Re: [amibroker] Re: Backfilling problem, AmiBroker Email List Archive

2008/5/6 Louis Préfontaine <rockprog80@xxxxxxxxx>:

Hi Tomasz and others,

I am still looking for good reliable EOD data, but for right now... I'd like to be able to use my current IQFeed database. I have LOTS of stocks that have a hole between March 26 and April 30. E.g. One bar is March 26, the next bar is April 30. How can I backfill those? I tried to scan clicking the "backfill" button but it didn't work. Anyone has any idea?

Thanks,

Louis

2008/5/1 Tomasz Janeczko <groups@xxxxxxxxxxxxx>:

Hello,

It works with intraday AND with MIXED EOD/Intraday mode.

With mixed mode available, it does not make any sense to use "EOD" mode.

IQFeed plugin was never designed to be used in EOD mode.

If you are after EOD work, you should better use cheaper EOD-only sources that are way faster and

provide all US exchanges data without any limits.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Louis Préfontaine

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, May 01, 2008 5:05 PM

Subject: Re: [amibroker] Re: Backfilling problem

Hi Tomasz,

The video shows 1-minute settings; does it mean DTN IQ Feed only works well with intraday data? Cause it's a mess with daily data; errors, no-quotes, double-quotes, etc.

Thanks,
Louis

2008/5/1, Tomasz Janeczko <groups@xxxxxxxxxxxxx>:

"Local database storage" **MUST BE** enabled when using IQFeed!

Otherwise data are NOT stored ANYWHERE.

It is ABSOLUTELY CRUICIAL to follow EXACTLY all instructions.

The following video shows EXACTLY how IQFeed database should be set up:

http://www.amibroker.com/video/IQFeed.html

Each and every step needs to be followed precisely.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: Louis Préfontaine

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, May 01, 2008 4:02 PM

Subject: Re: [amibroker] Re: Backfilling problem

Hi,

But if I disable the save the database as local, I don't see the charts automatically; will this affect the backtest?

Louis

2008/5/1, onelkm <LKMCD1@xxxxxxx>:

Louis
That sounds like what I have encountered also. I believe it is a
result of selecting "enable" to save the database as local in the
database settings, but I have not disabled this feature to check it
out. Not sure if it is something AB or IQ controls.
Larry

--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi,
>
> The problem happens when I don't backfill for some days. If I scan
everyday
> with a force backfill I don't see a lot of problem, but if I forget
to do it
> for some days then the backfill is partial (e.g. only for some
days, and
> there will be a hole of days/weeks between two bars one next to the
other).
> The big problem is that I used spx.xo as a reference symbol and
there was
> such hole in the data (one bar was March 26 or 27 and the next one
April 14)
> so each stock had the same problem. So right now my database is
corrupted,
> and I don't know what to do except to restart a new databse and
take about 5
> hours to set everything. Maybe there is a simplier way to do the
job?
>
> I wonder if this is a IQFeed problem or an AB problem. If it is a
IQFeed
> problem, well I will change data provider cause it is a big problem!
>
> Louis
>
> 2008/4/29, onelkm <LKMCD1@xxx>:
> >
> >
> > Louis
> > I am also using IQ feed and have sometimes noticed issues
> > backfilling. It seems to work ok for me when the market is open,
> > backfills are less reliable when market is closed which requires
> > forced backfills. Is your problem happening primarily when the
market
> > is closed? are you using intraday data or end of day?
> > Larry
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
40yahoogroups.com>, "Louis

> > Préfontaine"
> > <rockprog80@> wrote:
> > >
> > > Hi,
> > >
> > > I have a big problem backfilling my quotes. I am with IQ Feed,
and
> > when I
> > > try to backfill the quotes using a random formula with "Waiting
for
> > > backfill" option ticked, there are three things that can happen:
> > >
> > > 1) The backfill is ok (maybe 20%);
> > > 2) I get only the last 5-6 days and there is a gap before that;
> > e.g. one bar
> > > is April 04 and the next bar is April 20. Very problematic.
> > (maybe 60%);
> > > 3) The last 5-6 days are all phony quotes; e.g. the 5 days are
> > identical
> > > quotes with exact OHLC (maybe 20%).
> > >
> > > This is a big problem for me. Anybody has/had the same problem
or
> > know how
> > > I can deal with this? (My guess is that running the formula each
> > night
> > > could help for point 2, but I am not sure for point 3.)
> > >
> > > Thanks,
> > >
> > > Louis
> > >
> >
> >
> >
>