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Speaking of which, why hasn't AB farmed this out to a group of
developers in India already?? They could probably get a high-end
IQFeed.DLL with a filter for data spikes, for under US$5K. That
should be worth its weight in gold to AB, from a product sales
standpoint.
~Brian
--- In amibroker@xxxxxxxxxxxxxxx, "Brian R." <brian@xxxx> wrote:
> I don't want to go into too much detail but I think one of the key
> points I was trying to make is that since AB does not allow the
> combining of intraday and EOD data into a single unique dtabase,
the
> natural workaround is to have two unique, ***SEPARATE*** databases
> available -- one EOD and one intraday. These are then accessed by
> opening two different instances of AB at the same time.
>
> The IQFeed.DLL plugin does not allow the use of two unique,
SEPARATE
> databases within AB at the same time. This is probably a bug in
the
> DLL, and not a bug in AB.
>
> As far as product marketing goes, the development of a bug-free
> IQFeed.DLL should be the collaborative effort of both AB and
IQFeed
> developers, together. Both products have to gain by doing this. So
> it is beyond me why such limited support exists for certain, low-
> cost datafeeds. From the AB angle, you would think they would be
hot
> on it and realize this spells **free easy money** when they go out
> of their way to support the cheapest (and still reliable) data
feeds
> for their product.
>
> I guess that's why I get paid so much damn money for doing the
> marketing that I do. I might just take it for granted because I've
> been doing it so long.
>
> Thanks everyone for your posts. I am off to research other data
> feeds now.
>
> If you recommend I research something in particular, now is a good
> time to let me know about it. Frankly, I'm not too thrilled about
> paying $100 or $150 to eSignal for a database IQFeed supplies for
> $50. All because of a DLL file. It would be cheaper for me to hire
a
> developer to fix the damn DLL file on my own than to pay eSignal
> that much money over a long period of time.
>
> Thanks again,
>
> Brian
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "global_investor"
> <independent_opinion@xxxx> wrote:
> > --- 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
> multiple
> > AB instances simultaneously, while different AB instances could
> access
> > different 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 intraday
> > database with an EoD (timeframe daily) database. For example,
to
> > calculate indicators based on daily data (for which long
histories
> are
> > available) and then display these indicators in an intraday
chart,
> or
> > use them in a trading system with intraday data.
> >
> > But this would require a redesign of certain parts of the
Amibroker
> > architecture, 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
> you
> > described in one of your previous posts is concerned (Open & Low
=
> 0,
> > when base interval of IQFeed database is daily), it obviously
> appears
> > to be a bug in Amibroker's IQFeed plugin, and NOT a problem
IQFeed
> is
> > responsible 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 a
> > couple of weeks ago. So we can only hope that TJ fixes the bug
in
> the
> > IQFeed 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
> quality
> > issue, given that the intraday (backfill) data is unfiltered and
> > contains many bad ticks. I opened a thread on this topic at
> > Elitetrader.com some time ago:
> > http://www.elitetrader.com/vb/showthread.php?s=&threadid=29282
> >
> > While I know that many IQFeed users fully agree with me and
would
> like
> > to see improvements (e.g. implementation of optional filters),
> most
> > users are unfortunately passive and don't voice their opinions.
> >
> > It would clearly be helpful if more users (both IQFeed customers
> and
> > prospects) express their interest in the improvement of IQFeed's
> bad
> > tick problem. A simple one-liner, e.g. "I'd like to see the
> > implementation of optional filters, too" would help.
> >
> > The more users demonstrate their interest, the higher priority
this
> > topic is assigned by IQFeed/DTN.
> >
> > Unfortunately, I'm not based in the U.S., but instead in a non-
> English
> > speaking European country, so the easiest thing for me is to
open a
> > thread on this topic, ie. communicate in writing. It would be
far
> > more difficult for me to call IQFeed or the developers by
telephone
> > and propose possible solutions or persuade them to assign a
higher
> > priority 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
of
> > daily data wouldn't be possible either, unless the Amibroker
> > architecture gets changed/redesigned.
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