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Please read the email again!
JeRRyWar Yes everything is exactlly the same on both TS machines. Other than
the data off course!!!!!
>Timothy Morge:
>Trading in the currency and S&P
>pits for any period of time there will give you a better feel for the
'noise'
>contained in the data most of us use.
I leave the feel factor to others on this list who are super humans with
amazing sixth feel sences. No Thanks.
>You'll have to watch both data streams with your
>indicator and then choose which you trust and which is successful. This may
be
>the lesson that shows you just how subjective most indicators are.
Dont use indicators but love to play with them. And I am a system trader so
I cant watch two feeds and would rather not trust anything other than my
fish keeping his mouth shout at all times.
----- Original Message -----
From: "JeRRyWar" <drwar@xxxxxxxxxxxx>
To: "'Ron'" <ron560@xxxxxxxxxxx>; "'Omega List'" <omega-list@xxxxxxxxxx>
Sent: Tuesday, July 11, 2000 1:20 PM
Subject: RE: DATA Discrepency BE AFRAID!!!
> The difference most likely lies in the difference between the two
stochastic
> indicators and not the data. Try exporting the Quote.com data into your
> other program and then compare.
>
> -----Original Message-----
> From: Ron [mailto:ron560@xxxxxxxxxxx]
> Sent: Tuesday, July 11, 2000 1:17 PM
> To: Omega List
> Subject: DATA Discrepency BE AFRAID!!!
>
>
> Please consider the following example:
>
> DTN Feed_IBM 60min_Stochastic Crossover
> A crossover buy is generated using DTN data.
>
> Quote.com Feed_IBM 60min_Stochastic No Crossover
> No crossover in Quote.com data using same stochastic parameters.
>
> What do you do? Both feeds have been working fine all day and tick counts
> are within 95% of each other but obviously there is a discrepancy in the
> data between the two feds. Its very hard to get to independent feed to
match
> data exactly, especially on the lower time frames.
>
> Since no two feed are the same does it make sence to test systems on one
> data source and trade it using another. No matter how reliable your data
> source is for historical data there is no guarantee that your real time
data
> matches the intrinsic characteristics of your historical data source.
Infact
> most often the performances will NOT be the same for the same system. This
> highly limits the type of systems that can be traded in real-time and
tested
> historically. SO BE AFRAID!!!
>
> This data problem has been bugging me for a long time and unless you have
> direct feeds from exchanges and full control over the data distribution
and
> filtering process you may be trading based on artificially adjusted data.
>
> So where do you draw the line.
>
> All comments appreciated. Thanks
>
>
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