[amibroker] Re: AB autotrading vulnerable to fatal spikes?

["me_rayme" <rayme9@xxxxxxx>]

Yes I saw the big spike and I also "look" at it to trade ER2. Maybe 
QQQQ would be better.At 14:18 on one minute ER2 had the biggest spike.
I never see spikes on ER2 and QQQQ using IB. 

Ray 
--- In amibroker@xxxxxxxxxxxxxxx, "giggollo99" <giggollo@xxx> wrote:
>
> I'm using AB with IB datafeed and get spikes every now and then on SPY
> 1-minute bars. Today i got a huge spike low of ~$40 while SPY trades
> ~$140. My AB-based autotrading system started giving out totally bogus
> buy/sell signals. I understand that if a spike occurs in my datafeed,
> i will not be able to use AB's QuoteEditor to fix the spike for 3 bars
> since the spike is in the plugin cache. During this time, all the
> damage will already be done.
> 
> In the absence of a built-in spike removal tool in AB, what is the
> best way to prevent spikes from affecting an AB-based autotrading 
system?
> 
> Thanks a lot
> g
>




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