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Hi Folks,
I've been stuck w/DBC broadcast and cable for years, but with local cable
upgrades I'm finally able to switch to an internet feed. Esignal seems to
fit my needs, but an improved datafeed may pose a problem with my TS4
indicators.
I make considerable use of two indicators (AvgTrueRange and Mov Avg -
Weighted (P)) which calculate their values from the limited E-mini ticks that
DBC provides. Because I get only 6000 to 7000 ticks/day on the E-mini (less
for the S&P), it would seem that the ATR and MovAvg values for any given
period are calculated on only a sample of the 'actual' available ticks. Even
with this condition, the results seem to be relatively constant...probably
because the randomness of ticks is distributed over the time frames I use.
At any rate, I'd like to find out how much or how little the ATR and MA will
change with the addition of substantially more ticks from (internet) esignal.
Could somebody with TS4/esignal please put up the following charts, and send
me the values.
15 Min SP Z0 AvgTrueRange Len(50) : Value at 4:15 (date
______) =
17 tick ES Z0 MA - weighted AvgPrice;Len(81) : Price at 4:15
(date______) =
29 tick ES Z0 MA - weighted AvgPrice;Len(81) : Price at 4:15
(date______) =
If any DBC or esignal users are interested in how this comparison comes out,
let me know and I will e-mail results.
Thanks for your help.
Jim Loftus
pal9885@xxxxxxx
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