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I wonder if anyone has my problem with IB plugin - my intraday
mechanical system sometimes change signals after a backfill, which
is very bad as far as I am concerned. So I watch it carefully and
force backfill often, but it still happens. A signal can stay
stable after several backfills but still change at a later backfill
or after market close. This is ER2
I am ready to give up and pay for eSignal or IQ feed, in the hope
their streaming data is more correct/stable, but reading Yuki's post
makes me think this is may be an universal data problem.
Sursod
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxx> wrote:
>
> Hi Tomasz,
>
> No, I'm not mixing anything. This much I know what I'm doing.
>
> I finally looked at the eSignal 1minute bars (their own
application).
> Sure enough, they have a batch of Opens that don't agree with their
> own EOD bars. This is a problem they claimed was solved, and I was
> just about ready to believe them.
>
> The problem is apparently wide and deep tonight, as even the daily
> sums of all volume from the 1minute bars tonight (calculated
> automatically by AB, I did not go into the eSignal application and
> count 1minute volume bar-by-bar of course) often does not match the
> volume for the day that the EOD data (in a completely different,
EOD
> database) gives me.
>
> Normally, those totals would match perfectly of course -- AB
1minute
> database viewed in daily time frame would give me the same number
for
> volume (the daily total) as an EOD database would give me. If they
> are different, the data for one of them is incorrect, speaking
about
> the Tokyo Stock Exchange only.
>
> The problem is ... how can I correct a massive attack of bad data
> like this? The Quote Editor is fine for the occasional small
error,
> but quite not the tool for deleting a full day's worth of 1minute
> data for many symbols. Besides, I don't know when (or if) eSignal
> will accomplish the cleanup, so even if I was able to rapidly
delete
> a lot of bad data at once, it might come right back again on the
next
> backfill.
>
> I would say, offhand, that perhaps 10 to 15 percent of my eSignal
> data today is bad. It's one of the worst performances that I have
> seen.
>
> Best,
>
> Yuki
>
> Tuesday, March 20, 2007, 10:20:52 PM, you wrote:
>
> TJ> Yuki,
>
> TJ> Apparently you are mixing things.
> TJ> To get EOD data in AmiBroker from eSignal you have to
> TJ> have Base time interval set to "EOD" in File->Database Settings
>
> TJ> If Base time interval is NOT EOD, then you do not use EOD data,
> TJ> you are using compressed intraday data instead. Compression
uses
> TJ> your individual intraday settings.
> TJ> Explained in the KB.
> TJ> http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-
compression-work/
>
> TJ> To compare you would need
> TJ> to display INTRADAY data in eSignal as well.
>
> TJ> Best regards,
> TJ> Tomasz Janeczko
> TJ> amibroker.com
> TJ> ----- Original Message -----
> TJ> From: "Yuki Taga" <yukitaga@xxx>
> TJ> To: <amibroker@xxxxxxxxxxxxxxx>
> TJ> Sent: Tuesday, March 20, 2007 11:07 AM
> TJ> Subject: [amibroker] data conflicts only apparent in AB
>
>
> >>I have three independent EOD data sources, and they agree with
each
> >> other nearly 100 percent.
> >>
> >> Today, I have numerous erroneous data problems in the eSignal
> >> database, but when I open up the native eSignal application,
its EOD
> >> data agrees with my other EOD data sources, but not with what
AB is
> >> showing me.
> >>
> >> Can anyone explain why this happens? If eSignal indeed is
correcting
> >> data after the fact on its servers, but a force backfill on all
> >> symbols is not possible, it really presents a problem, doesn't
it?
> >>
> >> I'm at a loss to explain how this happens, or as to the most
> >> efficient way to fix numerous errors like this once they become
> >> apparent. This does not happen often, and eSignal *seems* to
have
> >> gotten better recently. However something went dreadfully wrong
> >> today.
> >>
> >> Yuki
> >>
> >>
> >>
> >>
> >> Please note that this group is for discussion between users
only.
> >>
> >> To get support from AmiBroker please send an e-mail directly to
> >> SUPPORT {at} amibroker.com
> >>
> >> For NEW RELEASE ANNOUNCEMENTS and other news always check
DEVLOG:
> >> http://www.amibroker.com/devlog/
> >>
> >> For other support material please check also:
> >> http://www.amibroker.com/support.html
> >>
> >> Yahoo! Groups Links
>
Please note that this group is for discussion between users only.
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