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I just made a scary discovery.
I brought up a candelstick chart of the OEX, 10 min.
Then I inserted a chart of the ES8H (S&P mini) as data2 AND THE
CANDELSTICKS FOR THE OEX CHANGED!!!
They were different candelstick formations. This is potentially very
annoying for someone looking at intermarket relationships.
I do get delayed futures data and real-time index data, but that
shouldn't matter, if you insert another data stream it should not change
the original data stream.
Now I am wondering if using delayed data with realtime data is screwing
up all my divergence calculations. I was hoping that when two data
streams where inserted on the same chart the time would adjust for the
delayed data, it is hard to tell what is going on though.
I use SuperCharts 4.0 RT and BMI.
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