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--- multitrak@xxxxxxxxxxxxxxxx wrote:
> My first guess is incomplete intraday data. Since
> you mentioned that
> you're using Qfeed, then it's entirely possible that
> you're not getting all
> the ticks depending upon which server farm you're
> connected and whether
> you're using intraday bar or tick charts (tick
> charts are worse) for the
> system trigger. This is a common problem when
> comparing TS system results
> based on realtime (incomplete) vs. historical
> (complete) data.
>
> MT
But the historical data is no more incomplete than the
realtime data, since I never imported more ticks
(either via omz or historybank.com). The only
exception is the last bar for each day, which can have
a dribble time period, which, if enabled, can allow a
bar to change after it is closed (as per Mark's
response). Incidentally, that is not the problem
either, since I was able to reproduce the problem on
Friday intraday after an hour or so of morning
realtime data, with Tradestation having been restart
prior to the open in both cases.
Jack
>
> At 04:15 AM 8/9/01 -0700, Jack Griffin wrote:
> >I started running a new intra-day system realtime
> via
> >Tradestation 2000i + Dynastore + quote.com. After
> a
> >several days of running it, I am getting a
> disturbing
> >result. Yesterday, for instance, my realtime
> strategy
> >and corresponding indicator was flat the whole day.
> >Today, after rebooting, I loaded the same exact
> system
> >using the same data (except now historical). It
> >claims to have given me a nice sell signal midday,
> >just before the nasdaq tanked. In fact, the
> realtime
> >signal/indicator are totally different!
>
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