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Could you guys check the backfill of minute data?
It appears that TJ's new IQFeed.DLL version 1.5.0 now sets Open, High,
Low and Close to the SAME value (when conducting a backfill of
intraday data), which was previously not the case with the older
plugin version.
Probably TJ was rushing when releasing the new DLL version, which
resulted in a bug.
--- In amibroker@xxxxxxxxxxxxxxx, "Brian R." <brian@xxxx> wrote:
> 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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