tick can mean 2 things, a single transaction and ticksize (the minimum price change for a financial instrument)
each 10 tick bar has H/L range for 10 transactions each 10 tick range bar has H/L range = 10 X ticksize. Bill --- In [email protected], "Paul Ho" <[EMAIL PROTECTED]> wrote: > > Is there any takers? > /Paul. > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > > > > With respect to tick data, what is the difference between 10R bar and > > 10-tick bar? > > Is 10 tick bar a bar containing 10 tick entries in the database? > > Is 10 R bars bars that has a range of 10 ticks? I have the following > > OHLC values for a stock with tick size 0.01 > > > > 40.46, 41.2, 40.2, 41.2 - range 1 > > 41.2, 42.4, 40.81,42.4 - range 1.59 > > 42.4, 42.68, 41.66, 41.66 - range 1.02 > > 41.66, 42.47,41.44, 41.44 - range 1.03 > > > > There isnt a lot of explanations in AB that I could find > > Cheers > > Paul. > > >
