No one had data problem? which data service are you guys using? --- In [email protected], "Eric H. Tao" <[EMAIL PROTECTED]> wrote: > > Hi Guys, > > I'm using iqfeed. sometimes I got spike volume/price data, especially for > continuous future contracts (eg. last night I got 10M as a minute volume > value). Does anyone have the same experience? if so, what do you do? I was > think about a filter like: > > averageVolume = ref( sum( volume, 5 ), -1 ) / 5; > volume = iif( volume > averageVolume * 4 , averageVolume, volume ); > > but, I'm afraid that this is gonna exhaust my already limited computing > power... any suggestion? > > Thank you in advance. > > Eric >
