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Hello,
A new version of IQFeed plugin (1.5.0) has been released to
http://www.amibroker.com/iqfeed.html
Direct link: http://www.amibroker.com/bin/IQFeed1500.exe
It implements bad data filter which is based on ATR (average true range).
The filter is turned ON by default and uses 9-bar ATR of High-Low range.
If next bar High-Low range exceeds X times ATR then this bar data are filtered
to eliminate spikes.
You can control both averaging (ATR) period and X (the detection threshold)
from File->Database Settings->Configure.
Best regards,
Tomasz Janeczko
amibroker.com
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