Hugh,
Bad ticks are not so hard to remove if you are running a tick level
database. However, the longer the time period of your database, the
more difficult it becomes. I have worked on a method to reduce them
on 5 sec database (SPY is real bad for bad ticks on eSignal). A lot
depends o
Would be very useful if someone could modify this afl for 1-min data or
15-min data. Or let us know how this can be done.
Regards
On 8/23/07, Dennis Brown <[EMAIL PROTECTED]> wrote:
>
> Hugh,
>
> Bad ticks are not so hard to remove if you are running a tick level
> database. However, the longer
Hugh,
The longer the timeframe of your database, the less accurate this
becomes --you start removing legitimate data peaks along with bad
ticks at anything over a tick database. With 5 second database the
effectiveness drops noticeably. With 1 minute it is hopeless.
However, you can use
ather than removing bad ones.
Cheers
Paul.
_
From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf
Of Dennis Brown
Sent: Monday, 3 September 2007 9:45 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Bad tick filter
Hugh,
The longer the timeframe of your dat
