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Can anyone say why use tick bars for trade signals?
I was able to come up with profitable signals using
tick bars, but I still I do not know what is the
advantage of such data compared to equally spaced bars
for trade signals...
Sergey
--- mike ball <thinkpad600e@xxxxxxxxx> wrote:
> Marc,
>
> I agree with not being able to tell how much of the
> tick differential that we are picking up on now is
> from the holiday period,
> or from the change or a combination of both.
> Nonetheless, dropping the tick charts down to a
> fraction of what they were before
> will fix it in either case.
>
> They can run, but they can't hide.....
>
> mike
>
> ----- Original Message ----
> From: marc miller <marcmiller@xxxxxxxxx>
> To: omega-list@xxxxxxxxxx
> Sent: Friday, December 30, 2005 2:34:46 PM
> Subject: Re: RE: CME Tick Aggregation
>
>
> I tried the 'volume' based bars. no good....
>
> I have changed my 1200 tick chart to a 600 tick
> chart,
> I have changed my 600 tick chart to a 300 tick
> chart-
> This is working for me better than the volume bars-
> But I will wait until post holiday environment for
> final judgment,
> but so far I don't like the way things are behaving.
>
>
> ----- Original Message -----
> From: "Phil Bailey" <baileyp@xxxxxxxxxxx>
> To: "'Omega'" <omega-list@xxxxxxxxxx>
> Sent: Friday, December 30, 2005 1:34 PM
> Subject: RE: RE: CME Tick Aggregation
>
>
> > It will never change. Its almost like big SP now.
> > Packet size can always match demand. Variable
> tics!!
> > Their best attempt yet, and this one is legal.
> > Wait til the big boys get back from holidays.
> > By the time the indicator starts turning, the move
> is over and start
> another
> > 2+ hour wait, lol.
> >
> >
>
>
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