[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Spike removal for DTN IQ feed?



PureBytes Links

Trading Reference Links

I just gave up on SPY.  It did not matter who provided the data, it was filled with spikes from late trade reports.  I came up with all kinds of filtering ideas, but the best ones required tick data running in another chart feeding aggregated bars to the main chart.  AB is just not set up to handle this arrangement efficiently. 

I finally went to trading only ES data.  I still trade with SPY and SPY options, but I don't feed that data to AB.  I feed ES data to AB.  The futures data providers have clean data in realtime.  It has its own challenges for contract rolling and price offsets, but the trade signals can be used.

BR,
Dennis


On Feb 12, 2009, at 12:48 PM, dingo wrote:

KRAP!  Not the answer I wanted to hear.
 
Yeah, I forgot about splits - really makes the data not only useless but dangerous - same as spikes.
 
It would be really, REALLY nice if we could get a way to do a "force backfill" via AFL.  Since you can do it via a button in AB seems like it would be reasonably simple to add a way in AFL..
 
Sure hope TJ reads this... and then likes it enuf to add it. (Begging is not beneath me)
 
d

On Thu, Feb 12, 2009 at 12:29 PM, murthysuresh <money@xxxxxxxxxxxxxx> wrote:
i feel the pain too. i complained to DTN and did not get much positive
feedback. the same is the case with splits.
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> 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
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Yahoo! Groups Links

<*> To visit your group on the web, go to:
   http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
   Individual Email | Traditional

<*> To change settings online go to:
   http://groups.yahoo.com/group/amibroker/join
   (Yahoo! ID required)

<*> To change settings via email:
   mailto:amibroker-digest@xxxxxxxxxxxxxxx
   mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
   amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
   http://docs.yahoo.com/info/terms/







__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___