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tick can mean 2 things, a single transaction and ticksize (the minimum
price change for a financial instrument)
each 10 tick bar has H/L range for 10 transactions
each 10 tick range bar has H/L range = 10 X ticksize.
Bill
--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> Is there any takers?
> /Paul.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> >
> > With respect to tick data, what is the difference between 10R bar and
> > 10-tick bar?
> > Is 10 tick bar a bar containing 10 tick entries in the database?
> > Is 10 R bars bars that has a range of 10 ticks? I have the following
> > OHLC values for a stock with tick size 0.01
> >
> > 40.46, 41.2, 40.2, 41.2 - range 1
> > 41.2, 42.4, 40.81,42.4 - range 1.59
> > 42.4, 42.68, 41.66, 41.66 - range 1.02
> > 41.66, 42.47,41.44, 41.44 - range 1.03
> >
> > There isnt a lot of explanations in AB that I could find
> > Cheers
> > Paul.
> >
>
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