Indeed. Having said that over the years I have corresponded at length with them and it always gets to me saying 'you need to make architectural changes to the database' and then reaches an impasse. Actually it is only in recent conversations that I feel I have successfully convinced them that this is a core requisite for several indicators (including delta). Things usually just go quiet at that point. At least now the problem is getting consideration, happy days!
I certainly share your enthusiasm for what might be but based on the wiki entry you should really wait and see before stating "Let me assure you that CD calculation is not an approximation, it's the real thing" this is in direct contradiction to the info they published in the wiki. All I did was draw attention to this which sates it is (will be) an approximation.
I really like MC, I have huge amounts of time and energy devoted to it. I do however find it exhausting explaining why certain changes are necessary for it to compete in some areas.
Last edited by NickA; November 12th, 2012 at 03:42 AM.
MC will do sub second analysis, just not across multiple data series, it considers bid,ask and last as separated data series. It also only time stamps ticks to 1 second resolution (historic data), this makes it less than ideal for 'velocity' or 'intensity' type indicators. if i am doing a project where this isn't an issue it is my package of choice.
Sierra chart and investor RT will both do sequencing correctly. I'm not really that familiar with IRT. Neoticker is the granddaddy of 'tick precise' technology (they trade marked the term) a lot of people find it a little difficult to program, it does have a steep learning curve but us is flexible.
Yes I have used Neoticker extensively, though it must be said it was a long long time ago (5 years + i guess). Have you? It was designed from the ground up to sequence ticks across multiple data streams and in addition time stamps them to millisecond accuracy. I don't currently read their forums as I am not currently using It. As for Sierra i do use it for its correctly sequenced switch on and go delta and footprint studies.
I am not 'dissing' MC it is my package of choice, I can prototype simple applications in minutes with it and have pretty complicated stuff up and running in no time at all. However for certain applications that requires particular 'precision' there are simply better choices. It's also worth pointing out that even on live streams MC won't do sub second well, though you can kludge it with timer .dll's depending on your application. One of its great strengths (design based on TS including EL compatibility) is also responsible for some of its greatest weaknesses.
Anyway I thought you where looking for something to achieve a particular trading goal. If so I am happy to continue the discussion, if not I'm out, lifes too short.
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