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"Much
intraday index data is crap, esp. data a few months back. The current stuff
is pretty bad too if you stray too far off the beaten path. And those
continuous futures contracts, wow they're bad...some have entire months of
data missing. ...my experience alone, your mileage may vary..."
These are data problems you've seen for TS6? I can only compare TS6 data to
DTN data and TS6 data is by far the better IMO. THe DTN indexes comes from
the exchanges without any cleaning. The continusous contracts seem complete
but I don't have any other data source to compare those against. Missing
data...now that's not good. What data source are you comparing TS6 against?
B.
-----Original Message-----
From: Chris Cheatham [mailto:nchrisc@xxxxxxxxxx]
Sent: Wednesday, November 13, 2002 8:04 AM
To: Jimmy Snowden; Brian; Omega-list@xxxxxxxxxx
Subject: Re: Re[2]: EL changes from TS2000i to TS6 Help
Data may be the source of the differences, but based on my experience you
folks are greatly exaggerating the proficiency of TS at cleaning data. Much
intraday index data is crap, esp. data a few months back. The current stuff
is pretty bad too if you stray too far off the beaten path. And those
continuous futures contracts, wow they're bad...some have entire months of
data missing. ...my experience alone, your mileage may vary...
But yea, I like it for easy backup data.
Chris
----- Original Message -----
From: "Jimmy Snowden" <jimmy@xxxxxxxxxxx>
To: "Brian" <blink64@xxxxxxxxx>; <Omega-list@xxxxxxxxxx>
Sent: Tuesday, November 12, 2002 6:45 PM
Subject: Re[2]: EL changes from TS2000i to TS6 Help
> Brian,
>
> You will probably have to clean your non Omega data.
>
> Jimmy
>
> Tuesday, November 12, 2002, 5:38:07 PM, you wrote:
>
> Brian> "I'm having trouble with some indicators that previously calculated
> Brian> correctly
> Brian> in 2000i, that no longer output the correct value when applied on a
TS6
> Brian> platform, neither some entries."
>
> Brian> Perhaps, one source of error is the data feed. The indicators may
be
> Brian> calculating correctly but the data they're using is different. TS6
uses
> Brian> omega's cleaned data while TS6 uses non-TS6 cleaned data. It makes
a
> Brian> difference espcially since the data probably coming into TS5 isn't
clean.
>
> Brian> B.
>
> Brian> -----Original Message-----
> Brian> From: Eduardo J Motta [mailto:motta@xxxxxxxxxxxxxxx]
> Brian> Sent: Tuesday, November 12, 2002 1:14 PM
> Brian> To: omega-list@xxxxxxxxxx
> Brian> Subject: EL changes from TS2000i to TS6 Help
>
>
>
>
> Brian> Hello List,
>
> Brian> Probably this had been discussed before, so please excuse if I'm
being
> Brian> repetitive.
>
> Brian> I'm having trouble with some indicators that previously calculated
correctly
> Brian> in 2000i, that no longer output the correct value when applied on a
TS6
> Brian> platform, neither some entries.
>
> Brian> If possible could someone point me to a resumed document which
lists
> Brian> the main changes made in EL code from 2000i to TS6.
>
> Brian> thanks in advance,
>
> Brian> Eduardo Jansson Motta
>
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