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Are all Tick Charts Different?


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Are all Tick Charts Different?

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Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful. That said, I do like how Tick Charts react to the volume (transactions).

Anyway, just curious. I'm new to the forum and appreciate the wealth of knowledge available here. Thank you.

Justin

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borch084 View Post
Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful.

Tick charts can vary because the time the platform was switched on in the morning is different between people so the platform starts counting from a different point on the graph, or the data provider bundles data say. Basically a number of reasons. Also you will quite often find that if you take a screenshot of your graph at the end of the session then close your platform and reopen, the data that reloads will be slightly different to the data that created the graph in real time so that will affect indicators and might change high/low relations between bars changing when a signal occurs. This would obviously makes back testing irrelevant if done as the real time trade graphs wouldn't match the same day reproduced afterwards in a back test.

Personally if you like the tick bar style then for futures I would use volume bars as you have a central exchange with proper complete volume data available to everybody. I always imagined that tick bars were really best used as an option for markets, such as spot forex, that don't have accurate volume data, but although that seems logical to me it could be completely wrong.
But at the end of the day you trade what is on your chart only, as with all the various available chart types and their choice of settings or timeframes there is no such thing as the "same chart everyone else is trading".

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matthew28 View Post
But at the end of the day you trade what is on your chart only, as with all the various available chart types and their choice of settings or timeframes there is no such thing as the "same chart everyone else is trading".

I totally agree with @matthew28's explanation, and also with this part, about the "same chart everyone else is trading" -- but I know there can be some controversy on this point, and that different traders, some very successful, may disagree.

So I'll just add this, which is my take on the "same bar" question: it really isn't that critical and in practical terms it doesn't matter. This is because my chart will be similar enough to your chart, and everyone's chart, so long as the underlying data is the same. So if my tick chart bars are a little different from someone else's using the same tick value, we'll still see essentially the same thing. They may be different according to whether they are longer or shorter term, or smoother or jumpier, but that will be the only real difference.

I would go so far as to say that if we use very different bar types or bar aggregation values (number of ticks, volume, time, range, etc.), we will still see substantially the thing and the trades that are indicated will be substantially the same, differing only in terms of whether they are longer or shorter-term, assuming we use the same method and apply it the same way -- which, of course, we really won't . This is because the market is the market, however you slice and dice it. There will, of course, be large differences between what is shown by a larger-period chart (say, 5 minutes) and a shorter period chart (say, 30 seconds.) But these are differences of resolution, of the level of detail provided and how grainy you want your view of the market to be. It's still the only market there is, just in less detail or more detail. The same applies to different tick or volume values, and to whether your tick chart starts where mine does or not. There's just one market. You may want to use a slower or a faster bar value based on your own preference for longer or shorter-term trades, and of course there are some methods that explicitly call for one bar type or value, which is fine if it works for you. But there is still just one market.

I wanted to give this view, which I personally have found to be the case, while also recognizing that there may be some objections to it by others who think one bar type/period is the best, or who do think that having the same chart matters, and who have also found their view to be the case in actual practice.... Essentially, if something works, then it is correct, or correct enough, and there is more than one way to slice up the chart data and to make decisions about it. You can expect to find good reasons to adopt one idea or another, and the best criteria for judging whether you should use this or that idea is simply whether you can make money with it.

Sorry about the long side trip here.

Bob.

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borch084 View Post
Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful. That said, I do like how Tick Charts react to the volume (transactions).

Anyway, just curious. I'm new to the forum and appreciate the wealth of knowledge available here. Thank you.

Justin

Tick charts are created from time and sales data. Each record in the time and sales data is a "tick". So if you are aggregating 2000 ticks to create an OHLC bar, technically they should not be different. But, they may be for the following reasons:
  • The data provider is conflating time and sales. Conflation is a process employed by some data providers where if there are too many trades in a certain time period, they are merged into one before being disseminated. This is the most likely reason for tick charts being different.
  • Your platform has a bug. Upon startup, the historical "tick" data it queries is not an exact replica of real-time - its either out of sequence, incomplete (with gaps) or is conflated. Also upon startup, the platform needs to merge the historical stream with real-time and it may not do that correctly. This is an unlikely reason for tick charts being different.
There could be other reasons but the most likely one is conflation.

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bobwest View Post
So I'll just add this, which is my take on the "same bar" question: it really isn't that critical and in practical terms it doesn't matter. This is because my chart will be similar enough to your chart, and everyone's chart, so long as the underlying data is the same. So if my tick chart bars are a little different from someone else's using the same tick value, we'll still see essentially the same thing. They may be different according to whether they are longer or shorter term, or smoother or jumpier, but that will be the only real difference.

I would go so far as to say that if we use very different bar types or bar aggregation values (number of ticks, volume, time, range, etc.), we will still see substantially the thing and the trades that are indicated will be substantially the same, differing only in terms of whether they are longer or shorter-term, assuming we use the same method and apply it the same way -- which, of course, we really won't . This is because the market is the market, however you slice and dice it.

Bob.

Couldn't have put it better. Anyways as Van Tharp says, you don't trade markets you trade your beliefs

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Hulk View Post
Tick charts are created from time and sales data. Each record in the time and sales data is a "tick". So if you are aggregating 2000 ticks to create an OHLC bar, technically they should not be different. But, they may be for the following reasons:
  • The data provider is conflating time and sales. Conflation is a process employed by some data providers where if there are too many trades in a certain time period, they are merged into one before being disseminated. This is the most likely reason for tick charts being different.
  • Your platform has a bug. Upon startup, the historical "tick" data it queries is not an exact replica of real-time - its either out of sequence, incomplete (with gaps) or is conflated. Also upon startup, the platform needs to merge the historical stream with real-time and it may not do that correctly. This is an unlikely reason for tick charts being different.
There could be other reasons but the most likely one is conflation.

