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ok thanks for the explanation.
Possibly I am switching to eSignal Premier though
... The thing with eSignal (what I think is annoying) is that I wish they
would sell just the data for a good price. Now you get charting and all kind of
scanning stuff that we program ourselves in Amibroker and other stuff like
news you actually do not want and ofcourse this is included in the price.
That is the nice thing about IQFeed. You just buy the data and that's what you
pay for,
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=independent_opinion@xxxxxxx
href="">global_investor
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, April 20, 2004 2:15
PM
Subject: [amibroker] Re: IQFeed plugin
version 1.5.1 released
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, "Tomasz
Janeczko" <<A
href="">amibroker@x...>wrote:>
Hello,> > A new version of IQFeed plugin (1.5.1) has been
released to> <A
href="">http://www.amibroker.com/iqfeed.html>
> Direct link: <A
href="">http://www.amibroker.com/bin/IQFeed1510.exe>
now we have the old bug again. I know this experience
;-)Open & Low of last (rightmost) bar is now always 0 again, when
thebase-interval is daily.Well, as a workaround I'll try if it's
possible to install Amibrokertwo times, each installation with a different
version of the IQFeedplugin.To Ed: The important thing to note
here is that data withbase-interval daily does NOT contain any bad
ticks. Your QQQexample was a daily chart generated by
compressing 1 minute bars. Ofcourse, if you compress bars with bad
ticks (garbage in), you getagain bars with bad ticks (garbage
out).But if the backfill is done with daily-bars (instead of minute
data),there is no spike problem and the data is wonderfully
clean. Whichmeans that with IQFeed one would be able to
look at clean dailycharts, updated in realtime without any spikes, if only
the plugindidn't contain any logic errors. The fact that daily
data doesn't have bad ticks has something to dowith how the IQFeed
historical data architecture is working: dailydata is NOT generated from
tick data (so it cannot include bad ticks),but minute data
is.> It implements bad data filter which is based on ATR
(average truerange).> 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 dataare filtered> to eliminate
spikes.> > You can control both averaging (ATR) period and X
(the detectionthreshold)> from File->Database
Settings->Configure.> > You can also TURN OFF the filter
already by going to> File->Database Settings then clicking CONFIGURE
button andUNCHECKING "Enable" flag in > "CONFIGURE" dialog.>
> Please note that filter by default runs ATR(9) and if current
dailyH-L range> exceeds by default 4 (four) times the ATR then it
considers this baras a spike.> > This may or may not be
correct for each and every symbol. (Myexperiments 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 ticksshould be
done by feed> on tick-by-tick level (not on minute bars) since only
that way itcan 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 towait for bad tick filter in IQFeedyes,
filtering on the plug-in level doesn't make much sense as youneed all
individual ticks instead of ticks in aggregated form (=minute
bars).Therefore instead of the ATR-filter, it would be very helpful if
theplug-in was simply working correctly when the base-time interval is
daily(see rationale above).Btw: Maybe Jay Froscheiser from DTN
Market access is following thisthread. This problem with the IQFeed
plugin underscores why Istrongly argued for making IQFeed's API publically
available (withoutthe $300 licencse fee).Even though I'm busy with
a lot of other things I have to work on, Icertainly would be interested in
developing an own IQFeed plug-in forAmibroker which could also be released
to the public. (I would dothe plugin development in Java,
however, and TRY to do the integrationwith Amibroker via Java's JNI
interface, the latter would be thehardest part.) What's more, the
plug-in development could ideallyeven be an open source project, hence
allowing a peer review of thesourcecode and in turn better elimination of
bugs!).best regards,Wolfgang
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