IB is also missing intraday points. Actually a shift of 7 hrs is needed. Wil have to create a new file that renames all the time values to time =...
I've noticed that there are gaps in MT4 intraday data thus making IB data look stretched in some places. Otherwise, it seems consistently off by...
Now that I've got some meaningful intraday data there is just one more problem. The data from IB is Eastern time. Anyone know how to switch MT4...
Here is a simpler example. The period was shortened to see more activity but just for kicks. See how the CR has notched up (barely visible to...
In addition to the historical trail of the CR, knowing the "bend" to find the best virgin is important. First derivative gives velocity and 2nd...
And another...(btw period again is 144, which as it is takes a minute to calculate!) Note that these curves are now static and the basis of a...
So we know that the the CR changes shape to retrofit previous points with every addition of a new point leaving the viewed curve nice and smooth,...
and another...
yes, the longer the period the more accurate a virgin bend (less prone to whipsaw). A long period is like a freight train at full speed, it takes...
This is due to the inherent lag of curve fitting the CR after the fact...
rjb, good stuff! Sorry for the late reply. Folks, what we have here is the incorporation of a few things. 1. stdDev (glad to see that and...
60/600
LOL! here is yahoo forum: [TWS API] Re: Historical data request pacing Let put an end to this Historical Pacing error. :-) Spoke to...
Same problem here. How did you figure out that the previous pacing violation conditions were 60/5min? Any documentation available. Currently...
Does anyone know what the "Historical data request pacing violation" means when fetching data in IB? Can't seem to find documentation on this...
hmm, I think we are talking about 2 different things. I was referring to the CR_d1 indicator and I believe you are referring to the CR_r0...
More confused. If you have 5 points on a daily timeframe there is a daily CR value for each point (5). (hence a smooth point for point curve)...
By smooth out do you mean the opposite of dotted, or not stepped? As far as scale is concerned, don't know how to do that yet, at least not in...
fyi, there isn't enough intraday data to go back far enough to backtest within MT4. i.e. The 3 most recent Virgin bends on the daily timeframe...
One of your exits is Limit 2*ATR of the secondary. I've also read that the Demarker takes you out of a trade, how so?
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