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



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You have to write your code so these spikes do not harm you, I have had spikes of $1000 or greater.


You can simply ignore prices that fall outside the normal range, ask for confirmation, average a few quotes, etc.


Welcome to the real world of Real-Time SAutomated Trading 


best regards,

herman


Monday, March 12, 2007, 3:14:19 PM, you 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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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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