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RE: [amibroker] Fast Track Users Group in Raleigh, NC



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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 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>
                  
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                      <TD class=xl33 
                       
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                        <FONT 
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                        <FONT 
                        size=2>eSignal-RT
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                      width=184 colSpan=4>
                        <FONT 
                        size=2>eSignal-EOD
                      <TD class=xl29 
                       
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                        <FONT 
                        size=2>%Error
                    
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                        9:30
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                      x:num="23.75">
                        $23.75
                      <TD class=xl36 
                       
                      x:num="24">
                        $24.00
                      <TD class=xl36 
                       
                      x:num="23.6">
                        $23.60
                      <TD class=xl36 
                       
                      x:num="23.78">
                        $23.78
                      <TD class=xl37 
                       
                      x:num="23.67">
                        $23.67
                      <TD class=xl37 
                       
                      x:num="23.99">
                        $23.99
                      <TD class=xl37 
                       
                      x:num="23.6">
                        $23.60
                      <TD class=xl37 
                       
                      x:num="23.73">
                        $23.73
                      <TD class=xl31 
                       
                      x:num="-3.3684210526314651E-3" x:fmla="=(G9/C9-1)">
                        -0.34%
                      <TD class=xl31 
                       
                      x:num="-4.166666666667318E-4" x:fmla="=(H9/D9-1)">
                        -0.04%
                      <TD class=xl31 
                       
                      x:num="0" x:fmla="=(I9/E9-1)">
                         
                      <TD class=xl31 
                       
                      x:num="-2.102607232968956E-3" x:fmla="=(J9/F9-1)">
                        -0.21%
                    
                      <TD class=xl33 
                       
                      height=17>
                        <FONT 
                        size=2>AAPL
                      <TD class=xl35 
                       
                      x:num="38030.395833333336">
                        2/13/2004 
                        9:30
                      <TD class=xl36 
                       
                      x:num="23.73">
                        $23.73
                      <TD class=xl36 
                       
                      x:num="24.1">
                        $24.10
                      <TD class=xl36 
                       
                      x:num="22.83">
                        $22.83
                      <TD class=xl36 
                       
                      x:num="22.99">
                        $22.99
                      <TD class=xl37 
                       
                      x:num="23.85">
                        $23.85
                      <TD class=xl37 
                       
                      x:num="24.1">
                        $24.10
                      <TD class=xl37 
                       
                      x:num="22.83">
                        $22.83
                      <TD class=xl37 
                       
                      x:num="23">
                        $23.00
                      <TD class=xl31 
                       
                      x:num="5.0568900126422012E-3" x:fmla="=(G10/C10-1)">
                        0.51%
                      <TD class=xl31 
                       
                      x:num="0" x:fmla="=(H10/D10-1)">
                         
                      <TD class=xl31 
                       
                      x:num="0" x:fmla="=(I10/E10-1)">
                         
                      <TD class=xl31 
                       
                      x:num="4.349717268379294E-4" x:fmla="=(J10/F10-1)">
                        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)">
                        -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)">
                        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)">
                        -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)">
                        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)">
                        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)">
                        -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)">
                        -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)">
                        -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)">
                        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)">
                        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)">
                        -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 
  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 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
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