I just gave up on SPY. It did not matter who provided the data, it
was filled with spikes from late trade reports. I came up with all
kinds of filtering ideas, but the best ones required tick data running
in another chart feeding aggregated bars to the main chart. AB is
just not set up to handle this arrangement efficiently.
I finally went to trading only ES data. I still trade with SPY and
SPY options, but I don't feed that data to AB. I feed ES data to AB.
The futures data providers have clean data in realtime. It has its
own challenges for contract rolling and price offsets, but the trade
signals can be used.
BR,
Dennis
On Feb 12, 2009, at 12:48 PM, dingo wrote:
KRAP! Not the answer I wanted to hear.
Yeah, I forgot about splits - really makes the data not only useless
but dangerous - same as spikes.
It would be really, REALLY nice if we could get a way to do a "force
backfill" via AFL. Since you can do it via a button in AB seems
like it would be reasonably simple to add a way in AFL..
Sure hope TJ reads this... and then likes it enuf to add it.
(Begging is not beneath me)
d
On Thu, Feb 12, 2009 at 12:29 PM, murthysuresh
<[email protected]> wrote:
i feel the pain too. i complained to DTN and did not get much positive
feedback. the same is the case with splits.
--- In [email protected], dingo <waledi...@...> wrote:
>
> How in the blue blazes can I remove spikes by running an AFL?
>
> When I run a scan with "wait on backfill" it doesn't do the job.
The
only
> way I've found that works is to manually "force backfill", but I
certainly
> don't aim to sit here and spend my time doing that!
>
> d
>
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