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A friend of mine is getting serious about writing trading systems for
stocks, and he wants to find a good feed for it. He's looked at S&P
Comstock and says there are at least half a dozen majorly bad ticks a
day, which would throw off his systems. I've looked at some stocks
on my BMI feed and it's at least as bad there.
Are there any CLEAN stock feeds out there for TS4, or would he have
to go with TS2000 (or whatever) to use some of the cleaner sources
like PCquote or FutureSource (when they start offering equities) or
whatever?
Is there ANY way to filter out bad ticks in TS4? The impression I
have is that it's not possible, except with tricks and hacks in your
EL code that won't work in many cases. I suppose you could run your
systems on 1-tick data and filter out bad ticks, but then you'd have
to construct your own N-minute (or whatever) bars for your trading
decisions, etc. Ick.
Any guesses if TS2000 has bad-tick filtering?
Gary
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