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that would be fine resolution detail which never
appears prior to our knowledge. With Tick Aggregation
lossy data compression is achieved, but for swing
trading such fine resolution detail could hardly
change once results. (unless increase of market
efficiency will occur also on coarse resolution due
its increase on fine resolution level).
Happy New year.
Sergey.
--- Jimmy Snowden <jhsnowden@xxxxxxxxxxxxx> wrote:
> Do you think in any market, slow or fast that tick
> bars might have a
> flow that might tell you something and tell you
> quickly?
>
> Happy New Year to all.
>
> Jimmy
>
>
> 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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