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There is a real simple programming solution to this "bouncing tick"
problem: within the Omega database of collected data, the fields should
strictly represent a temporal sequence. That is, instead of O,H,L,C,
the fields should be O,E1,E2,C where "O" and "C" represent "open" and
"close", and "E1" represents "extreme #1" (the high or low, whichever
occurs first) and "E2" is "extreme #2".
Regular OHLC bars could still be easily constructed from such data but,
in addition, TS would now know the relative time sequence of all four
data. The database would not even have to increase in size.
Obviously this would work only for data collected tick-by-tick; it would
not work for data imported in OHLC-bar form.
Maybe in TS 6.0 . . .
Carroll Slemaker
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