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Dingo,
I have the same problem with IQ feed when I monitor
"SPY".
They told me that it is caused by trades being
reported late ... true or not ????
They have a rather comprehensive document about
filtering spikes ... can't get my hands on it now ... it basically discusses the
various possible filtering options and essentially conclude that there is no
good way of handling the task. It is worth reading.
I used to have eSignal, but never looked at SPY at
that time so I can not compare
Ara
----- Original Message -----
Sent: Thursday, February 12, 2009 9:11
AM
Subject: [amibroker] Spike removal for
DTN IQ feed?
How in the blue blazes can I remove spikes by running an AFL?
When I run a scan with "wait on backfill" it doesn't do the job.
The only way I've found that works is to manually "force backfill", but I
certainly don't aim to sit here and spend my time doing that!
d
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