ff size=2><SPAN
class=796213912-16032004>
<FONT face=Arial
color=#0000ff size=2><SPAN
class=796213912-16032004>I challenge anybody
to produce code that extracts EOD OHLC prices from
eSignal RT that "reasonable accurate" matches either eSignal
EOD or QP2 data. <SPAN
class=796213912-16032004><FONT face=Arial color=#0000ff
size=2>Considering the trend of EOD traders moving into RT
this is an important topic; nobody wants to throw out
working EOD trading systems that took years to develop; the
idea is to improve existing EOD systems with RT data,
not to start from scratch developing new
systems.
<FONT face=Arial
color=#0000ff size=2> <SPAN
class=796213912-16032004><FONT face=Arial color=#0000ff
size=2>
<FONT
face=Arial>The TimeFrameGetPrice() doesn't seem
to help here (see code posted
earlier). We
may need a way to switch from eSignal RT or
eSignal EOD on the fly. The only alternative I
see is to run two AB instances and use custom
files to share data between them. This means forever
synchronizing two code versions for each system, maintain
two databases, and develop additional data-sharing code. All
this work is a very discouraging thought. If you have a
better idea I'd like to hear from
you.
<SPAN
class=796213912-16032004>
If somebody
proves me wrong (wouldn't be the first time) I will humbly
and publicly post a retraction and
apology.
<SPAN
class=796213912-16032004>
<SPAN
class=796213912-16032004>best
regards,
<SPAN
class=796213912-16032004>herman
<SPAN
class=796213912-16032004> <FONT
color=#0000ff size=2><SPAN
class=796213912-16032004>
<TABLE
cellSpacing=0 cellPadding=0 width=700 border=0 x:str>
<COL
width=46>
<COL
width=94>
<COL
span=8 width=46>
<COL
span=4 width=48>
<TD class=xl32
width=46 height=17>
<TD class=xl33
width=94>
<FONT
size=2>
<TD class=xl25
width=184 colSpan=4>
<FONT
size=2>eSignal-RT
<TD class=xl22
width=184 colSpan=4>
<FONT
size=2>eSignal-EOD
<TD class=xl29
width=192 colSpan=4>
<FONT
size=2>%Error
<TD class=xl33
height=17>
<FONT
size=2>Ticker
<TD class=xl33
>
<FONT
size=2>Date/Time
<TD class=xl34
>
<FONT
size=2>O
<TD class=xl34
>
<FONT
size=2>H
<TD class=xl34
>
<FONT
size=2>L
<TD class=xl34
>
<FONT
size=2>C
<TD class=xl28
>
<FONT
size=2>O
<TD class=xl28
>
<FONT
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<TD class=xl28
>
<FONT
size=2>L
<TD class=xl28
>
<FONT
size=2>C
<TD class=xl30
>
<FONT
size=2>O
<TD class=xl30
>
<FONT
size=2>H
<TD class=xl30
>
<FONT
size=2>L
<TD class=xl30
>
<FONT
size=2>C
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38021.395833333336">
2/4/2004
9:30
<TD class=xl36
x:num="22">
$22.00
<TD class=xl36
x:num="22.09">
$22.09
<TD class=xl36
x:num="21.7">
$21.70
<TD class=xl36
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$21.78
<TD class=xl37
x:num="22">
$22.00
<TD class=xl37
x:num="22.09">
$22.09
<TD class=xl37
x:num="21.7">
$21.70
<TD class=xl37
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$21.79
<TD class=xl31
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<TD class=xl31
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<FONT
size=2>0.05%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
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x:num="38022.395833333336">
2/5/2004
9:30
<TD class=xl36
x:num="21.82">
$21.82
<TD class=xl36
x:num="22.91">
$22.91
<TD class=xl36
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$21.81
<TD class=xl36
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$22.42
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$21.82
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$22.91
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$21.81
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<FONT
