Ensign vs. Amibroker

Quote from TheOne:

So wally ,
except for the data issue , do you believe that Ensign is potentially more powerful from the standpoint of customization
or is Amibroker the more flexible program ?


As I stated in my last post , When utilizing QuoteTracker Amibroker can read just about any data source - for futures , indices or equities . It can read realtime data from IB if you use
that broker for futures .
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I think that getting the real-time data through QT is a bit of a headache, you have to run one more program. I am getting the RT ES data from IB via Sierracharts and that's enough in this respect. What I need is some program for historical testing with continuous intraday data supply. That's why I decided to start using Ensign. I might still take a look at Amibroker, although as far as programming language is concerned I prefer Ensign again because it is based on Pascal that I love. All I really need is some source of intraday ES data that could allow me to get it after the session is over. Ensign allows you to do that, so does myTrack for $55 a month with Sierracharts. Perhaps I will ulimately switch to myTrack to get intraday data that I will be using with Amibroker.

Does Amibroker support the Sierrachart data format?
 
Quote from ALICE:

I don't see how you can get intraday data for $40/month from ensign. $40/month get you an ensign subscription to the software but you need a data feed for additional bucks.

Right?

http://www.ensignsoftware.com/order.htm
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You can, but they are delayed, which is fine with me because I need it for backtesting only. Try the free trial for one week to see that it works.
 
I don't what you're talking about with regard to QT. That program is extremely easy to use. You can even run multiple instances of QT without any headaches at all. So I have no idea what you mean by "headache". QT is headache free. And you can feed AB with QT fetching quotes -EQUITIES & FUTURES- in real time from IB. What could be easier and cheaper?
 
Alice,

IB is one of the brokers I use, but I can't rely on their feed for analysis and backtesting, a communication problem would screw everything up in my systems.


Wally,

How much of a delay is there with sierra and mytrack with intra day data?
 
Are you sure IB's data is bad? That might have been true in the past but now I think it is quite good, or at least good enough. When I compared IB's quotes with another quote source that claims tickXtick data, IB was noticeably faster by a fraction of a second.

What kind of analysis are you doing that is that sensitive to minor discrepancies in data?? (discrepancies that you can never circumvent IMO)
 
Quote from ALICE:

I don't what you're talking about with regard to QT. That program is extremely easy to use. You can even run multiple instances of QT without any headaches at all. So I have no idea what you mean by "headache". QT is headache free. And you can feed AB with QT fetching quotes -EQUITIES & FUTURES- in real time from IB. What could be easier and cheaper?
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Good, so use it, who says you should not, but you still cannot get any historical data this way and if IB is down your data is incomplete. That's why I need Ensign or myTrack as the cheapest providers of complete intraday data.

It is a potential headache for me to have one more program open because that means one more chance to get your system crashed and your computer slowed down. I try to run as few programs as possible when I trade and not as many as can be run even if my system is very well optimized. I already take chances trading, and that's enough for me...

And I used QT in the past... being happy with that, but right now see no need for it. I definitely do not like to pay much, but some expenses cannot be avoided in any business.
 
Quote from One:


How much of a delay is there with sierra and mytrack with intra day data?
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That's a good question, I would love to know the answer myself. I have yet to use the myTrack data feed, so cannot answer it. Perhaps someone else could.
 
Alice,

IB's feed has been reliable for execution, but if my connection went down I would lose all continuity in the time series for analysis. Unless I am mistaken, I would have no way of retrieving data from sessions where I was not connected, say travelling, as well. Currently using Tradestation but it seems expensive versus other services.
 
Quote from ALICE:

Are you sure IB's data is bad? That might have been true in the past but now I think it is quite good, or at least good enough. When I compared IB's quotes with another quote source that claims tickXtick data, IB was noticeably faster by a fraction of a second.
More...

I think that IB's data is good, what is not good is that sometimes it is not complete when they are down or they have some Globex problems.
 
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