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Tomasz,
The IQFeed.DLL version 1.5.0 works great!
I now have two instances of AB open -- one instance for EOD data,
and one instance for intraday 1-minute data -- and both being fed
data by IQFeed. This was not possible previously (due to IQFeed.DLL
bugs).
The last day Open and Low = 0 problem also appears to be gone. And I
am able to use IQFeed with QT, at the same time, for RT T&S data,
with no issues.
This is a vast improvement!
This definitely makes the IQFeed worthwhile, for use with AB. No
reason to use eSignal anymore, at three times the cost for the same
number of symbols, as far as I can see.
I'll keep testing and let you know if any bugs come up.
Thanks,
~Brian
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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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