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Hello trader,
Monday, April 07, 2003, 11:48:32 AM, you wrote:
tsn> ----- Original Message -----
tsn> From: "Frank Fleisher" <r6_5fpen8@xxxxxxxxxxxxx>
>> When you're dealing with this type of intraday trading frequency, you
>> may want to do another comparison: Offset your five minute bars. In
>> other words, make the close of your first 5 minute bar at the close of
>> two minutes, and then close your bars every 5 minutes after that.
>>
>> There are other ways to do this, but what comes to mind is to force
>> your 5 minute system to run on 1 minute bars and write additional
>> code to keep track of 5 minute intervals on one
>> minute charts. Adjust your indicators accordingly.
tsn> You can do this much easier. Change the session settings in your
tsn> GlobalServer. If you have the starting time at 09:00 change it to
tsn> 09:01 From that moment your bars will start with an ofset of 1 minute.
tsn> You can do that for 09:02 09:03 etc.
tsn> This way is less work than writing code etc.
Yes, this is much easier. People should do this test on their
systems, because I think this is more the culprit than some lead/lag
relationship between cash and futures.
tsn> greetings
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