Iterative Refinement

Quote from tobbe:

Not only that - it is depends on the quality of your feed as well (more about that here). The INDU is calculated/distributed every 2 seconds (as specified here). If you have a feed that throttles INDU ticks when there's a high load - like esignal - you'll be out of sync for 2-4-more seconds at a time and never know about it (which means you'll get false signals).

My guess is that it would be better to calculate the INDU yourself without delay (whenever a new tick from one of the INDU components arrive) and use that to calculate str/squ. And you need a high quality feed, too.
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I think that probably is the best, but then you're tracking 30 instruments, and subject to any delays in those updates.

I've found everything but IB can lag the market 30 seconds and more during high volatility periods. So I settle for their snapshot delivery in exchange for more or less up-to-date price data.

I use IQFeed for historical filling, though, and the differences when I backfill the next day are always enough to remind me not to take bar-closes as the gospel.

Luckily, I don't need to worry much about STR-SQU, as I have other , much more basic, areas of difficulty. :)
 
I just thought it might be useful... Mark Douglas:"The one thing you can control is yourself. As a trader, you have the power either to give yourself money or to give your money to other traders. And the ways in which you choose to do this will be determined by a number of psychological factors that have little or nothing to do with the markets."... Spydertrader: "...NOTHING can ever go wrong...",and Jack:"...sharing the responsibilties with the markets..."...just a thought.

Douglas":...and this will be so until you acquire some new skills and also learn how to adapt yourself to suit conditions as they exist in the market environment..."Jack:" Do not invent...do the work..."

Are they relatives:)
 
Quote from gravitonium77:

es 09-08 6_17_2008 (5 min).jpg
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I have two different vendors showing equal lows for bars 1035 eob and 1050 eob (0935 and 0950 on yours), therefore I could not draw pt3 up channel where you have one.
 
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