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Even if the data IS the "same," time bars can have different
OHLC because of slight shifts in the time stamp in real-time
compared to the "same" historical data saved to disk. An easy
way to see if this is happening is to plot real time paintbars on say
a 1 minute chart and look for partially painted bars. Obviously,
different OHLC's are going to produce different indicator results
and different stops / entries be it on the OHL or C.
BW
----- Original Message -----
From: <multitrak@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, August 09, 2001 8:07 AM
Subject: Re: Why bad realtime results?
> 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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