|
Quote: |
|
 |
|
|
bh - the 'shortcomings' you refer to are specific to TS. If you are using tick bars then this does look like a small thing. It'd be the same if you said your 233 tick chart is actually displaying 233-500 ticks each bar and you have no idea whether it will be 233 or up to 500 each bar. Would that impact your decision making? Could that possibly create scenarios where your setups either do not appear, appear to late, or appear when they should not?
If so, that's the issue at hand here. Just b/c you do not use them does not mean this is a non-issue. It's a non-issue to you and you are attempting to discredit the importance of this simply b/c you don't 'get it'. Like I said, if your tick bars were off by as much as 30%, you'd probably care then. |
|
|
|
|
No, I understand what you guys are saying about the volume bars. And I also said I *have* used and traded from volume bars. My main trading vehicle is ER2 so the volume bar differentials are very minor. I suppose if you are charting equities which can have wider per tick volume differential then I can see where your larger 20% error factor comes in. Now I guess what I dont "get" is how or why a 500 volume bar vs a 600 volume bar is such a big deal when making your trading decisions. I mean price is what it is - right?