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

["Michael.S.G." <OzFalconAB@xxxxxxxx>]

Just program AFL to ignore changes of X% ( X being the value you think 
would be spike & not normal data movement)
Maybe make an alert trigger to advise you of the data skipped so you can 
manually override if just data movement.

ATB
    Michael.


giggollo99 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
>
> 
> Messages in this topic 
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