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Good Day,
Tomasz is going to have a fit here but I think it has something to do
with the eSignal plug-in. I'm not sure I can make this very clear
but -- I use Yahoo for my 9000+ EOD and run updates every 10 minutes.
I scan this for buy signals. At the same time I run Quote Tracker
with eSignal for my real time for Watch List and stuff I am actively
trading (this is done with only one instance of AB running). OK - I
use real time Dow and Nasdaq Volume data to match against individual
stocks volume performance for the day ie. if the stocks volume is
running ahead of the market for the day I use this as an positive
indicator. This data comes by way of Quote Tracker from eSignal.
But!!! I have to backfill my Dow and Nasdaq databases with eSignal
first thing every morning because I can't do it with Qoute Tracker.
eSignal backfills OK but Amibroker will not record the new EOD and
save it. Inorder to make things work I have to backfill with eSignal
then shut it down then manually adjust the volume data with the Quote
Editor ie. if volume is 1000 I change it to 1001 and the ask
Amibroker to save database. After that everything works OK. So my
quess is that there is there might be something amiss between
Amibroker and the eSignal plug-in. The backfills work when requested
but AB does not record and save and neither does AB recognize the
need to backfill for EOD as it does for RT. So your data
discrepencies (sp?) may originate there.
Greg
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> 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@x...]
> 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@x...]
> 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@x...]
> 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@x...]
> 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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>
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