Iterative Refinement

Discussion in 'Journals' started by Spydertrader, Jan 3, 2008.

  1. tobbe

    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.
     
    #4561     Jun 16, 2008
  2. ES
     
    #4562     Jun 16, 2008
  3. ES and YM attached
     
    #4563     Jun 16, 2008
  4. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1959676>
     
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    #4564     Jun 16, 2008
  5. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1959679>
     
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    #4565     Jun 16, 2008
  6. <img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=1959680>
     
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    #4566     Jun 16, 2008
  7. tobbe

    tobbe

    :p
     
    #4567     Jun 16, 2008
  8. ivob

    ivob

    Yeah well. I use IQfeed just like Spyder (I think he still uses IQfeed but I am not completely sure). I think I shouldn't get results that differ so much. My interpretation was completely the opposite.

    Anyway, I probably did something wrong.

    regards,
    Ivo



     
    #4568     Jun 16, 2008
  9. I do not use IQFeed.

    - Spydertrader
     
    #4569     Jun 16, 2008
  10. ES U8 Daily Chart June /16 /2008

    Daily ES bar made a HH and a HL on decreased volume from Friday.

    Price closed within lateral movement from Wednesday June 11.

    Total daily range = 16 points

    Close of daily bar = 53% of the range today.

    ES daily chart starts on March 17 /08 - FTT of the ES M8 contract, and detailed annotations including gaussian will begin on the U8 contract.
     
    #4570     Jun 17, 2008