This is known for some data sources. Off hand, I can recall ToS (Thinkorswim) and IB (Interactive Brokers) being mentioned with this issue (sometimes called "bundling" or "filtering"), and I'm sure there are others. It is deliberate, because it saves bandwidth and processing at the user's computer, but most traders regard this as a low-quality type of data feed. Most do not do this.

@borch084, who are you using for your data?

The issue mentioned by @matthew28, where the platform starts building tick bars depending on when it starts receiving data, rather than resetting at a standard time, such as the session open, has also been seen, but it should be a user's choice (no idea why you would choose it ). For instance, here is a setting in Sierra Chart, for volume bars, but the same applies for tick bars too. Checking the box makes each day start with a new bar, so every bar after that should be the same as anyone else's volume (or tick) bars that use the same option, until it starts over with the next session. It is possible that you don't have such an option with your platform, or haven't set it, or that the other person doesn't have it, or hasn't set it.



I think that not having this is also not a good thing, because without it you don't know when the software starts to count the ticks and you don't know when the bar will be fully formed. However, in the big picture it is not really that important, as has been discussed.

Bob.

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bobwest View Post
This is known for some data sources. Off hand, I can recall ToS (Thinkorswim) and IB (Interactive Brokers) being mentioned with this issue (sometimes called "bundling" or "filtering"), and I'm sure there are others. It is deliberate, because it saves bandwidth and processing at the user's computer, but most traders regard this as a low-quality type of data feed. Most do not do this.

@borch084, who are you using for your data?

The issue mentioned by @matthew28, where the platform starts building tick bars depending on when it starts receiving data, rather than resetting at a standard time, such as the session open, has also been seen, but it should be a user's choice (no idea why you would choose it ). For instance, here is a setting in Sierra Chart, for volume bars, but the same applies for tick bars too. Checking the box makes each day start with a new bar, so every bar after that should be the same as anyone else's volume (or tick) bars that use the same option, until it starts over with the next session. It is possible that you don't have such an option with your platform, or haven't set it, or that the other person doesn't have it, or hasn't set it.



I think that not having this is also not a good thing, because without it you don't know when the software starts to count the ticks and you don't know when the bar will be fully formed. However, in the big picture it is not really that important, as has been discussed.

Bob.

Hey Bob,

Thanks for the detailed reply. I use Tradovate as my platform which uses CQG data. I've emailed them about this and I'm waiting for a reply back. As far as I can see there are no options to specify the start time of the tick/volume data. They seem to keep things as simple as possible, so there aren't a lot of back-end options for the data/charts.

Thanks again,
Justin

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bobwest View Post
...
The issue mentioned by @matthew28, where the platform starts building tick bars depending on when it starts receiving data, rather than resetting at a standard time, such as the session open, has also been seen, but it should be a user's choice (no idea why you would choose it ). For instance, here is a setting in Sierra Chart, for volume bars, but the same applies for tick bars too. Checking the box makes each day start with a new bar, so every bar after that should be the same as anyone else's volume (or tick) bars that use the same option, until it starts over with the next session. It is possible that you don't have such an option with your platform, or haven't set it, or that the other person doesn't have it, or hasn't set it.
...

Bob.

Yes, I agree, that would do it. A different start time would alter the OHLC for the same tick count.

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borch084 View Post
Hey Bob,

Thanks for the detailed reply. I use Tradovate as my platform which uses CQG data. I've emailed them about this and I'm waiting for a reply back. As far as I can see there are no options to specify the start time of the tick/volume data. They seem to keep things as simple as possible, so there aren't a lot of back-end options for the data/charts.

Thanks again,
Justin

CQG data is not bundled, so that is not a problem. Truly, few data feeds are.

I don't know how Tradovate builds the tick bars, never used it.

I see you are doing PATs. I recall, not having watched any PATs vids for a few years, that he commented on this difference in bars a few times (I think... if memory is still functioning .) As I recall, he was not too concerned about it either. Just trade the setups you see on your chart is the best advice.

As to why to use tick charts (or volume bar charts, which are like tick charts but are based on volume -- number of contracts traded -- rather than simply number of trades), it's the kind of thing that you have to just decide for yourself. For instance you could have a short-term time bar chart up (experiment with different time lengths) and compare to your tick chart. You may see that the tick chart gives you more detail, although this will depend on the tick setting and the time setting you are comparing it to. But this level of detail may be good or bad for you, because you may want a less-detailed, more overall type of view. Just experiment.

By the say, the PATs method is loosely based on Al Brooks' method (which is much, much more detailed and some find more difficult), and Al uses only time charts -- mainly 5-minute bars, with a look at 15 and 60-minute bars. Compare that to your tick charts and you will see a big difference.

Also, the "pre-market" or "pre-open" period before the open of the NYSE at 9:30 Eastern time is portrayed very differently if you are using tick or volume bars, vs. time bars. The time bars give you the same number of bars for every hour, for instance, but the tick bars will change the number of bars depending on the activity level, which makes the overnight market action a much smaller part of your chart, since fewer trades are taking place.

You just have to try the different choices and see what you like.

Bob.

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bobwest View Post
CQG data is not bundled, so that is not a problem. Truly, few data feeds are.

I don't know how Tradovate builds the tick bars, never used it.

