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IB is also missing intraday points. Actually a shift of 7 hrs is needed. Wil have to create a new file that renames all the time values to time = time + 7. This should align IB intraday data to MT4 EOD data, unless someone knows how to get MT4 to express in EST, ideally.

I've noticed that there are gaps in MT4 intraday data thus making IB data look stretched in some places. Otherwise, it seems consistently off by 5hrs. If this is the case then a shift just might work, i.e. 2 wrongs make a right... any thoughts?

Now that I've got some meaningful intraday data there is just one more problem. The data from IB is Eastern time. Anyone know how to switch MT4 globally to Eastern Time? This is a big issue and cannot be fixed simply by shifting the data. In some instances the data is off by +7 hrs and other...

Here is a simpler example. The period was shortened to see more activity but just for kicks. See how the CR has notched up (barely visible to the naked eye) and thus a virgin bend in progress. Now see the VirginIndicator... nuff said.

In addition to the historical trail of the CR, knowing the "bend" to find the best virgin is important. First derivative gives velocity and 2nd acceleration. Bottom line, every zero line cross is a Virgin being born.... So now we have historical CR and its direction. Now if I could only...

And another...(btw period again is 144, which as it is takes a minute to calculate!) Note that these curves are now static and the basis of a system can be had...

So we know that the the CR changes shape to retrofit previous points with every addition of a new point leaving the viewed curve nice and smooth, i.e. optimized and curve fitted. Any point previous to the right most edge cannot be acted on and becomes meaningless today as that point was...

and another...

yes, the longer the period the more accurate a virgin bend (less prone to whipsaw). A long period is like a freight train at full speed, it takes a lot of points or very large moves to make a dent in it. Shorter timeframes move quicker but more on that later. Note as I added fibs to my WL...

This is due to the inherent lag of curve fitting the CR after the fact...

rjb, good stuff! Sorry for the late reply. Folks, what we have here is the incorporation of a few things. 1. stdDev (glad to see that and gives me more confidence) in terms of Hi/Lo price such that 100% of price action is contained within. We could easily have used sigma 1,2,3. 2. Long term...

60/600

LOL! here is yahoo forum: [TWS API] Re: Historical data request pacing Let put an end to this Historical Pacing error. :-) Spoke to IB about it, and initially I received the 60 requests per 5 mins answer. I had to prove this wasn't the case, which I did. They then said...

Same problem here. How did you figure out that the previous pacing violation conditions were 60/5min? Any documentation available. Currently I've bumped my delays up to 3 seconds between requests but this affects all requests short or long. Would be nice to know the exact params. thx

Does anyone know what the "Historical data request pacing violation" means when fetching data in IB? Can't seem to find documentation on this specific error and seems to be happening fairly often now. Its time related I think, only x number of requests per y seconds. Would be nice to know...

hmm, I think we are talking about 2 different things. I was referring to the CR_d1 indicator and I believe you are referring to the CR_r0 indicator. The CR curve itself is infinitely smooth to many decimal places. But the notches occur because when the curve is translated to be displayed the...

More confused. If you have 5 points on a daily timeframe there is a daily CR value for each point (5). (hence a smooth point for point curve) To plot the same DAILY CR (5 points) on any chart greater than 5 points (i.e. intraday) you will get Notches since each daily CR point is constant...

By smooth out do you mean the opposite of dotted, or not stepped? As far as scale is concerned, don't know how to do that yet, at least not in MT4 maybe rjb can jump in.

fyi, there isn't enough intraday data to go back far enough to backtest within MT4. i.e. The 3 most recent Virgin bends on the daily timeframe were detected on (backwards) (CADJPY) Jan 3,2007 short side Oct 23, 2006 long side May 19, 2006 short side Now this alone is not sufficient since...

One of your exits is Limit 2*ATR of the secondary. I've also read that the Demarker takes you out of a trade, how so?