Is it the problem of Ib data or other reasons?

Discussion in 'Data Sets and Feeds' started by robinxing, Feb 28, 2007.

  1. I have two pc

    both of them installed tradestation 2000i

    usually I use one pc doing research

    the other autotrading

    today when I output the data from the pc which do autotrading

    import it to the other pc

    something strange happens

    the same strategy the same time span

    but different signal different performance

    I do not know why

    is it the problem of IB data or tradestation 2000i?
     

  2. IB data is compressed - it is not real tick-by-tick data. If your strategy is influenced by the close on a time based bar then you will most certainly get different results.

    Do not even try to use tick charts- that is with IB data a crapshoot.

    Dad reckoned that he wasted over two years trying to work with IB data - very expensive trying to do this on the cheap.

    Maria

    ps if the data is the same then the difference may be in the length of the period that you are charting, alternatively in the number of bars that a study may reference. in both cases it is the sign of an unstable strategy.
     
  3. another pic
     
  4. bali_survivor

    if I wanna apply strategy to tick charts and do autotrading with IB

    what should I do ?buy data feed from esignal?

    thank you
     
  5. joesan

    joesan

    Use IB executin platform but other datafeed.
     
  6. someone says it is due to the synchronization of the clock of the two computers.

    Does anybody know?
     
  7. even if I output the data and import it at the same pc

    the tick chart will change

    I do not know why