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PureBytes Links
Trading Reference Links
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IMHO Spike Filters and the like are best written by users for their
individual needs.
--- In amibroker@xxxxxxxxxxxxxxx, "clousemc" <dog_daddy@xxxx> wrote:
>
> I use RT thru QT, and want to get a direct feed for integrated RT
> & historical DB. Making sure i get a feed that has a good Spike
> filter implementation is a high priority, especially if auto
trading
> is pursued. I just grilled DTN as they are my current and
appreciated
> feed, but their Spike filter is Vapor Ware per there tech
support.
> Tomasz said they had an "Avg. True Range implementation", but the
> Techs are unaware of it and I may be confusing it with a different
> feed provider.
>
> Can anyone recommend an RT feed (with quality spike filter) and if
> it's not too much to ask, offer a link to their spike filter
> documentation please?
>
> mark out
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