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<FONT
size=2>AAPL
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2/6/2004
9:30
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$22.45
<TD class=xl36
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$22.89
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$22.40
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$22.70
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$22.45
<TD class=xl37
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$22.89
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$22.40
<TD class=xl37
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$22.71
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<TD class=xl31
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<FONT
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<FONT
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2/9/2004
9:30
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$22.62
<TD class=xl36
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$22.86
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$22.86
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$22.67
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<FONT
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2/10/2004
9:30
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$22.63
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$23.12
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$23.03
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$22.62
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$23.12
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$22.44
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$22.98
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-0.04%
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2/11/2004
9:30
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$23.12
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$23.87
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$23.05
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$23.80
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$23.09
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$23.87
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$23.05
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$23.80
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<FONT
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$23.73
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2/13/2004
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<TD class=xl31
x:num="4.349717268379294E-4" x:fmla="=(J10/F10-1)">
<FONT
size=2>0.04%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38034.395833333336">
2/17/2004
9:30
<TD class=xl36
x:num="23.15">
$23.15
<TD class=xl36
x:num="23.49">
$23.49
<TD class=xl36
x:num="23.1">
$23.10
<TD class=xl36
x:num="23.17">
$23.17
<TD class=xl37
x:num="23.1">
$23.10
<TD class=xl37
x:num="23.49">
$23.49
<TD class=xl37
x:num="23.1">
$23.10
<TD class=xl37
x:num="23.16">
$23.16
<TD class=xl31
x:num="-2.1598272138227959E-3" x:fmla="=(G11/C11-1)">
-0.22%
<TD class=xl31
x:num="0" x:fmla="=(H11/D11-1)">
<TD class=xl31
x:num="0" x:fmla="=(I11/E11-1)">
<TD class=xl31
x:num="-4.315925766077422E-4" x:fmla="=(J11/F11-1)">
<FONT
size=2>-0.04%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38035.395833333336">
2/18/2004
9:30
<TD class=xl36
x:num="23.05">
$23.05
<TD class=xl36
x:num="23.44">
$23.44
<TD class=xl36
x:num="23.05">
$23.05
<TD class=xl36
x:num="23.25">
$23.25
<TD class=xl37
x:num="23.18">
$23.18
<TD class=xl37
x:num="23.44">
$23.44
<TD class=xl37
x:num="23.05">