I see you are doing PATs. I recall, not having watched any PATs vids for a few years, that he commented on this difference in bars a few times (I think... if memory is still functioning .) As I recall, he was not too concerned about it either. Just trade the setups you see on your chart is the best advice.

As to why to use tick charts (or volume bar charts, which are like tick charts but are based on volume -- number of contracts traded -- rather than simply number of trades), it's the kind of thing that you have to just decide for yourself. For instance you could have a short-term time bar chart up (experiment with different time lengths) and compare to your tick chart. You may see that the tick chart gives you more detail, although this will depend on the tick setting and the time setting you are comparing it to. But this level of detail may be good or bad for you, because you may want a less-detailed, more overall type of view. Just experiment.

By the say, the PATs method is loosely based on Al Brooks' method (which is much, much more detailed and some find more difficult), and Al uses only time charts -- mainly 5-minute bars, with a look at 15 and 60-minute bars. Compare that to your tick charts and you will see a big difference.

Also, the "pre-market" or "pre-open" period before the open of the NYSE at 9:30 Eastern time is portrayed very differently if you are using tick or volume bars, vs. time bars. The time bars give you the same number of bars for every hour, for instance, but the tick bars will change the number of bars depending on the activity level, which makes the overnight market action a much smaller part of your chart, since fewer trades are taking place.

You just have to try the different choices and see what you like.

Bob.

Bob,

You're incredibly helpful. Thank you for all the great information. I'll keep experimenting with tick vs volume vs time and see what I like best. So far, I've seen benefit in keeping both a 1-min time & 2000 tick chart open. But, I also don't want to get too caught up checking back and forth before making a trade. "Just trade your chart" definitely resonates with me...that's all I can do. I will check out Al Brooks' method and see what kinds of new insights I can pull away.

Thanks again,
Justin

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Shameless plug for the "bars don't matter because they're aggregations" thread.

In fact, the basis for this thread speaks so clearly -- if two charts showing identical transactions give quite different signals because (likely) the starting ticks are misaligned, or (possibly) because a few extra data aggregations took place, then it should be abundantly clear that the OHLC of those bars are completely random, and using these 4 random values for any given bar to arrive at some conclusion has zero edge.

(back to my bunker)

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josh View Post

...
In fact, the basis for this thread speaks so clearly -- if two charts showing identical transactions give quite different signals because (likely) the starting ticks are misaligned, or (possibly) because a few extra data aggregations took place, then it should be abundantly clear that the OHLC of those bars are completely random, and using these 4 random values for any given bar to arrive at some conclusion has zero edge.

(back to my bunker)

I agree. The OHLC of any bar is kind of useless, and this means that candlesticks are kind of useless too. I know there's tons of ppl that like candles, but ... if they'd just shift the phase of those bars (IOW start the bars at a different place in the tick data stream), then they'd see that the candles CHANGE. So when you look at a candlestick, it's ONLY showing you what happened WITHIN that bar, you can't use a candlestick to tell you what the market is doing outside of that one single bar. That's what candlesticks were created for ... for DAILY data when ppl did not have intraday data. But now we all have computer charts and real-time data, so we should not be using candlesticks lol.

For example, look at a 1 minute (or whatever) chart... on paper make your own 2-minute candlesticks out of those 1 minute bars. Now shift the phase by 1 minute (50%), so you start on a different bar. You'll see the candlestick "patterns" are different now. LOL

I'll conclude by saying... price-based charts/bars are mathematically correct, all the other ones are not. BUT, sure, you CAN still get some usefulness out of other charts, because they take a time-window of the data and plot it, but they'll never be as good as a price-based chart (range charts or renko).

Volume charts must be better than time charts, because the market runs off volume, so you want to plot that instead of time, because the market doesn't run off time... so by using time charts you're just clouding the real data, either putting too much data or too little data into one time bar.

But range charts run off price, and PRICE IS KING. Price is what moves the markets, not volume. Sure, there's volume, but the market participants (and their volume) make all their decisions based on price. So use range charts (or renko) and don't waste your time on candlesticks, IMHO. But hey, everyone can do whatever they want, it's logically wrong, but hey, whatever makes them happy.

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thoughtful View Post
Volume charts must be better than time charts, because the market runs off volume, so you want to plot that instead of time, because the market doesn't run off time... so by using time charts you're just clouding the real data, either putting too much data or too little data into one time bar.

But range charts run off price, and PRICE IS KING. Price is what moves the markets, not volume. Sure, there's volume, but the market participants (and their volume) make all their decisions based on price. So use range charts (or renko) and don't waste your time on candlesticks, IMHO. But hey, everyone can do whatever they want, it's logically wrong, but hey, whatever makes them happy.

I'll respectfully present another viewpoint here. I'll use a little market profile parlance and cliche, but I think it's the best way to describe time, price, and volume.

Time regulates markets. That is, you can't trade on a holiday, or on a weekend, if your exchange says you can't. While they are mostly 24 hours these days, the predictably high range at the open and at the close, along with the predictably low range during the lunch hours, shows that time is indeed a major factor in markets. Whether aggregating the data by time is helpful, well that's another matter.

In principle agree about price. Your profit/loss is based on the current market, which generally hovers around the last price. But I'd have to be picky and say that "price" doesn't move anything. It is a record of a transaction, assuming you're talking about the last trade. To use MP-speak, it is the advertising mechanism of a market to attract buyers and sellers. So, this advertising may attract the interest of participants, and their capital inflows (the measure of which is shown by volume) moves a market. Technically of course, a market can move with no volume (no trades), since a market is nothing but quotes. But let's not get into that here, as I think I've already derailed the conversation far enough!

