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<<<
For example, missing ticks could change the results of some
calculation and cause a faulty signal sometime later.
>>>
Indeed. It may be due, in part, to the nature of the indicators I
choose, but when I used to run tests of my systems based on short
timeframe intraday data
using identical contracts but from different vendors, the data
with the most ticks almost always outperformed the data set with the
lesser.
I never bothered to investigate more thoroughly into why this occurred
but I ran the tests occasionally about once a year or so with the
same results.
I haven't done this in a few years but the short answer is, I put real
trades on using only the best data I can acquire.
dbs
Bob Fulks wrote:
> At 7:34 AM -0700 6/25/00, Bob Scott wrote:
>
> >Maybe two seconds lag is acceptable which would indicate a maximum
> >buffer size of 8K - anything more than that is probably not
> >beneficial.
>
> This would be true if your trade occurred within those two seconds.
> But even more seconds would be useful to keep your system
> calculations accurate.
>
> For example, missing ticks could change the results of some
> calculation and cause a faulty signal sometime later.
>
> Two seconds is probably a lot more buffering than you need unless you
> are actively using the machine for other things.
>
> Bob Fulks
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