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[amibroker] Re: IQFeed Problem; Open & Low = O for last day



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[<FONT 
face=Tahoma color=#000000>global_investor ] it 
would indeed be an interesting feature to combine an intradaydatabase with 
an EoD (timeframe daily) database.
<SPAN 
class=359221710-19042004> 
<SPAN 
class=359221710-19042004>Something like this is now possible using Dingo's 
script, just run it once after your daily data download and it will add EOD 
stocks to your RT data base. You access these stocks with Foreign() type 
functions. Dingo posted the code about a week ago.
<SPAN 
class=359221710-19042004> 
<SPAN 
class=359221710-19042004>herman.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: global_investor 
  [mailto:independent_opinion@xxxxxxx]Sent: Monday, April 19, 2004 
  6:06 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  Re: IQFeed Problem; Open & Low = O for last 
  day--- In amibroker@xxxxxxxxxxxxxxx, "Brian R." 
  <brian@xxxx> wrote:> Hi Ed,> > I did some testing 
  of IQFeed used with AmiBroker (AB).> > 1) You cannot create more 
  than one unique database in AB as long as > the database accesses 
  IQFeed. This means you have to choose between > a unique EOD database, 
  or a unique intraday database, but not both > (and I am not suggesting 
  combining these two databases into a single > database, 
  here).It's a little bit difficult to understand what you exactly mean 
  here.One of Amibroker's strengths actually is the ability to run 
  multipleAB instances simultaneously, while different AB instances could 
  accessdifferent databases.> 2) I tried using a free Lycos 
  EOD feed to use with a unique EOD > database in AB, but as long as I 
  have created a unique intraday > database in AB setup to use IQFeed, I 
  cannot access the Lycos feed > for EOD data. It may work the first 
  time, but if you shut down and > try it again, it will not work the 
  second time.> > 3) IQFeed is limited to 35,000 1-minute bars 
  (24 days) or 1,000 > daily bars (choose one of these, or choose hourly, 
  15-minute, > weekly, etc.). The 24 days worth of 1-minute data makes it 
  difficult > to use 200-day or 50-day MAs (not enough data). Since you 
  cannot use > an EOD database alongside an intraday database, you 
  essentially > cannot do any reasonable EOD indicator analysis if you 
  already have > created a unique intraday database.  In essence, 
  the best approach > seems to be to use 1-hour or 15-minute data, 
  although that may be > too confining as well.it would 
  indeed be an interesting feature to combine an intradaydatabase with an 
  EoD (timeframe daily) database.    For example, tocalculate 
  indicators based on daily data (for which long histories areavailable) and 
  then display these indicators in an intraday chart, oruse them in a 
  trading system with intraday data.But this would require a redesign of 
  certain parts of the Amibrokerarchitecture, I suppose.   
  > > 4) I created a unique AB EOD database with IQFeed, using 
  200 > symbols. I created another AB intraday database with IQFeed, 
  using > 300 different symbols (200 + 300 = 500 max symbols in IQFeed). 
  Since > IQFeed does not allow multiple databases, the test 
  failed.I don't fully understand your point here.  As far as the 
  problem youdescribed in one of your previous posts is concerned (Open 
  & Low = 0,when base interval of IQFeed database is daily), it 
  obviously appearsto be a bug in Amibroker's IQFeed plugin, and NOT a 
  problem IQFeed isresponsible for.> > All of this left me 
  with a bad taste in my mouth. First off, I can't > believe none of this 
  has been previously documented, anywhere, by > the IQFeed service. 
  Well, I sent a bug report regarding the EoD problem to TJ already 
  acouple of weeks ago.  So we can only hope that TJ fixes the bug in 
  theIQFeed plugin.> In addition, IQFeed's DLL files have a 
  tendency > to corrupt AB when you test certain data scenarios. This 
  means > repeatedly uninstalling, and then reinstalling AB and related 
  > components, in order just to test the limitations of IQFeed. 
  cannot confirm this.> Nevermind losing all of your custom 
  charts and layouts in the > process, since a full AB reinstall (i.e., a 
  complete deletion of the > previous install) won't understand your 
  backup chart and layout > files for whatever reason (someone smoking 
  too much crack?).> > I feel IQFeed is probably a good deal for 
  the money, but without > proper documentation the service is a complete 
  and absolute waste of > time. If everyone has to go through what I just 
  went through to > understand the real limitations of the service when 
  it's used with > AB, there are going to be a lot of ticked off IQFeed 
  customers. one of IQFeed's biggest weaknesses, in my opinion, is the 
  data qualityissue, given that the intraday (backfill) data is unfiltered 
  andcontains many bad ticks.   I opened a thread on this topic 
  atElitetrader.com some time ago:<A 
  href="">http://www.elitetrader.com/vb/showthread.php?s=&threadid=29282While 
  I know that many IQFeed users fully agree with me and would liketo see 
  improvements (e.g. implementation of optional filters),  mostusers 
  are unfortunately passive and don't voice their opinions.It would 
  clearly be helpful if more users (both IQFeed customers andprospects) 
  express their interest in the improvement of IQFeed's badtick 
  problem.  A simple one-liner, e.g. "I'd like to see theimplementation 
  of optional filters, too" would help.The more users demonstrate their 
  interest, the higher priority thistopic is assigned by 
  IQFeed/DTN.Unfortunately, I'm not based in the U.S., but instead in a 
  non-Englishspeaking European country, so the easiest thing for me is to 
  open athread on this topic, ie. communicate in writing.   It 
  would be farmore difficult for me to call IQFeed or the developers by 
  telephoneand propose possible solutions or persuade them to assign a 
  higherpriority to the bad tick problem.> Spending the $100 or 
  $150 a month for eSignal (500 symbols) is > probably entirely worth it, 
  based on what I am finding with IQFeed. > Well, I think that 
  eSignal would not solve all your problems either. For example, combination 
  of intraday data with longer histories ofdaily data wouldn't be possible 
  either, unless the Amibrokerarchitecture gets 
  changed/redesigned.Send BUG REPORTS to 
  bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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