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Something to keep in mind is that all charts are just a representation of market activity, supply v. demand, sentiment, emotion, etc. There is no magical chart type. I know a group of traders that swear by price type charts - range, renko, PnF, etc. But all of those charts have particular settings as well so you are creating the way you view the market you are trading. There is no pure, true view into the market that you are trading. Nothing solves this, not multiple time frames, not multiple ranges, not multiple types of charts. You are viewing market activity through a very narrow lens.

I think there are valid arguments for every type of view and many people make time based candles work. Plenty of people make range and renko work, plenty of people only trade from a DOM. I would argue that if you are following someone who trades a 2000 tick chart and they claim/appear to be consistently profitable, that same strategy would also work on a 4000 tick chart, a 10,000 tick chart, a volume chart, a 5m candle chart, etc.

I really don't think there is any magic to a particular chart type or setting. What works on one should work on another if the strategy is robust.

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Just as a visual comparison load a tick chart of say 600 and plot volume below in a different frame.
Then open a chart of a 600 volume chart and plot the volume below. (notice the difference.)

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Mack has mentioned that no two TICK charts will be alike. I think he brought this up in one of his YouTube videos over the past week. I hope this is helpful.

https://www.youtube.com/watch?v=2i-SZ67pqqo&t=1910s start around the 14 minute mark. The whole video has some good tidbits about choosing the right broker and getting quality data feed and internet connection.

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  #17 (permalink)
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Good day Justin

Enough good information about why tick charts are not same. It is not necessary to trade on the same bar. I beleive you trade on the patterns.

If you can elaborate more on what you tarde and how you trade, I can add more to it. You may do it thru Futures.IO or otherwise. My email is swmera@gmail.com

Raja

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  #18 (permalink)
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I use PATs and here is what I suggest: Don't worry about it and trade the price action you see.
Just yesterday, there was a long run from top to bottom where Mack missed it due to his data, whereas mine showed a good entry. Later in the day, there was a nice one where Mack's data showed a good entry, mine didn't, so I missed it. No big deal.

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  #19 (permalink)
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I agree with Rbruhn, Im also a PATS trader and use ninjatrader and my candles are not exactly same as Mack however their mostly the same. So just trade what you learned from Mack and all is good.

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  #20 (permalink)
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There was a time some years back when I compared multiple data feeds because I was working with orderflow which was based on trade volume in each tick of a bar. I had been chatting with a friend in San Jose, CA and I was in Blythe, CA on the border of Arizona and California. We were comparing charts and he suggested running ping tests to see why they were different. Comparison was between esignal(internet), tradestation(internet), IB(Interactive Brokers), BMI later DTN(on satellite) which had a sat receiver that used the RSI port and not RJ11 internet port. What an eyeopener, what a learning experience. PingPlotter couldn't be run on the satellite feed, but could on the the other three. PingPlotter is useful for seeing the actual data path from your computer to the exchange. TradeStation permitted the trader to select the server the data was from as datafeed vendors may have multiple servers around the country, or around the world. DTN satellite had one upload link for the US but it had the sat latency up and down. Beyond that each time you connect to the datafeed its internet path to get to the exchange may take a different path. Ticks get lost in the hops between your machine and the exchange. No one except computers at a co-located server have minimum loss. Sit in a trading room with a "guru" that uses tick charts and most every trader will not get the same signals, some won't even get the signal when using the same software and different machines. At that time of the testing, IB used a filter and lost 1/3 of the ticks, TradeStation bundled ticks(may not now), esignal had the shortest path to the server. The eye opener was tick loss at the internet hops, and the route the internet chooses to send the data, sometimes more hops, sometimes less. Being able to choose the TS server was an advantage, but the tick bundling was a negative. Then along came a trader/broker and Steidlmayer proof reader that swore by CQG(professional and expensive feed, not the inexpensive retail feed) and he said the software permitted him to plot all ticks OR only changed ticks. That will make a huge difference, but does eliminate noise. A hop path difference, depends on internet switching. For example one internet provider went from Blythe to Los Angeles to San Francisco bay area, hopped around the bay, then eastward across the Sierras, then more direction changes across the US and finally to Chicago. TradeStation on another ISP the path went from Blythe eastward to Phoenix, AZ to Texas then north to Chicago. It had the shortest path. Bottom line get PingPlotter and check your computer, internet hops and look for packet loss along the way. Good luck.

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  #21 (permalink)
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Yes they can look different, it depends when the bars start counting the ticks.

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bobwest View Post
CQG data is not bundled, so that is not a problem. Truly, few data feeds are.

I don't know how Tradovate builds the tick bars, never used it.

I see you are doing PATs. I recall, not having watched any PATs vids for a few years, that he commented on this difference in bars a few times (I think... if memory is still functioning .) As I recall, he was not too concerned about it either. Just trade the setups you see on your chart is the best advice.

As to why to use tick charts (or volume bar charts, which are like tick charts but are based on volume -- number of contracts traded -- rather than simply number of trades), it's the kind of thing that you have to just decide for yourself. For instance you could have a short-term time bar chart up (experiment with different time lengths) and compare to your tick chart. You may see that the tick chart gives you more detail, although this will depend on the tick setting and the time setting you are comparing it to. But this level of detail may be good or bad for you, because you may want a less-detailed, more overall type of view. Just experiment.

