|
PureBytes Links
Trading Reference Links
|
In a message dated 98-09-25 12:05:07 EDT, you write:
<< Also, per my request, I now have four solid leads on alleged TS 4.0 bugs
which I'll check out in TS 5.0. Thanks to those who took the time to
provide this good informat >>
John,
I don't know if anyone told you about the following TS bug:
Lets say that you have 5 minute bars for one bond contract as data1, that same
data as daily bars for data2 and that same data as weekly bars for data3. I
was amazed to discover that the weekly high often does not occur on the same
day as the 5 minute bar for that weekly high and occasionally the same problem
with daily bars. I consider this a HUGE bug when your intraday system uses
filters based upon daily and weekly pivots.
|