|
PureBytes Links
Trading Reference Links
|
Well, I have come upon some differences too big to mention here: this is as
risky a topic as system's profits :-))) I posted on the eSignal list one day
and was brushed off by the rep. Users can easily confirm data differences
themselves. I don't think it is any data provider, it's probably an industry
wide problem with a logical explanation - but that doesn't help us.
herman
-----Original Message-----
From: ed nl [mailto:ed2000nl@xxxxxxx]
Sent: Monday, October 18, 2004 5:33 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] eSignal RT + QP2 EOD
yeah not only the close price differs. The differences are not big but big
enough...
so this is caused by the RT data provider? Do other RT providers have this
problem as well?
rgds, Ed
----- Original Message -----
From: Herman van den Bergen
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, October 18, 2004 11:13 PM
Subject: RE: [amibroker] eSignal RT + QP2 EOD
I trade of the Open :-) the Close is not important for me, it is
filtered.
herman
-----Original Message-----
From: dingo [mailto:dingo@xxxxxxxxxxx]
Sent: Monday, October 18, 2004 5:11 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] eSignal RT + QP2 EOD
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
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
----------------------------------------------------------------------
----
--
--
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
<http://us.ard.yahoo.com/SIG=1298ks8fb/M=315388.5500238.6578046.300117
6/D=
gr
oups/S=1705632198:HM/EXP=1098220116/A=2372354/R=0/SIG=12id813k2/*https
://w
ww
.orchardbank.com/hcs/hcsapplication?pf=PLApply&media=EMYHNL40F21004SS>
click
here
<http://us.adserver.yahoo.com/l?M=315388.5500238.6578046.3001176/D=gro
ups/
S=
:HM/A=2372354/rand=654359917>
_____
Yahoo! Groups Links
* To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
* To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
* Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service
<http://docs.yahoo.com/info/terms/> .
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
------------------------------------------------------------------------
----
--
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
--------------------------------------------------------------------------
----
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
[Non-text portions of this message have been removed]
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
----------------------------------------------------------------------------
--
Yahoo! Groups Links
a.. To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
b.. To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
[Non-text portions of this message have been removed]
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|