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My first guess is incomplete intraday data. Since you mentioned that
you're using Qfeed, then it's entirely possible that you're not getting all
the ticks depending upon which server farm you're connected and whether
you're using intraday bar or tick charts (tick charts are worse) for the
system trigger. This is a common problem when comparing TS system results
based on realtime (incomplete) vs. historical (complete) data.
MT
At 04:15 AM 8/9/01 -0700, Jack Griffin wrote:
>I started running a new intra-day system realtime via
>Tradestation 2000i + Dynastore + quote.com. After a
>several days of running it, I am getting a disturbing
>result. Yesterday, for instance, my realtime strategy
>and corresponding indicator was flat the whole day.
>Today, after rebooting, I loaded the same exact system
>using the same data (except now historical). It
>claims to have given me a nice sell signal midday,
>just before the nasdaq tanked. In fact, the realtime
>signal/indicator are totally different!
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