Each trader sees real-time bar charts that are unique to them

[ScoobyStoo]

Quote from Newman:

Oh you'd like that wouldn't you. You'd like that I draw the line from A to B to C.

Explain it neatly and even foresee your questions and answer them too. After all why wait for you to ask. I can pre empt your questions.

Maybe you think trading is like academia. I shall pour my heart into a paper that my peers will read. And they will clap clap clap how brilliant I am. And I will get offered a new University position.

Isn't that how you think life works Mr Educated.

As I thought. Just another troll. Sad really that some people's lives are so empty that this is the best way they can find to fill up their days.

Bye bye sad man.

 

[Newman]

Quote from ScoobyStoo:

As I thought. Just another troll. Sad really that some people's lives are so empty that this is the best way they can find to fill up their days.

Bye bye sad man.

If it helps you to think of me as sad man. By all means.

I may think you are stupid, but I still want you to have as good life as possible . I am not evil.

 

[abattia]

Quote from Newman:

... One must move beyond the stock market and FX market and realize this modeling equation THAT WORKS FOR ALL THINGS THAT GENERATE CHART, WATER PRESSURE PUMP MEASUREMENTS, RANDOM GENERATORS, CPU TEMPERATURE OSCILLATIONS... CAN YOU TRADE CPU TEMPERATURE OSCILLATIONS IF YOU HAD TO ...

This diatribe is somewhat unhinged.

Ladies and Gentleman, I think one of Robert Mugabe or Muammar al-Gaddafi or Nick Griffin MEP may well have joined us on ET ...

 

[Newman]

Quote from abattia:

This diatribe is somewhat unhinged.

Ladies and Gentleman, I think one of Robert Mugabe or Muammar al-Gaddafi or Nick Griffin MEP may well have joined us on ET ...

Here are two things that just happened.

Option 1. You realized holy shit this guy just gave me the potential answer so I better make fun of it so that other people don't get it.

Option 2. This guy is dumb as a rock.

I am betting you picked option 2.

Please continue to entertain me

 

[Newman]

oohhhhh nnnnooooooooo

damn data companies

The only thing standing between me and financial freedom is OHLC data that shows slightly differently

oh nooooo

 

[intradaybill]

There is an answer to this issue. Avoid fragmeneted markets (multiple ECNs, dark pools, etc) and trade the ones with a single data feed that is delivered directly from the exchange. Most futures products satisfy this.

Back to the futures

 

[abattia]

Quote from Newman:

oohhhhh nnnnooooooooo

damn data companies

The only thing standing between me and financial freedom is OHLC data that shows slightly differently

oh nooooo

I've had enough of this!
This is more than I can take!
I'll meet you outside afterwards...

 

[Algo_Design_Kid]

Quote from jprad:

If you're using time-based bars then you can start anywhere and maintain bar synchronization.

But, filter_sweep was referring to volume/tick bars, which aren't time-based. All bars that are not based on time have to start at the beginning of a trading session in order to be properly synchronized.

I was referring to that as well.

A tick chart is just "x" number of trades.

Lets say 1100 trades have occured already.

Lets say I have a 200 tick chart.



We have :

1) 5 periods of 200 ticks



Then I turn on my computer..



2) 5 periods of 200 ticks was backfilled and now I have another "bar" or period with 100 trades already occuring and it is on the 101st tick already and has 99 more ticks to go until the next period regardless of time.

Are you seeing this any different than I? I might be confused now because there was a lot of people saying a lot of different things.

 

[GTS]

Quote from Newman:

The only long term success in trading is to understand market as a single equation from which all behavior can be modeled. One must move beyond the stock market and FX market and realize this modeling equation THAT WORKS FOR ALL THINGS THAT GENERATE CHART, WATER PRESSURE PUMP MEASUREMENTS, RANDOM GENERATORS, CPU TEMPERATURE OSCILLATIONS.

You can model a random generator? Sounds like it might be broken then....

 

[jprad]

Quote from Algo_Design_Kid:

Lets say 1100 trades have occurred already.

If the data feed you're using contains a trade number, then you're fine. But, most tick streams only contain datestamp, price and volume.

In that case the only way you can be certain that the bars are synchronized is to make sure you grab enough historic data so that you can detect the start of the trading session.