|
PureBytes Links
Trading Reference Links
|
Below is the indicator in TS200i that I use to output my daily data. I do
this every morning and import it into a spreadsheet and compare it to 3
other sources. I have found Townsend Analytics to be best. This is compared
to e-signal, pc quote and csi.
inputs:
FileName(""), FileExt("csv");
vars:
OutputStr("");
if LastBarOnChart then begin
OutputStr = ELDateToString(Date) + "," + NumToStr(Time, 0) + "," +
GetSymbolName +
"," + NumToStr(open, 8) + "," + NumToStr(high, 8) + "," + NumToStr(low,
8) + "," + NumToStr(close, 8);
if FileName = "" then
FileAppend("c:\daily-" + NumToStr(Date, 0) + "." + FileExt, OutputStr +
NewLine)
else
FileAppend(FileName + "." + FileExt, OutputStr + NewLine);
end;
----- Original Message -----
From: "Craig" <craigbud@xxxxxxxxxxx>
To: "Bill Wynne" <tradewynne@xxxxxxxxxxx>; "Thomas Alexander"
<alexander_enterprises@xxxxxxxxx>; "Omega List" <omega-list@xxxxxxxxxx>
Sent: Wednesday, August 22, 2001 11:36 AM
Subject: Re: Tradestation Pro Daily Close differences from Last Tick
> Reminds me of the 'ol TS2000 daily bar bug where the open is replaced with
> open[1].
>
> Regarding TSPro, if I were you, I would record a series of daily OHLC data
> and compare it with an independent source. I would also look at some
> intraday data, count ticks etc., and post it here to compare with other
> datafeeds.
>
>
> At 06:48 AM 8/22/2001, Bill Wynne wrote:
> > >For example, yesterday's E-Mini daily close was 1156.25
> > > but the last tick on their tick chart was 1175.75
> >
> >Could you/they be looking at different days?
> >1156.25 looks like yesterday, 1175.75 looks like 8-20.
> >
> >BW
> >
> >----- Original Message -----
> >From: "Thomas Alexander" <alexander_enterprises@xxxxxxxxx>
> >To: "Omega List" <omega-list@xxxxxxxxxx>
> >Sent: Wednesday, August 22, 2001 6:12 AM
> >Subject: Tradestation Pro Daily Close differences from Last Tick
> >
> >
> > > Good morning!
> > >
> > > Using Tradestation Pro data, I've noticed over a number of days and
over a
> > > number of weeks, large differences between the close of daily bars and
the
> >last
> > > tick in tick charts. For example, yesterday's E-Mini daily close was
> >1156.25
> > > but the last tick on their tick chart was 1175.75. In the electronic
10yr
> > > treasury notes the daily close was 106'200 but the last tick was
106'255.
> >These
> > > seem like major differences. Does anyone have any significantly
different
> >data
> > > or thoughts of why this would be so? (Minus the often heard, "They
suck
> >man!")
> > >
> > > Thanks!
> > >
>
|