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Re: calculation of price/frequency distributions



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"Carroll Slemaker" <cslemaker1@xxxxxxxx> writes:
>The only way to guarantee such consistency would be for
>the historical run ALSO to use the tick data.

Bear in mind that tick-bar charts load differently from their real-time
behavior, at least for symbols with both a day and night session like
the S+P.  When loading historical data, the bars will form ignoring
the start of the day session - they'll keep making bars up to the
set number of ticks as though trading continued straight through.
The end of the day session will terminate a bar, as you'd expect.
When real-time data is added, though, the end of the night session
will terminate a bar, even if it has less than the set number of ticks.
This difference can make quite a difference in the appearance of a chart
depending on when you loaded it and how long you let it run real time.

>Actually, the best solution would be to provide the user with two types of
>variables and let the user decide which behavior he desires.

Other types might include double precision variables for internal
portions of calculations where single precision is insufficient.

Jim