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I'm trying to figure out a way I could edit bad ticks out of a data
series.
It wouldn't be hard to write an indicator for a 1-tick chart that
examines the tick stream and discards bad ticks. But then what? Is
there any way to take the resulting tick stream and construct a new
price series that could be fed into a system, possibly using a global-
memory facility to communicate to another chart?
If not, I guess the only way to do this would be to do the tick
editing on the 1-tick chart, and use the edited tick stream to build
an array of "bar data" in the 1-tick chart. You could invoke your
system code when the Time of a tick flips over to the next minute, 5-
minute, etc bar time. That would be painful, since you'd have to
write your system to access the "bar data" array instead of using the
built-in bar access functions. All references to High, Low, etc
would have to be changed, and any functions that refer to previous
bars (like Lowest() or Highest()) would have to be replaced.
It should be possible, but I'd rather avoid it if I could just write
a simple tick-editor indicator and feed the output of that into any
system or indicator I wanted. I suspect the fact that nobody has
done this means it can't be done, but I thought I'd fish for ideas...
Gary
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