PureBytes Links
Trading Reference Links
|
At 08:48 PM 11/29/2004, Jimmy wrote:
>So the problem evaporates. How about the refresh? Must be minimal
>change after a refresh.
My post said:
>Collecting the data real time I received 64,464 ticks of ES from 9:30AM
>through 4:15PM Eastern time.
>
>Refreshing the data, I then had 64,497 ticks, a difference of +33 ticks.
33 ticks out of 64,000 seems pretty minimal to me. :-)
At 08:09 PM 11/29/2004, Doug Tucker wrote:
>If I display a five minute chart with volume and then write down the volume
>at each bar, say 2500 tick volume in the morning when it is fairly active,
>then if I later reload the data and look at the same bar it will show
>something like 2540 volume, so I am not getting 40 ticks.
40 out of 2500 is still under 2% so I would be very suspicious of any system
where a 2% difference in ticks could make much of a difference in the
overall results.
There are lots of ways you can lose ticks in an Internet transmission so
that is likely to be the cause.
This is assuming your computer has plenty of unused capacity and can process
the ticks as they arrive. The ES contract can easily have more than 10 ticks
per second and if the computer is busy drawing charts or calculating complex
indicators, you might be running out of compute time.
I noticed a while back that the default setting on a new indicators and most
built-in indicators is "Update value intrabar" (on the Format, General tab).
This eats up gobs of computer time on fast charts so uncheck this option on
all indicators unless you really need it. Also push the "Default" button to
make this the default on all future new indicators.
Look at the graph of the usage percentage on the "Performance" tab of the
"Task Manager". (see picture) It should remain under 20% most of the time
with spikes to perhaps 50%. If it runs higher than that during busy times
you might start losing ticks.
Bob Fulks
Attachment:
Omega.03.gif
Description: GIF image
|