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When running a simulator, the question I have is: If you have a 5
minute chart and run a simulation, does the simulator use the smallest
timeframe of that symbol, that has been saved in the database or does
it use a precompressed 5 minute interval as seen in the chart you wish
to simulate it in?
I think it would be important to use the smallest interval in the
database and recreate the compressed 5 minute chart on the fly exactly
as it is while trading, otherwise you would get 5 minute data gaps
that only produce one OHLC per period missing all the activity it took
to create the bar for that period, and you would not get an accurate
picture of what the system will do live..
In other words in real life you could have hit your stop many times on
a tick chart as it bounces up and down, but since the bar ended as a
doji in the 5 minute chart the simulator would pass it by as if you
had never been stopped out.
jj
On Thu, 24 Aug 2006 16:22:37 +0000, you wrote:
>Hello everybody,
>
>I was wondering if AB professional can run a simulation of trading
>systems on real time data.
>
>I'm not talking about "automatic trading" but about having the
>chance to apply trading rules on real time data coming from the
>market, and be alerted any time I need to place a new order into the
>markets, as well as when these orders have been triggered (yes, you
>already got it: I mean, more or less like "the old" Tradestation
>2000i was able to do, if you allow me to say.....).
>
>I'm asking because AB updates in real time all sort of quotes and
>indicators, but - seems to me - there's really no way to "insert a
>system" in the same way one can insert an indicator.
>I've been reading I can place alerts in the real-time quote window,
>and whitin the "AA I noticed a "scan every x minutes" (although I
>haven't yet trying it) but I feel neither of the two approaches what
>I'm looking for.
>
>Many thanks.
>
>
>
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