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Agreed. SPY data is diabolical.
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> 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@xxx> 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@> 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
> > >
> >
> >
> >
> >
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> >
> >
>
------------------------------------
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