02-20-2010, 08:26 PM
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#9 |
Join Date: Aug 2008 Location: Bangkok Thanks: 4
Thanked 21 Times in 17 Posts
| Re: Corrupt Data on Tradestation Chart. Is This Common? I walked away from TS years ago disgusted so my comments will be limited. One thing that I saw on e-signal that made me wonder.There would be on the one minute bar volume spikes, then they would reduced to look like normal volume shortly after. I wondered if they were covering the tracks of fund buying.
The other thing that I researched at length is spike filters on the broker quote side, and on my platform. They filter out, far out market order fills. They can shape the stats of price OHLC. They can be adjusted on platforms like Quote tracker. Ninja Trader depends on your data feed provider. Backfill can look different than live fed charts. As I wrote else where I have seen large discrepencies for opening gap, closings on day charts. Anyhow good luck. |
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