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The advancing issues count is only published from 09:32 exchange time
onwards - at least on Futuresource. It would therefore seem reasonable
that hourly bars start at 32 minutes past each hour. Given that you're
trying to trade the future based on the "cash" signal I'd be tempted to
adapt the future's bar starts to the advancers' bar starts rather than the
other way 'round.
$.02,
Stefan Schulz
At 07:44 27/03/02 -0600, Dennis Todd wrote:
>I pulled down data from www.trades2traders.com for the NYSE advancing and
>the S&P one minute data a while back.
>
>The NYSE advancing issues data, most of it had times of about 33-35 minutes
>past the hour. When I test this with the standard oddball code and use the
>S&P I get really bad results. Is this a result of having the NYSE advancing
>issues offset by ~30 minutes? If so, is there better data somewhere for the
>NYSE advancing issues that is on the hour? Or am I doing something wrong in
>my testing?
>
>Thanks in advance!
>
>Dennis Todd
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