here is GC, I didnt see enough volume on Sept Contract, so I picked August... I think 1 tick would be a bit aggressive to trade, so I used what I would trade if I was doing metals.. 5 ticks.. I dont know enough about GC to provide any opinions.. so take things with a grain of salt..
what day and time did you used? not sure of your timezone, so I could not match the timeframes exactly, if you let me know I can carry the exercise as I would be interested on doing comparisons against other exotic bars..
Is there an explanation of what exactly this bartype aims to accomplish? I mean does TradeVec describe it in some way?
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