By the say, the PATs method is loosely based on Al Brooks' method (which is much, much more detailed and some find more difficult), and Al uses only time charts -- mainly 5-minute bars, with a look at 15 and 60-minute bars. Compare that to your tick charts and you will see a big difference.

Also, the "pre-market" or "pre-open" period before the open of the NYSE at 9:30 Eastern time is portrayed very differently if you are using tick or volume bars, vs. time bars. The time bars give you the same number of bars for every hour, for instance, but the tick bars will change the number of bars depending on the activity level, which makes the overnight market action a much smaller part of your chart, since fewer trades are taking place.

You just have to try the different choices and see what you like.

Bob.

This is a really interesting thread. My data feed is CQG. Not CQG Continuum but CQQ direct. I word it like that because I have a wealth of evidence that these 2 data feeds are "different", contrary to the claims by NinjaTrader that CQG Continuum is just a repackaging of CQG.

Now, to clarify I am specifically talking the chart differences when using tick data. I haven't investigated any other data series as I don't use any other data series.

I have experimented and researched this to the point of exhaustion. I have discussed with NinjaTrader who remain firm with their response that the feeds are identical. I got so granular with my testing that the only conclusion I could draw was the fact that the CQG direct feed and CQG Continuum feed were in fact slightly different. I am not talking night and day here, but very subtle tick data differences. Enough of a difference in some instances, to execute slightly different trade entries on my algorithm or not execute them at all.

The comparisons I made (with some trading friends assistance) was between 4 test beds that were as identical as I could possibly make them. And I mean identical, right down to the PC clock being within nanoseconds of each other, with the same internet feed continuously monitoring data packets to ensure consistency.

2 machines were running CQG and 2 machines were running CQG Continuum. On 1 second tick data there were visible and calculable differences between CQG and CQG Continuum feeds.

The 2 CQG machines were identical live and upon chart refresh. The 2 CQG Continuum macines were identical live and upon chart refresh. But when comparing the 2 feeds there were differences. One conclusion I came to was perhaps it involved exactly WHEN the Bid and Ask changes arrived – before a transaction or after it - else I have nothing.

Now, does any of this matter. Well, probably not. You trade what you see and any algorithm using this underlying tick data will produce signals accordingly. The problem arises when this issue means the difference between a winning day and a losing one depending on what feed you have. I have seen it and have a wealth of research to back it up.

--------------------------------------------------------
- Trade what you see. Invest in what you believe -
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  #23 (permalink)
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borch084 View Post
Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful. That said, I do like how Tick Charts react to the volume (transactions).

Anyway, just curious. I'm new to the forum and appreciate the wealth of knowledge available here. Thank you.

Justin

My Principle is, “Trade what you see, Not what you think, feel, hope, expect, or hallucinate about
That means, it does not matter if the chart looks different on some other platform than on yours. You should concentrate on the chart on your platform and then trade what you see there.

As for the different timeframes, you should practice them and become comfortable in one of them and then stick with that.

Hope it helps.

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  #24 (permalink)
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this is a good discussion.

i do not think it worth fussing about the bars. just use what you have.

the markets are very random. random enough so that the bars do not matter that much.

if you want what Mack has then use the same software that Mack uses. simple as that.

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  #25 (permalink)
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I use tick charts exclusively using different tick values depending on the market. However, any moving averages I use always use the mean value of each bar since the the closing price of any tick bar is completely irrelevant. Works well for the way I trade

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  #26 (permalink)
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This is an extremely interesting thread - I also follow PATs methodology, and have been watching Mack's videos religiously. Lately this topic has come up quite a bit, but I don't think there's been a satisfactory explanation. But I don't think there NEEDS to be one, it's more of a preference thing - if you watch Mack's videos & your charts don't match you're not getting the most out of the videos. But it's not a huge deal in the big picture.

I agree with most of the replies so far, in that it really doesn't matter if your chart doesn't match someone else's chart & you should just trade what you see. Also IMO tick charts are arbitrary, what time they start counting determines what they look like. In fact, I've experimented with having 2 versions of the same 2000 tick chart open, with one offset by exactly 1000 ticks (I used a 1000 tick chart to find out where to change the start time of the offset chart). They give very different results, but it turned out to be way too much info to process adequately. I may go back to it someday once I've gotten more comfortable.

Anyway I kind of did a deep dive on this, and took some screenshots of a recent Mack's video & compared to mine. It's odd, but it seems like the day always starts off with our charts perfectly in sync (mine & his). But at some point they stop lining up, sometimes soon after the day session open and sometimes a little later.

For reference, I use Sierracharts with CQG data. I'm with AMP if that matters also. I start my session time at 16:30:00 and start a new bar at the session start.

The attached images are from the chart lesson on 4/14. Image 1 shows mine & Mack's before & just after the day session open (mine is Sierra Chart on the bottom). They're identical.


Chart Image 1



Then around 9:55 Eastern the bars stop lining up. I put arrows on the last bar(s) that seem to line up perfectly. After that they're off.




Chart Image 2



BUT the mystery deepens: Mack put up a Think or Swim screenshot another viewer emailed him from later in the day. He made a strong point about how ToS charts aren't reliable, and you're at a disadvantage if you use them, etc... What surprised me is that the ToS chart he showed matches my CGQ/Sierra chart EXACTLY:



Chart Image 3



So my CQG/Sierra charts match Mack's in the morning, and the Think or Swim chart later in the day (assume they match all day?). So I somewhat disagree with Mack's conclusion that ToS charts aren't accurate - they match exactly my CQG charts. The question is why do mine & Mack's diverge after matching in the overnight/early day session?

