Hello, If market moves slowly that would be true. If market is wild and moving very quickly (more than 10R bar within 5 seconds), that won't be true.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Paul Ho" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, September 01, 2008 3:22 PM Subject: [amibroker] Re: Range bars vs Tick bars > Thank you TJ and Bill for your answers > From what I can gather, there should be no difference bewteen the > 10tick range bar chart from a tick database and 10tick range bar > chart from 5 sec database. Is there any disagreement there? > /Paul. > --- In [email protected], "bilbo0211" <[EMAIL PROTECTED]> wrote: >> >> 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" <paul.tsho@> 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. >> > > >> > >> > > > > ------------------------------------ > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > Yahoo! Groups Links > > >
