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I use some filters to weed out bad ticks. like if the close is near the
high / low of the bar and the bar is bigger in range than the previous bar
by a certain percentage (depends on the time frame) like *1.25 to *1.75 then
I may just throw it out completely and use the reading from the previous
bar. knowing that this is not the true nature of that market.
mb
> good point. However, then a close which is at the high or low is
suspect, especially if it is a big bar.
>
> donc
>
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