$23.05
<TD class=xl37
x:num="23.26">
$23.26
<TD class=xl31
x:num="5.6399132321041101E-3" x:fmla="=(G12/C12-1)">
0.56%
<TD class=xl31
x:num="0" x:fmla="=(H12/D12-1)">
<TD class=xl31
x:num="0" x:fmla="=(I12/E12-1)">
<TD class=xl31
x:num="4.3010752688177334E-4" x:fmla="=(J12/F12-1)">
<FONT
size=2>0.04%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38036.395833333336">
2/19/2004
9:30
<TD class=xl36
x:num="23.28">
$23.28
<TD class=xl36
x:num="23.64">
$23.64
<TD class=xl36
x:num="22.43">
$22.43
<TD class=xl36
x:num="22.49">
$22.49
<TD class=xl37
x:num="23.31">
$23.31
<TD class=xl37
x:num="23.64">
$23.64
<TD class=xl37
x:num="22.41">
$22.41
<TD class=xl37
x:num="22.47">
$22.47
<TD class=xl31
x:num="1.2886597938144284E-3" x:fmla="=(G13/C13-1)">
0.13%
<TD class=xl31
x:num="0" x:fmla="=(H13/D13-1)">
<TD class=xl31
x:num="-8.9166295140430396E-4" x:fmla="=(I13/E13-1)">
-0.09%
<TD class=xl31
x:num="-8.8928412627831133E-4" x:fmla="=(J13/F13-1)">
<FONT
size=2>-0.09%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38037.395833333336">
2/20/2004
9:30
<TD class=xl36
x:num="22.49">
$22.49
<TD class=xl36
x:num="22.51">
$22.51
<TD class=xl36
x:num="22.21">
$22.21
<TD class=xl36
x:num="22.38">
$22.38
<TD class=xl37
x:num="22.5">
$22.50
<TD class=xl37
x:num="22.51">
$22.51
<TD class=xl37
x:num="22.21">
$22.21
<TD class=xl37
x:num="22.4">
$22.40
<TD class=xl31
x:num="4.4464206313921117E-4" x:fmla="=(G14/C14-1)">
0.04%
<TD class=xl31
x:num="0" x:fmla="=(H14/D14-1)">
<TD class=xl31
x:num="0" x:fmla="=(I14/E14-1)">
<TD class=xl31
x:num="8.9365504915095428E-4" x:fmla="=(J14/F14-1)">
<FONT
size=2>0.09%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38040.395833333336">
2/23/2004
9:30
<TD class=xl36
x:num="22.45">
$22.45
<TD class=xl36
x:num="22.5">
$22.50
<TD class=xl36
x:num="21.89">
$21.89
<TD class=xl36
x:num="22.1">
$22.10
<TD class=xl37
x:num="22.45">
$22.45
<TD class=xl37
x:num="22.46">
$22.46
<TD class=xl37
x:num="21.89">
$21.89
<TD class=xl37
x:num="22.19">
$22.19
<TD class=xl31
x:num="0" x:fmla="=(G15/C15-1)">
<TD class=xl31
x:num="-1.777777777777767E-3" x:fmla="=(H15/D15-1)">
-0.18%
<TD class=xl31
x:num="0" x:fmla="=(I15/E15-1)">
<TD class=xl31
x:num="4.0723981900452344E-3" x:fmla="=(J15/F15-1)">
<FONT
size=2>0.41%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38041.395833333336">
2/24/2004
9:30
<TD class=xl36
x:num="22.11">
$22.11
<TD class=xl36
x:num="22.74">
$22.74
<TD class=xl36
x:num="22">
$22.00
<TD class=xl36
x:num="22.37">
$22.37
<TD class=xl37
x:num="22.14">
$22.14
<TD class=xl37
x:num="22.74">
$22.74
<TD class=xl37
x:num="22">
$22.00
<TD class=xl37
x:num="22.36">
$22.36
<TD class=xl31
x:num="1.3568521031208647E-3" x:fmla="=(G16/C16-1)">
0.14%
<TD class=xl31
x:num="0" x:fmla="=(H16/D16-1)">
<TD class=xl31
x:num="0" x:fmla="=(I16/E16-1)">
<TD class=xl31
x:num="-4.4702726866341358E-4" x:fmla="=(J16/F16-1)">
<FONT
size=2>-0.04%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38042.395833333336">
2/25/2004
9:30
<TD class=xl36
x:num="22.2">
$22.20
<TD class=xl36
x:num="22.9">
$22.90
<TD class=xl36
x:num="22.19">
$22.19
<TD class=xl36
x:num="22.82">
$22.82
<TD class=xl37
x:num="22.22">
$22.22
<TD class=xl37
x:num="22.9">
$22.90
<TD class=xl37
x:num="22.21">
$22.21
<TD class=xl37
x:num="22.81">
$22.81
<TD class=xl31
x:num="9.009009009008917E-4" x:fmla="=(G17/C17-1)">
0.09%
<TD class=xl31
x:num="0" x:fmla="=(H17/D17-1)">
<TD class=xl31
x:num="9.0130689499767769E-4" x:fmla="=(I17/E17-1)">
0.09%
<TD class=xl31
x:num="-4.3821209465388922E-4" x:fmla="=(J17/F17-1)">
<FONT
size=2>-0.04%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38043.395833333336">
2/26/2004
9:30
<TD class=xl36
