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Re: Pushin' and Popin' Ticks...



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Further to this question, I've had an email from Jan Philipp re an 
email rom Dave Nadeau and both give permission to copy it to the list.

It appears that I cannot do what I would like to do, at least not with  
historical data, which makes PushPOP unsuitable for backtesting at the 
tick level. If anyone knows of a way around this I'd love to hear from 
them...

Ian


J> does Pushpop.dll work both, in real-time and historically?
J> We used to have problems with some dlls with
J> historical transfers until we started using GlobPro.

It  does  work  with  both  historical  and  realtime  data.
However,  it does work differently. As data comes in tick by
tick,  the  plotted pushpop indicator will record every tick
and  move  incrementally. I assume this is the result of the
ticks  being  aligned  within the arrays in which pushpop is
storing them.

On  the  other  hand, if you should take that same tick data
and load it from the database to do some historical testing,
you'll  see  that the indicator changes it's value only once
per  minute on tick charts. I assume that this is the result
of  Tradestation's  time  resolution  going down only to the
minute  level,  so  there's no way for pushpop to definitely
align the information except at each one minute interval.

So,  I  would caution anyone against backtesting tick charts
using  a pushpop'ed indicator as your results will certainly
be different. I think that the closest you can come would be
on using 1 minute bars.

-- 
Dave Nadeau
Fort Collins, CO