I've noticed this is the pattern - early in his trade review videos my CQG/Sierra charts match Mack's bar-for-bar. But there's always a point at which they diverge.

I'd love an answer to this, if anyone's got an idea.

Thanks,

Merc

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  #27 (permalink)
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LastDino View Post
Couldn't have put it better. Anyways as Van Tharp says, you don't trade markets you trade your beliefs

Exactly! And entry signals are not that important. The challenging part in trading is, when do you get out of a trade, i.e. money management.

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  #28 (permalink)
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borch084 View Post
Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful. That said, I do like how Tick Charts react to the volume (transactions).

Anyway, just curious. I'm new to the forum and appreciate the wealth of knowledge available here. Thank you.

Justin

That is often true. There is often a discrepancy, from one guys tick chart to another. For me a tick chart shows patterns better. And if nothing is happening, then nothing is happening and a bar isn't printing like a minute chart. The best you could do I think is to have a internet connection and computer setup like the guy your following. Cause all that stuff affects it.

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don unreal View Post
Exactly! And entry signals are not that important. The challenging part in trading is, when do you get out of a trade, i.e. money management.

Entry and exit are both interrelated. If you are in a trade, exit the trade where you think that the trend is reversing. For example (see the image), if you are in a bullish trade and you get a bearish candle at or around the top of the trend, not only exit the bullish trade but also get into a bearish trade. In this case, there was a shooting star at the top of the trend (marked with b-/x-), hence exit from a bullish trade and entry into a bearish trade.



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  #30 (permalink)
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Not a surprise, each data feed can do tick data differently. I was introduced to this "anomoly" some years back, on eSignal its called "conflation". By default, not giving ALL ticks but a subset, I'm guessing to save on their server performance. The guy with the chart where I noticed huge differences said change my tick setting, he was well aware of the issue. I don't remember now if he said cut my number in half, or double it. Like his chart was 5000 tick, and mine matched much better after I changed it to 2500 ticks (I think). You get the idea. I had conflation turned off and ticks matched much better. Bet your eyes bugged out when you saw your two charts!

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  #31 (permalink)
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borch084 View Post
Hello,

I'm new to trading with Tick Charts. I scalp following PATs trading channel on YouTube and I've noticed that his 2000 tick data is different from my 2000 tick data. So much so, that the signal bars and setups are often completely different. He uses NinjaTrader (unsure of data source) and I use Tradovate which uses CQG data.

Is this discrepency normal? If so, I don't see the benefit in Tick Charts as it seems you would want to trade the same chart everyone else is trading...seems like using the 1 minute time frame would be more useful. That said, I do like how Tick Charts react to the volume (transactions).

Anyway, just curious. I'm new to the forum and appreciate the wealth of knowledge available here. Thank you.

Justin

Not totally sure, but it could possibly be that one or both of the data providers use aggregated data instead of true Ticks.

I started trading futures using TICK data, but have since moved to UniRenko charts in that (IMO) they show Momentum better since each new candle is drawn after Price moves by the chosen amount.

Hope this helps in some way.

Steve R.

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  #32 (permalink)
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Hulk View Post
Tick charts are created from time and sales data. Each record in the time and sales data is a "tick". So if you are aggregating 2000 ticks to create an OHLC bar, technically they should not be different. But, they may be for the following reasons:
  • The data provider is conflating time and sales. Conflation is a process employed by some data providers where if there are too many trades in a certain time period, they are merged into one before being disseminated. This is the most likely reason for tick charts being different.
  • Your platform has a bug. Upon startup, the historical "tick" data it queries is not an exact replica of real-time - its either out of sequence, incomplete (with gaps) or is conflated. Also upon startup, the platform needs to merge the historical stream with real-time and it may not do that correctly. This is an unlikely reason for tick charts being different.
There could be other reasons but the most likely one is conflation.

Im going off point but to have some fun...you just made me go look up Conflate...thank you for the literary experience
Kudos..... learn 3 new things a day

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  #33 (permalink)
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I search this out one time and had the same problem as you. I use Macks style and would take a trade look later that night to study the trade that failed and found out my signal bar was a bad one meaning a bear bar and I took a long. I stated taking pictures and reloaded my hist data constantly to make sure I had the correct picture. I found out the swings don't change but the candle open and close will. I wrote ninja trader and found out you have to live with it. I now use tick and time charts together for this reason. Volume charts will have the same result. I hope this helps.

Below is a reply from Ninja Trader when I will searching for answers.

As ticks come into NinjaTrader in real-time, they are time stamped based on your local PC time if they do not already have an associated time stamp that is provided from the real-time data source. The majority of our supported brokerage feeds DO NOT time stamp ticks, where most of our supported market data vendor feeds do provide time stamped ticks. NinjaTrader then builds bars based on the time stamp of the incoming tick and displays these bars in your chart in real-time.


Let's say you have a tick (tick "A") with a time stamp of 10:31:00 AM which gets packaged into the 10:32:00 AM bar and happens to be the high of that bar. An hour later, you reload historical data from your historical data provider into NinjaTrader. This process will overwrite the existing data. The 10:32:00 AM bar now looks different since the high made by TICK "A" is now part of the prior bar, 10:31:00 AM. How is this possible?



• Your PC clock could have been off so the time stamp is delayed


• Your internet may have been lagging so the tick came in slightly delayed and therefore the time stamp is delayed


• Due to standard latency, even 50ms delay (which is normal) could be the difference between a 10:30:59 and 10:31:00 time stamp


• There is no way of knowing how the historical data provider packages their bars


The only way to ensure that data always looks the same is if every connectivity provider sent ticks with time stamps AND that all vendors synchronized on time stamps. Unfortunately, this is just not a reality nor plausible scenario.

