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Re: [amibroker] eSignal RT + QP2 EOD



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hi Herman,

yes I remember that you talked about it earlier and I was wondering what the status was. I can't really remember what the reason is for the discrepancies? Some are really big. If you look at the chart of KLAC and compare eSignal with QP2 one sees that in the eSignal data a whole day is missing at 10/14/2004. There must be something wrong here. Then comparing 10/13/2004 I get 42.24-42.68-41.83-42.5  for EOD QP2 (o-h-l-c) and I get 42.22-42.68-41.83-42.4 for the eSignal data. Which are big differences as well.

Why are these differences there?

rgds, Ed  
  ----- Original Message ----- 
  From: Herman van den Bergen 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Monday, October 18, 2004 11:08 PM
  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

    [Non-text portions of this message have been removed]



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