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Mystery solved (kinda).
The discrepency you saw in the ROC of TS6 gif in my previous post on March 8
disappeared this morning. Now TS6 and 2000i match, with 2000i having been
accurate on Friday, as suspected.
There were several reasons given for this by TS tech staff, but as you may
remember, I tried restarting the program previous to my last post with
negative results, so this is a problem that might crop up again. It most
likely occurs if you diddle too much with the settings on data2,3,4 etc.
There is a potential advantage to not using $ADV/DEC data that is precisely
lined up with data1 (remembering that TS6 results were better than 2000i
while misalligned).
For those who want to know, having trolled through the permutations of TS6
and 2000i, here is the short scoop on how to allign the data and what it
means. Remember that TS6 is live data, whereas I'm comparing that to 2000i
using ASCII data. I cannot speak for 2000i with live data.
1) In both cases, if your primary data (say SP) starts at 9:30 and you want
to plot hourly bars starting at 10:00, (using the below changes), that first
bar is actually composed of only 30 minutes of data (or whatever fraction of
the time between 9 and 10 it actually trades). So, what you are NOT doing,
is forcing the data to begin at 9:30, trade for an hour, and plot the 10:30
bar in the 10:00 time stamp.This perhaps explains why so many have seen
decent results beginning at 11 am. That is the first bar to actually contain
a full hour of trading data.
2) In TS6, selecting Natural Hours in the Setttings tab is all you need, in
fact, if you select the primary data as Natural Hours, all other added data
sets will set themselves up as Natural Hours. NOTE: after you finish, you
can go back and change the data2,3, etc. back to Session Bars, but you will
get "interesting" results... ;~)
3) In 2000i (ascii data ONLY, not live feed), the Natural Hours checkbox
does bupkiss. Reset the Universe start time from 9:30 to 9:00 and the effect
is exactly the same as in TS6. Unlike TS6, once you change Data1, changing
data 2,3, etc. has no effect... they follow data1 settings.
Now onto more productive work... pheh!
Best regards,
Gene Pope
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