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I don't think it's busted trades. I think that somewhere between the servers
and the internet connection there are ticks that just don't get through. If
I display a five minute chart with volume and then write down the volume at
each bar, say 2500 tick volume in the morning when it is fairly active, then
if I later reload the data and look at the same bar it will show something
like 2540 volume, so I am not getting 40 ticks. On a time based chart this
is not a problem, but on a tick chart, say a 600 tick chart, the bar will
take longer to build, and if the same problem happens over the course of a
dozen bars, then I'm losing one bar for every twelve or so. Then say you
have a stochastic crossover based on that number of bars and you take a
trade based on it (no I don't use crossovers for my trades, this is just an
example) then when you refresh the chart the crossover goes away or comes in
at a different place. I use show-me's for certain conditions to alert me of
trades. Almost every show-me will change when I refresh the chart. Maybe DTN
is also dropping ticks, but I don't know it because there is no way, at
least with satellite, that I can reload.
Hope this clears up my earlier question. I don't see a solution other than
using minute based charts and somehow dealing with the night sessions.
Thanks for the input and any other ideas anyone might have.
Doug
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