Welcome to the Traders Laboratory Forums.
Trading and the Markets General trading forum. Anything related to trading and the markets goes here.

Like Tree3Likes

Reply
Old 10-15-2011, 04:40 PM   #25

Tams's Avatar

Join Date: Sep 2008
Location: Geelong
Posts: 3,779
Ignore this user

Thanks: 2,084
Thanked 1,477 Times in 912 Posts

Re: Price Pause Strategy

just for fun... here's the whole day of YMZ11


ps. no guarantee to accuracy or completeness.
Attached Files
File Type: zip ymz11 20110114-TICK.zip (69.1 KB, 2 views)
__________________



Only an idiot would reply to a stupid post
Tams is offline  
Reply With Quote
Old 10-15-2011, 04:48 PM   #26

Join Date: Mar 2011
Posts: 169
Ignore this user

Thanks: 25
Thanked 7 Times in 7 Posts

Re: Price Pause Strategy

Quote:
Originally Posted by Tams »
just for fun... here's the whole day of YMZ11


ps. no guarantee to accuracy or completeness.
Excellent. I'm so meticulous, I will go through each pause :-)

Cheers Tams
carltonp is offline  
Reply With Quote
The Following User Says Thank You to carltonp For This Useful Post:
Tams (10-15-2011)
Old 10-27-2011, 08:26 PM   #27

Do Or Die's Avatar

Join Date: Jun 2011
Posts: 403
Ignore this user

Thanks: 133
Thanked 173 Times in 91 Posts

Re: Price Pause Strategy



Quote:
Originally Posted by Tams »
I am not saying there is a problem, or the will be a problem.

When you first try tracert, you reported everything is ok.
Of course things are ok. Why wouldn't it?

On your above test, you reported that the esignal and IB feed are the same.
Of course they are they same, why wouldn't they?

What you have observed is of very little value.
Let me explain.


Please take a look at the tracert report again. How many hops are there?

Mine has 14 hops.
Only the first 3 hops belong to my ISP.
ie. even though I have paid premium to subscribe to a fast internet,
the extent of my influence is only 3 hops !!!
the rest of the hops belong to other ISPs along the route.
If one of them has a hiccup, you are affected.

I am not saying someone will have a hiccup.
I am not saying internet is not reliable,
and I am definitely not saying your strategy is not workable because someone somewhere during the next one hundred years will have a 100 millisecond hiccup.

What I am saying is, you have to look at all the variables,
and see if you can control/depend on those variables.

Let's go back the the observation you made in the previous post.
Of course the esignal and IB data are the same...
if they go through the same hops, they will have the same latency -- ie. same results.

Next, you have to look at your current average latency,
and then divide that into your "Pause" Strategy threshold.

ie. you have to take samples of your tracert... to see how stable is your latency.
I have a 122 ms latency right now. It might be 60 ms tomorrow, or 250 ms in the next second.
You have to find out if you have a dependable varaible.

If the pause you are working on is 1 second,
and take my example, my latency is 122 ms (I will round it up to 200 ms, because you always round up),
then I would assume my expected error will be 20%. (200 ms of 1 second)

I don't know if it would work for you, maybe, maybe not. If it is acceptable, then by all means continue with the hypothesis. Otherwise even if it is a good theory, you are limited by our current technology.

Hope it makes sense.
__________________
Fear none, frighten none.
-My Best Contribution So Far
-Open Source Trading Platforms (Master List)

Last edited by Do Or Die; 10-27-2011 at 08:33 PM.
Do Or Die is offline  
Reply With Quote

Reply

Thread Tools
Display Modes Help Others By Rating This Thread
Help Others By Rating This Thread:


Similar Threads
Thread Thread Starter Forum Replies Last Post
Automated Price Action Strategy Development gianno Swing Trading and Position Trading 4 08-22-2011 10:56 PM
Price Surge/Continuation with No Pause Tradewinds Day Trading and Scalping 14 07-31-2011 05:40 AM
Looking for 4 other collaboraters on a new strategy... investingphil General Discussion 2 06-18-2011 02:59 PM
Help with My First Strategy ptcman Coding Forum 25 10-08-2009 07:53 AM
Strategy for Es TWI Automated Trading 6 10-28-2008 02:18 PM

All times are GMT -4. The time now is 11:10 PM.
Copyright ©2000 - 2012, Jelsoft Enterprises Ltd.
CS to VB integration by DeskLancer
©2006-2011 Traders Laboratory, All Rights Reserved.