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What is the reason that in TS sometimes the ratio of the number of tickbars
in A time frame to the number of tickbars in B timeframe is not always equal
to the ratio of ticks/bar in those time frames.
E.g. for 100 and 200 tickbars, most of the time, the ratio is 2:1, but
sometimes,
in a fast market, the average over a certain time period is 2:1, however,
there
could be one 100tb per one 200tb followed by 4 100tbs per 1 200tb, etc.
A good example was EC yesterday betw. 7:30 - 7:40 AM, CT.
Jan Philipp
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