>Yes, TWS let you specify the period as well as the multiple, >but it works with bars (not ticks) as unit. So obviously a period >of 20 on a 1 min bar TWS chart isn't going to match a 20 ticks >jbooktrader bollinger bands.
Well, that explains the discrepancy then. I suppose that to do apples-to-apples comparison, you can construct a 1-second chart in TWS, and then plot Bollinger bands of period N, and see how this matches Bollinger Bands in JBT for the same period. Just for clarity, there is no such thing as "tick" in JBT. I would prefer to stick to the "1-second snapshot" term. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
