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I found that EOD, Minute-based and Tick data can all be all be different. It
is most obvious when you see spikes in either Tick or minute data that are
not visible in both however even a super visual study of EOD with RT data
will reveal huge differences. I posted some results a few months ago. If you
trade candles you also have to watch for their synchronization; depending on
when the candle period starts you may get drastically different patterns -
this becomes critical in short time frames but appears blissfully ignored by
most.
I have long given up on the assumption that stock data, from any source, or
candle patterns, are true. Designing exclusively around Limit orders and
letting the trade pass if I don't get in is the name of the game for me but,
as always, more experienced traders may have a different opinion ;-) we all
have to find our own way of coping with an imperfect world.
Best regards,
herman
-----Original Message-----
From: Ara Kaloustian [mailto:ara1@xxxxxxxxxx]
Sent: Monday, August 02, 2004 10:49 AM
To: AB-Main
Subject: [amibroker] Time vs Tick Baesd charts
Just noticed that my 5 min charts on minute data base and Tick data base
are significantly different.
The diference is quite visible in my stochastic indicator.
Anyone experience this?
Ara
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