|
PureBytes Links
Trading Reference Links
|
I've never quite grasped the mechanics of bouncing ticks but I understand
that the smaller the timeframe, the less descrepancy between live and
historical results.
My current contract has 30% more trades in historical than live. I'd like
to capture some of this.
Do I stand to increase the trades by adding "of data2" to all my code for
my 5min system and inserting a 1min chart in data1?
And if so, does "of data2" eat memory?
dbs
|