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Jan,
> This probably means that in the process of saving data to disk, some ticks
> are lost.
I think you will find this with all datafeeds and software - hardware writes
and datafeed pushing data in not fast enough for the quantity of ticks. The
smaller the time frame the more margin for error: "fudge factor". Most very
short term players (15 minute charts and lower) who make money are the
Market Profile style guys who have a method not a system who are raelly
flying by the seat of the pants - gut feel as well as the method.
Its easier to be systematic and get closer results to the System as the time
frame gets longer.
Would anyone care to comment on their experience with very short term system
trading?
Regards
David Hunt
www.adest.com.au
----- Original Message -----
From: tj <tradejacker@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Sunday, July 11, 1999 5:34 AM
Subject: Re: HELP NEEDED - $SPX as proxy for SP and ES Futures
> another big problem is that spx only updates 3 or 4 times per minute
> (bmi sat). waiting 15 to 20 sec for a signal is an eternity when
> trading the s&p's and especially the more "elastic" e-minis.
>
> TJ
>
> --- Gary Fritz <fritz@xxxxxxxx> wrote:
> > The SPX is smooth and "clean" and gives much prettier results than
> > SP. The futures whip around a lot more, moving sooner and farther
> > than the SPX, making it a much "noisier" signal.
>
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