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Hi DC,
D> I am trying to make my day-trading system more reliable and robust.
D> First thing to address is to make the system immune to "bad ticks".
D> Any feedback? or pointers?
One option to consider is Dynastore software. There are
several different versions of Dynastore that are available
that work with quite a few different feeds. I currently use
the verison for Quote.com, but I believe the feature I'm
describing to be available for the other data feeds as well.
There is a filter you can use when collecting data called
Filter Limit Multiplier. You choose the value for the
multiplier depending on the symbol and it's price, and any
tick outside of that range will be filtered before reaching
GS.
I know that DB is no longer selling Quote.com versions of
Dynastore. eSignal is a direct connection, unless you use
TS4. You can check the development for the latest feed, DTN
via satellite and also DTNIQ via the internet. There are
other feeds supported by Dynastore, just check the website
at www.dynastorelight.com
--
Dave Nadeau
Fort Collins, CO
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