Hi Kurasake, I know exactly what you are experiencing. However, the bad data is in QT, but then once you have imported it to AB, it will persist. It will most frequently occur when you do a backfill of some or all stocks in QT, but depending on your data source and the spike settings you have defined in QT, it can happen anytime -- especially on volatile opening, closing, or FOMC days. And I see spikes virtually every day on symbols like SPY just after the close. Be aware that the spikes do not always appear on a QT chart, especially the instances of a 0 value for a close on an intraday bar (like a one minute bar). But they are there and you can find them by opening a QT data window (<CTRL>D) and scrolling to the time of the bad data.
Here is my solution. First I've created an exploration which I run (daily setting in AA) on all symbols, at least once a day. The output of the exploration is the current Close, the HHV of high for the past 21 days, the LLV of low for the past 21 days, and a 5 period ATR divided by the close. Why 21? Well I have a version of QT which allows 20 days of historic data before it starts to drop off, so this will cover all QT data available on a given day. Why the ATR/C ? This is a quick volatility tool which can help spot when a stock may have a split, an outlier data point, or some other radical move. So you run the scan and identify the stocks that have data that needs correcting. Now open the Quote Editor in AB and sort the columns (e.g., if you have a LLV(L,21) of 0, sort the lows and find the bars where 0 exists. You could delete or edit those bars, and exit the Quote Editor, however this won't fix things so long as the bad data is in QT. So once you've identified the time of the bad data in AB, you have to find and delete the bad data in QT. This can be accomplished either with the QT data window (go to the bad data and delete), or zoom the QT chart in on the time period with the bad quote (even tho it may not be visible on a QT chart) and press <SHIFT> <CTRL> L to remove a low point (may have to do this more than once if multiple minutes are bad) or <SHIFT> <CTRL> H to remove a high quote. Splits can also be adjusted in QT, as well as in AB. See the help files for each program, tho if you fix data in QT it should be ok in AB. Again, always fix the QT data first, then AB. Finally a gratuitous observation & suggestion. IMHO, trying to track 1500 stocks intra day is neither worth it (given all the data maintenance you will be doing) nor going to leave you much time to trade. Consider narrowing the stocks you are following intraday to those you realistically would trade based on price, volume, and your other trading metrics. I now track approximately 200 symbols intraday, importing them to AB, but I trade only about - 2 to 3 dozen regularly (based on my Price/Volume and other metrics). There are an additional 4 dozen or so that are possible trade candidates that are not regularly traded but may move into the regular camp as others drop out. The remaining symbols are indexes, sector ETFs, and longer term holds and swings that I want to generally keep an eye on. For me this works well as I can thoroughly know the stocks I trade regularly; I study their intraday support and resistance levels, daily patterns, know when they report earnings or have other news releases, and such. I didn't always have 3 dozen traders -- years ago I tried to follow hundreds, but realized that the concept of span of control was causing me to miss many trades and make some bad decisions on trades I took. So I focused on about a dozen stocks and over the years I've expanded the number of my traders based on experience, knowledge of those stocks, and developing a trading rhythm for how and when I trade. Of course if you want to track 1500 stocks for end of day study purposes, consider either a separate data base set to daily data, or a different data provider. This works for me, but your mileage may vary. Peace and Justice --- Patrick ----- Original Message ----- From: kurasake To: [email protected] Sent: Thursday, April 29, 2010 12:19 PM Subject: [amibroker] Easy data refresh? I've been having a problem with bad data appearing in AB (abnormally high volume or wrong OHLC) in AB when I perform an "Explore" from the "Automatic Analysis" on a large number of symbols (>1500) when I have "wait for backfill" checked even for something as simple as filter=C>O. Fortunately the bad data points are very easy to identify and seem to occur on the same days for the affected symbols and since I haven't been able to resolve it, I've sort of learned to live with it (Note, I don't get any bad data in QuoteTracker running on the same machine using the same RT data feed so I'm pretty sure it's in AB). Anyway, when I see the bad data, I right click on the "Plug-in Status" area of the status bar and do a "Force Backfill" and all the data is correctly filled in. My question is, is there an easier way, either from the menu (so I can setup a macro) or better yet, via some code/formula that will 1. Keep all the symbols but delete all the EOD and RT data 2. Automatically "Force Backfill" from my RT feed? If someone has an idea on what's causing the problem in the first place, that would be helpful too but I've posted this regarding this problem before and haven't seen a solution so I'm guessing I'm a unique case. I've also tried flushing the DB cache and playing around with different database parameters, in-memory cache size, setting up a new database etc. Thanks. Roy System: Windows XP Pro/Sp3 Intel Core i7, 4GB Ram, many gigs of HD free AB v5.3 (tried uninstall/reinstalling) RT Data from IQFeed using the latest client ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. 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