x:num="22.81">
$22.81
<TD class=xl36
x:num="23.18">
$23.18
<TD class=xl36
x:num="22.8">
$22.80
<TD class=xl36
x:num="23.11">
$23.11
<TD class=xl37
x:num="22.84">
$22.84
<TD class=xl37
x:num="23.18">
$23.18
<TD class=xl37
x:num="22.8">
$22.80
<TD class=xl37
x:num="23.04">
$23.04
<TD class=xl31
x:num="1.3152126260411734E-3" x:fmla="=(G18/C18-1)">
0.13%
<TD class=xl31
x:num="0" x:fmla="=(H18/D18-1)">
<TD class=xl31
x:num="0" x:fmla="=(I18/E18-1)">
<TD class=xl31
x:num="-3.0289917784509512E-3" x:fmla="=(J18/F18-1)">
<FONT
size=2>-0.30%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38044.395833333336">
2/27/2004
9:30
<TD class=xl36
x:num="22.96">
$22.96
<TD class=xl36
x:num="24.02">
$24.02
<TD class=xl36
x:num="22.95">
$22.95
<TD class=xl36
x:num="23.9">
$23.90
<TD class=xl37
x:num="22.96">
$22.96
<TD class=xl37
x:num="24.02">
$24.02
<TD class=xl37
x:num="22.95">
$22.95
<TD class=xl37
x:num="23.92">
$23.92
<TD class=xl31
x:num="0" x:fmla="=(G19/C19-1)">
<TD class=xl31
x:num="0" x:fmla="=(H19/D19-1)">
<TD class=xl31
x:num="0" x:fmla="=(I19/E19-1)">
<TD class=xl31
x:num="8.3682008368213268E-4" x:fmla="=(J19/F19-1)">
<FONT
size=2>0.08%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38047.395833333336">
3/1/2004
9:30
<TD class=xl36
x:num="24.1">
$24.10
<TD class=xl36
x:num="24.3">
$24.30
<TD class=xl36
x:num="23.87">
$23.87
<TD class=xl36
x:num="24">
$24.00
<TD class=xl37
x:num="24.09">
$24.09
<TD class=xl37
x:num="24.3">
$24.30
<TD class=xl37
x:num="23.87">
$23.87
<TD class=xl37
x:num="24.02">
$24.02
<TD class=xl31
x:num="-4.1493775933620913E-4" x:fmla="=(G20/C20-1)">
-0.04%
<TD class=xl31
x:num="0" x:fmla="=(H20/D20-1)">
<TD class=xl31
x:num="0" x:fmla="=(I20/E20-1)">
<TD class=xl31
x:num="8.3333333333324155E-4" x:fmla="=(J20/F20-1)">
<FONT
size=2>0.08%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38048.395833333336">
3/2/2004
9:30
<TD class=xl36
x:num="24">
$24.00
<TD class=xl36
x:num="24.1">
$24.10
<TD class=xl36
x:num="23.8">
$23.80
<TD class=xl36
x:num="23.83">
$23.83
<TD class=xl37
x:num="24">
$24.00
<TD class=xl37
x:num="24.1">
$24.10
<TD class=xl37
x:num="23.77">
$23.77
<TD class=xl37
x:num="23.81">
$23.81
<TD class=xl31
x:num="0" x:fmla="=(G21/C21-1)">
<TD class=xl31
x:num="0" x:fmla="=(H21/D21-1)">
<TD class=xl31
x:num="-1.2605042016806678E-3" x:fmla="=(I21/E21-1)">
-0.13%
<TD class=xl31
x:num="-8.3927822073015523E-4" x:fmla="=(J21/F21-1)">
<FONT
size=2>-0.08%
<TD class=xl33
height=17>
<FONT
size=2>AAPL
<TD class=xl35
x:num="38049.395833333336">
3/3/2004
9:30
<TD class=xl36
x:num="23.6">
$23.60
<TD class=xl36
x:num="24.19">
$24.19
<TD class=xl36
x:num="23.6">
$23.60
<TD class=xl36
x:num="23.89">
$23.89
<TD class=xl37
x:num="23.6">
$23.60
<TD class=xl37
x:num="24.19">
$24.19
<TD class=xl37
x:num="23.6">
$23.60
<TD class=xl37
x:num="23.92">
$23.92
<TD class=xl31
x:num="0" x:fmla="=(G22/C22-1)">
<TD class=xl31
x:num="0" x:fmla="=(H22/D22-1)">
<TD class=xl31
x:num="0" x:fmla="=(I22/E22-1)">
<TD class=xl31
x:num="1.2557555462537895E-3" x:fmla="=(J22/F22-1)">
<FONT
size=2>0.13%
<FONT
face=Tahoma size=2>-----Original
Message-----From: Tomasz Janeczko
[mailto:amibroker@xxxxxx]Sent: Tuesday, March
16, 2004 4:15 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Does your eSignal data match your QP2
data???Importance: High
<FONT face=Tahoma
size=2> Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
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Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
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href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
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