Here is the link again for your reference, this information is located under the Understanding why a chart can look different after reloading historical data from the server:

https://ninjatrader.com/support/helpGuides/nt7/how_bars_are_built.htm

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  #34 (permalink)
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I just looked at my 377 volume chart for CL futures from yesterday, over the 90 minute time frame I usually trade
the chart I am looking at on Saturday morning shows 6 setups from Friday,
I printed out a picture of my chart with entries yesterday morning,after I finished trading, I also had 6 entries yesterday
however, 2 are actually different on the current chart then were yesterday. In other words if the chart I am looking at currently was the same chart I was trading from yesterday , I would not have taken 1 losing entry and would have taken 1 winning entry, for a net difference of $160 per contract in my favor. The chart I traded from yesterday made me take a loser and miss a winner when compared to the current 377 volume chart I am looking at. This usually happens the majority of trading days, This is a big problem. But if this were not so I would imagine that the algorithms would take over and make it even more difficult to profit ?

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mercrastius View Post
This is an extremely interesting thread - I also follow PATs methodology, and have been watching Mack's videos religiously. Lately this topic has come up quite a bit, but I don't think there's been a satisfactory explanation. But I don't think there NEEDS to be one, it's more of a preference thing - if you watch Mack's videos & your charts don't match you're not getting the most out of the videos. But it's not a huge deal in the big picture.

(...)

Anyway I kind of did a deep dive on this, and took some screenshots of a recent Mack's video & compared to mine. It's odd, but it seems like the day always starts off with our charts perfectly in sync (mine & his). But at some point they stop lining up, sometimes soon after the day session open and sometimes a little later.

For reference, I use Sierracharts with CQG data. I'm with AMP if that matters also. I start my session time at 16:30:00 and start a new bar at the session start.

(...)

I've noticed this is the pattern - early in his trade review videos my CQG/Sierra charts match Mack's bar-for-bar. But there's always a point at which they diverge.

I'd love an answer to this, if anyone's got an idea.

Thanks,

Merc

I also follow PATs methodology and compared my chart (NT8 Continuum demo) with Mack's chart and mack viewer ToS chart and I've got 3 different tick charts !

As previously said I guess it doesn't matter and we should trade what we see in our screen.

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  #36 (permalink)
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sraman View Post
... if you are in a bullish trade and you get a bearish candle at or around the top of the trend, ...

Uhhh how do you know that is the top of the trend except after the fact?

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SunTrader View Post
Uhhh how do you know that is the top of the trend except after the fact?

You look for a bearish candle on the upper side of the trend. Strong bearish candles include Shooting star, tombstone Doji, bearish engulfing, evening star, hanging man, bearish harami, and so on. You can take a bearish trade below (by a certain amount) any of these candles. Of course nothing is 100% guaranteed but it works majority of times.

Similarly, if the price movement is downward. Look for a strong bullish candle for upward reversal. Strong bullish candles include hammer, inverted hammer, dragonfly doji, bullish engulfing, morning star, and also bullish harami.

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sraman View Post
... Of course nothing is 100% guaranteed but it works majority of times...

Do you have testing stats backing that up or just your opinion?

BTW I do look at candle patterns (I know them all), with many other factors. But never alone.

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SunTrader View Post
Do you have testing stats backing that up or just your opinion?

BTW I do look at candle patterns (I know them all), with many other factors. But never alone.

I also do look for other factor along with candle pattern. If you look at the image of my original reply post, you will see some markings on the charts that includes bubbles and blue and red horizontal lines. Those are my indicators I have developed and implemented for visual representation. Yes, I do have stats. For example, signals with b+++ or b--- bubble marks have over 90% success rate. Similarly, I do have stats for my other signals. I also have target ranges for my different signals such that I estimate where to get out of the trade.

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sraman View Post
I also do look for other factor along with candle pattern. If you look at the image of my original reply post, you will see some markings on the charts that includes bubbles and blue and red horizontal lines. Those are my indicators I have developed and implemented for visual representation. Yes, I do have stats. For example, signals with b+++ or b--- bubble marks have over 90% success rate. Similarly, I do have stats for my other signals. I also have target ranges for my different signals such that I estimate where to get out of the trade.

What symbol and timeframe is that chart?

I never understand posting a chart without those details but it is fairly common.

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SunTrader View Post
What symbol and timeframe is that chart?

I never understand posting a chart without those details but it is fairly common.

It is ES 3-minute chart. However, my pattern depiction works on any products (stock, bond, futures, forex) and on any timeframes. I didn’t want to include those details because I just wanted to show the trend and patterns.

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Justin

I sent you something from Ninja Trader please read and check with them if want proof it will save you some time. I have traded Macks method for years now its the way I like to trade. I purchased a high speed computer had the internet provider come out to run new lines etc. I went through a lot to try and solve this. At the end of the day you can't fix this. You have to right click on the 2000 tick chart and reload historical data quite often during the day and especial if you are getting ready to take a trade. If you do this the tick chart will alway be the same. I had a friend who used Ninja with a different provider we would reload and all bars would match perfect. This sound goofy but it works and I have done this for years. I haven't posted in along time. I saw this and knew the time I wasted searching for a fix. By the way mack method works so you need to have the correct info with the signal bar that improves your odds.

Thanks
Rick

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  #43 (permalink)
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Possibly somewhat unrelated, but here are a few observations I've had using Tradovate.

