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Hello,
If market moves slowly that would be true.
If market is wild and moving very quickly (more than 10R bar within 5 seconds),
that won't be true.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Paul Ho" <paul.tsho@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, September 01, 2008 3:22 PM
Subject: [amibroker] Re: Range bars vs Tick bars
> Thank you TJ and Bill for your answers
> From what I can gather, there should be no difference bewteen the
> 10tick range bar chart from a tick database and 10tick range bar
> chart from 5 sec database. Is there any disagreement there?
> /Paul.
> --- In amibroker@xxxxxxxxxxxxxxx, "bilbo0211" <wjdandreta@xxx> wrote:
>>
>> 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@> 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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>
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