[amibroker] data spike

["Eric H. Tao" <erichtao@xxxxxxxxx>]

Hi Guys,

I'm using iqfeed. sometimes I got spike volume/price data, especially for continuous future contracts (eg. last night I got 10M as a minute volume value). Does anyone have the same experience? if so, what do you do? I was think about a filter like:

averageVolume = ref( sum( volume, 5 ), -1 ) / 5;
volume = iif( volume > averageVolume * 4 , averageVolume, volume );

but, I'm afraid that this is gonna exhaust my already limited computing power... any suggestion?

Thank you in advance.

Eric



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