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Re : Bouncing Ticks



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Dans un courrier daté du 26/09/98 14:23:29  , vous avez écrit :

<< As a conservative work-around for the bouncing ticks problem in coding
 trading systems, how would you code an EOD system to enter and exit the
 market at the worst price of the day (the low for a short entry, the
 high for a long entry, etc.)?
 
 Thanks,
 
 Cab Vinton
 cvinton@xxxxxxxxxxxxxx
  >>

For example, by using our Tomorrow' Newspaper DLL that reads in advance any
raw data  (O,H,L,C,V, OI, Up and Down ticks, date and time), any nuumber of
bars in advance.

Warning: It works only with past data and has a serious drawback:
It's really unable to give you the price of the next bar following the  last
bar on chart when realtime...

Sincerely,

-Pierre Orphelin
www.sirtrade.com
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