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Brian,
Indeed it happens on some symbols. All symbols that I was checking were heavily traded.
The problem however appears only on more thinly traded symbols (specifically those
which have a lot of bars that have FLAT bars already (OHLC all equal WITHOUT filtering),
then the filter is simply too strong.
The plugin is now adjusted and new version (1.5.1) available
http://www.amibroker.com/bin/IQFeed1510.exe
By the way you can TURN OFF the filter already by going to
File->Database Settings then clicking CONFIGURE button and UNCHECKING "Enable" flag in
"CONFIGURE" dialog.
Please note that filter by default runs ATR(9) and if current daily H-L range
exceeds by default 4 (four) times the ATR then it considers this bar as a spike.
This may or may not be correct for each and every symbol. (My experiments shows
that this is good choice but I was checking only Nasdaq 100 symbols).
You may increase the threshold from default 4 to say 5.
Anyway as I wrote many times the filtering or fixing bad ticks should be done by feed
on tick-by-tick level (not on minute bars) since only that way it can be accurate.
And this is what I am hoping for in API 3.0.
Anyway I have done already more than I planned (I have planned to wait for bad tick filter in IQFeed
but they did not make it for over a year).
My intention is to wait for the API 3.0 with ANY further development of this plugin.
====================================================
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Brian R." <brian@xxxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 20, 2004 5:10 AM
Subject: [amibroker] Re: IQFeed plugin 1.5.0 has bug (1 min data)
> TJ --
>
> Thanks -- two screenshots are in the Photo Album section of this
> Yahoo Group.
>
> ~Brian
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > I can not reproduce this problem please send me a screenshot of
> the chart
> > and screenshot of your File->Database Settings->CONFIGURE dialog
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "Brian R." <brian@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, April 20, 2004 12:07 AM
> > Subject: [amibroker] Re: IQFeed plugin 1.5.0 has bug (1 min data)
> >
> >
> > > You are correct. I see the same bug issue at my end. All 1-
> minute
> > > data for a 1-minute bar has the same value (O=H=L=C) within the
> same
> > > bar. I didn't see it earlier because I was looking at an hourly
> > > chart.
> > >
> > > It's close, but not yet perfect then. I hope this is not a major
> > > code fix.
> > >
> > > ~Brian
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "global_investor"
> > > <independent_opinion@xxxx> wrote:
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "global_investor"
> > > > <independent_opinion@xxxx> wrote:
> > > > > 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.
> > > >
> > > > I meant backfill of data with timeframe 1 minute.
> > > >
> > > > Then Open, High, Low and Close are always set to the same
> value for
> > > > each individual bar, respectively.
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
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> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
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> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> > >
> > >
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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>
>
>
>
>
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