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Can somebody tell me what is the definition of a "spike"?
I see worrisome "spikes" (esignal) that look like trades that have a nice
offset from the last price, i.e. exactly $1, and it often looks like
somebody made a typo and got a bad fill. Sometimes they are equally spaced
(in time) and that makes me wonder too about them being errors.
best regards,
herman
-----Original Message-----
From: Beachie [mailto:beachie41@xxxxxxxxxxx]
Sent: Friday, October 08, 2004 5:08 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] spike removal?
Tomasz,
while the standard futures/stock data is clean, the Forex feed is
notorious for spikes. A
browse of the Esignal data forum will attest to this.
While on the subject of Forex, is there any plan to make Amibroker fully
compatible with
forex decimal places? Most of the numeral functions/displays truncate to 2
decimal places.
Which is OK for the Yen crosses which are 2 decimal, but totally
unsuitable for all the
other USD/Euro crosses.
cheers
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, October 08, 2004 6:33 PM
Subject: [trading] Re: [amibroker] spike removal?
>
> Hello,
>
> Automatic bad tick filter (Spike removal) is included in the
> IQFeed plugin, because IQFeed provides unfiltered raw data
> that has quite a lot of such spikes.
>
> Other RT sources, like eSignal, give almost bad-tick free so such filter
> is not needed (I use eSignal data everyday and I can see one spike per
week on
> 1 or 2 symbols or so I can always correct it manually via Symbol->Quote
Editor)
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Atkinson, Daniel" <datkinson@xxxxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, October 07, 2004 4:08 PM
> Subject: [amibroker] spike removal?
>
>
>>
>>
>> Forgive me if this is an FAQ but I can't find the answer anywhere....
>>
>>
>>
>> Is there an easy way to remove spikes in Amibroker charts? In other
charting
>> software I've used this has been a common function, i.e. one momentary
spike
>> in the middle of a chart messes up the scaling of that chart. Once
removed
>> the chart scales properly....
>>
>>
>>
>> Thanks
>>
>> Dan.
[Non-text portions of this message have been removed]
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