Recent content by nephos

Dioda It seems the behavior of the "Last" trigger method you described is in tune with what is published in the user manual. http://www.interactivebrokers.com/en/software/tws/twsguide.htm#usersguidebook/configuretws/modify_the_stop_trigger_method.htm You could try "Last or Bid/Ask"...

I am not entirely sure what point exactly I may have missed. I am however pretty sure that this does not contradict anything I wrote: Who claimed it was since you feel the need to clarify? No one. My claim was that selection bias happens before you work with a selected piece of data: So of...

Any other interval like 358 seconds OHLC or 55 minutes OHLC or 1 year OHLC can be computed out of 1 tick time stamped data. The tick interval contains all information of the higher time frames and 1 tick is C only, not OHLC. You really seem not to understand that OHLC really is nothing but a...

It appears to me the confusion is on your side. OHLC is just a traditional way of sampling the data to save computing resources. You can replace OHLC with tick resolution that contains all information and build the same models, it will just be more difficult to handle. Selection bias happens...

Useless and possibly dangerous drivel. The author implies you can only curve-fit with parameters but not with hard coded rules. Quotes from the website: "The term "curve fitting" applies when parameters are adjusted (or optimized) so that a specific function "fits" a time series in a certain...