Tick Data Differences
Tick Data Differences
09 Sep 2014, 14:53
Issue with Tick Charts
Every time I hit refresh I get different data:
http://prntscr.com/4l5eoe
http://prntscr.com/4l5erv
Easy to replicate, just open up a tick chart, T34 and click refresh after every load you will see different data each time.
Replies
Elogos
10 Sep 2014, 13:00
I just received a reply back from the enquiry that my broker made with you.
Why would you generate TIck charts in reverse?
That makes them relationally useless and will give different results each time you test historically to recent.
I know it is a crude comparison but if the Daily Chart history changed even minutely each time you would have people asking why it changed.
The fix for the chart change if Dynamically generated from the most recent Tick is to pick a point in time in the past and snapshot the tick data daily, that way there is a constant reference without dynamic generation from recent, but the last tick on the previous day it works on the roll-over even if it is in the middle of a grouped T34 range.
@Elogos
Elogos
09 Sep 2014, 15:03
http://prntscr.com/4l5gt3
and
http://prntscr.com/4l5gpo
This is a huge problem for back testing since the errors get worse the further back in history you go.
@Elogos