[amibroker] Re: data spike

["eric tao" <erichtao@xxxxxxxxx>]

No one had data problem? which data service are you guys using?

--- In amibroker@xxxxxxxxxxxxxxx, "Eric H. Tao" <erichtao@xxx> 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
>




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