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Sorry about still not ending the thread... Your chart proves the point
about "mess" in the data. But how about statistics? Standard deviation,
ATR? I don't have the data, but by eye-balling there should not be much
difference.
Ivo
> -----Original Message-----
> From: Bilo Selhi [mailto:citadel@xxxxxxxxxxxx]
> Sent: Wednesday, May 16, 2001 11:49 AM
> To: Omega List
> Subject: Decimalization
>
>
> April 9th, the final phaze of Naz decimalization.
> before and after
> csco 1 minute chart...
> i think the point's been made as fars as the
> fills are concerned. it's time to close this thread.
>
> high resolution price data is becoming
> more continuous vs descrete.
> need a bit better noise filters now and
> better smoothers for our systems.
> if you get out from under 5 min data the changes
> are virtually not noticable as far as noise ( fills )
> of course the market will adjust a bit.
>
> bilo.
> i moved out from 5 min time frame on most of my
> systems into lower resolution... since then and
> it shows...
>
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