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the last quote of the day for the realtime doesn't include the "settlement"
price that the EOD data uses.
d
_____
From: Herman van den Bergen [mailto:psytek@xxxxxxxx]
Sent: Monday, October 18, 2004 5:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] eSignal RT + QP2 EOD
Ed, my experience is so bad that I after trying for many months I never got
my EOD system going on RT data , EOD and RT are not compatible enough for
me. You may recall that the differences were debated on this list about a
year ago... I posted some results. If you assume the data are identical you
should run your own explorations for each data and compare results, you may
be in for a rude awakening. All you have to do is export daily data for both
and copy it to Excel, plot the difference. Do a scan for the biggest
discrepancy :-)
This is my personal experience, take it for what it is worth.
best regards,
herman.
-----Original Message-----
From: ed nl [mailto:ed2000nl@xxxxxxx]
Sent: Monday, October 18, 2004 4:48 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] eSignal RT + QP2 EOD
hi,
i use eSignal RT and QP2 EOD. I noticed that if I plot the daily eSignal
data that they show slight differences with the QP2 data. I plot eSignal
using "show day session only" still I get differences (also I set allow
mixed intraday / EOD data). Is this normal? I get some differences between
QP2 EOD and Yahoo EOD but not very many. But with the eSignal RT data it is
significantly different and my systems give quite different results. This is
quite a nuisance since if I now integrate some intraday additives to my
original EOD system I can't really compare what works better.
Anyone notice this and what could one do about it?
rgds, Ed
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