I wonder if anyone has my problem with IB plugin - my intraday mechanical system sometimes change signals after a backfill, which is very bad as far as I am concerned. So I watch it carefully and force backfill often, but it still happens. A signal can stay stable after several backfills but still change at a later backfill or after market close. This is ER2
I am ready to give up and pay for eSignal or IQ feed, in the hope their streaming data is more correct/stable, but reading Yuki's post makes me think this is may be an universal data problem. Sursod --- In [email protected], Yuki Taga <[EMAIL PROTECTED]> wrote: > > Hi Tomasz, > > No, I'm not mixing anything. This much I know what I'm doing. > > I finally looked at the eSignal 1minute bars (their own application). > Sure enough, they have a batch of Opens that don't agree with their > own EOD bars. This is a problem they claimed was solved, and I was > just about ready to believe them. > > The problem is apparently wide and deep tonight, as even the daily > sums of all volume from the 1minute bars tonight (calculated > automatically by AB, I did not go into the eSignal application and > count 1minute volume bar-by-bar of course) often does not match the > volume for the day that the EOD data (in a completely different, EOD > database) gives me. > > Normally, those totals would match perfectly of course -- AB 1minute > database viewed in daily time frame would give me the same number for > volume (the daily total) as an EOD database would give me. If they > are different, the data for one of them is incorrect, speaking about > the Tokyo Stock Exchange only. > > The problem is ... how can I correct a massive attack of bad data > like this? The Quote Editor is fine for the occasional small error, > but quite not the tool for deleting a full day's worth of 1minute > data for many symbols. Besides, I don't know when (or if) eSignal > will accomplish the cleanup, so even if I was able to rapidly delete > a lot of bad data at once, it might come right back again on the next > backfill. > > I would say, offhand, that perhaps 10 to 15 percent of my eSignal > data today is bad. It's one of the worst performances that I have > seen. > > Best, > > Yuki > > Tuesday, March 20, 2007, 10:20:52 PM, you wrote: > > TJ> Yuki, > > TJ> Apparently you are mixing things. > TJ> To get EOD data in AmiBroker from eSignal you have to > TJ> have Base time interval set to "EOD" in File->Database Settings > > TJ> If Base time interval is NOT EOD, then you do not use EOD data, > TJ> you are using compressed intraday data instead. Compression uses > TJ> your individual intraday settings. > TJ> Explained in the KB. > TJ> http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time- compression-work/ > > TJ> To compare you would need > TJ> to display INTRADAY data in eSignal as well. > > TJ> Best regards, > TJ> Tomasz Janeczko > TJ> amibroker.com > TJ> ----- Original Message ----- > TJ> From: "Yuki Taga" <[EMAIL PROTECTED]> > TJ> To: <[email protected]> > TJ> Sent: Tuesday, March 20, 2007 11:07 AM > TJ> Subject: [amibroker] data conflicts only apparent in AB > > > >>I have three independent EOD data sources, and they agree with each > >> other nearly 100 percent. > >> > >> Today, I have numerous erroneous data problems in the eSignal > >> database, but when I open up the native eSignal application, its EOD > >> data agrees with my other EOD data sources, but not with what AB is > >> showing me. > >> > >> Can anyone explain why this happens? If eSignal indeed is correcting > >> data after the fact on its servers, but a force backfill on all > >> symbols is not possible, it really presents a problem, doesn't it? > >> > >> I'm at a loss to explain how this happens, or as to the most > >> efficient way to fix numerous errors like this once they become > >> apparent. This does not happen often, and eSignal *seems* to have > >> gotten better recently. However something went dreadfully wrong > >> today. > >> > >> Yuki > >> > >> > >> > >> > >> Please note that this group is for discussion between users only. > >> > >> To get support from AmiBroker please send an e-mail directly to > >> SUPPORT {at} amibroker.com > >> > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >> http://www.amibroker.com/devlog/ > >> > >> For other support material please check also: > >> http://www.amibroker.com/support.html > >> > >> Yahoo! Groups Links >
