The minimum TWS bollinger unit is 5 sec, will investigate whether the band values match using 10,2.0 in TWS and 50,2.0 in jbooktrader
thanks On Fri, Dec 10, 2010 at 3:26 PM, nonlinear5 <[email protected]>wrote: > >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]<jbooktrader%[email protected]> > . > For more options, visit this group at > http://groups.google.com/group/jbooktrader?hl=en. > -- 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.