A. Yes, I've noticed that the 2000t chart displays quite differently than Mack's at PATs.
B. The VWAP indicator is all jacked up.... meaning that it will provide different values
on different charts (what?!). Example: Rarely is the number exactly the same
on my 1m, 5m or 2000t charts. Sometimes it's only a tick or 2 off, sometimes it's as
much as 5 ticks off. I brought this to their attention and their developer
responded:

"...
1. The VWAP's value will depend on the amount of loaded data. If charts
starts at a different time (and they definitely will for small bars) - different values will be seen.

2. Looking to the formulas that is used by us, I have no idea why other platforms
should have identical VWAP values if they are applied to regular bars without volume
profiles. You can use a simple spreadsheet/Excel to see that there is no way to have them identical.
The same way we can expect that the end of an EMA will be the same for different periods.
...."

Unless I'm mistaken, (assuming futures) the vwap begins with the first order of the day....with
respect to its price and it's volume. The next candle (whether it is 1m, 5m, 2000t, whatever)
computes the same thing AND considers what happened on the prevoious candle.
It's odd to me that he things that the VWAP is similar to a MA. And since when to different (1m, 5m, 10m, or 2000t) charts start at "different times"?

C. At least for me, some of the indicators do not work at all, some work (like pivot points) only on
a 5m chart but not on anything smaller.

Small points, true, .... and I haven't left Tradovate because the price is definintely right and
there are NO issues with fills during high volatility times (first and last 30 min of session.)
I wish there was a Tradovate user's group, but the only members area ("community") they have
is a zendesk forum that simply allows you to post questions, requests for platform features
or requests to the independent developer community for special indicators. I've looked all
over and I've not found a users group dedicated specifically to Tradovate.

Anyway, that's my 2 cents. If I've got anything wrong here, please correct me.... be gentle.

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  #44 (permalink)
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Don't know if this will help or not but here is a suggestion NT code guy once gave me.
I do this every morning in my NT. as best practices.

Go to Control Center, go into tools, hit the historical data button, when it opens to a new menu box....look at the bottom of the menu box for.... 2 tabs
Edit and Load

Click on Load

This will bring up a new menu box
This allows you to reload the tick, minute and day data, check all 3 boxes by default it is minutes.

On the select button, you can select individual instruments or the entire instrument list, I do futures list, which mine is customized.

Now in the date boxes, start date ..end date....they reflect a week, but if you do this every day, you can have the same start date and add one day at a time until the end of the month.
or use the week on week aspect, which is what I do.
It takes a minute or so to load but at that point, you are loading the most recent historical tick data every day.

Don't know if that will help or not.

My 0.02*

Cheers








Happy Rick View Post
Justin

I sent you something from Ninja Trader please read and check with them if want proof it will save you some time. I have traded Macks method for years now its the way I like to trade. I purchased a high speed computer had the internet provider come out to run new lines etc. I went through a lot to try and solve this. At the end of the day you can't fix this. You have to right click on the 2000 tick chart and reload historical data quite often during the day and especial if you are getting ready to take a trade. If you do this the tick chart will alway be the same. I had a friend who used Ninja with a different provider we would reload and all bars would match perfect. This sound goofy but it works and I have done this for years. I haven't posted in along time. I saw this and knew the time I wasted searching for a fix. By the way mack method works so you need to have the correct info with the signal bar that improves your odds.

Thanks
Rick


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  #45 (permalink)
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Chile View Post
this is a good discussion.

i do not think it worth fussing about the bars. just use what you have.

the markets are very random. random enough so that the bars do not matter that much.

if you want what Mack has then use the same software that Mack uses. simple as that.

1) It does not matter. You're going to get trading opportunities that Mack may not on his chart.
2) "Use the same software as Mack" - not so easy. Yes, you can use NinjaTrader platform, and he encourages it, but he uses NT7 and he's probably grandfathered in with a broker plan that's no longer offered to newer NT8 traders.

Again - matching your chart to Mack's chart does not matter! It's much more important to build the skill set taught than to worry about the charts matching. This cannot emphasize this enough.

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JonnyBoy View Post
This is a really interesting thread. My data feed is CQG. Not CQG Continuum but CQQ direct. I word it like that because I have a wealth of evidence that these 2 data feeds are "different", contrary to the claims by NinjaTrader that CQG Continuum is just a repackaging of CQG.

Now, to clarify I am specifically talking the chart differences when using tick data. I haven't investigated any other data series as I don't use any other data series.

I have experimented and researched this to the point of exhaustion. I have discussed with NinjaTrader who remain firm with their response that the feeds are identical. I got so granular with my testing that the only conclusion I could draw was the fact that the CQG direct feed and CQG Continuum feed were in fact slightly different. I am not talking night and day here, but very subtle tick data differences. Enough of a difference in some instances, to execute slightly different trade entries on my algorithm or not execute them at all.

The comparisons I made (with some trading friends assistance) was between 4 test beds that were as identical as I could possibly make them. And I mean identical, right down to the PC clock being within nanoseconds of each other, with the same internet feed continuously monitoring data packets to ensure consistency.

2 machines were running CQG and 2 machines were running CQG Continuum. On 1 second tick data there were visible and calculable differences between CQG and CQG Continuum feeds.

The 2 CQG machines were identical live and upon chart refresh. The 2 CQG Continuum macines were identical live and upon chart refresh. But when comparing the 2 feeds there were differences. One conclusion I came to was perhaps it involved exactly WHEN the Bid and Ask changes arrived – before a transaction or after it - else I have nothing.

Now, does any of this matter. Well, probably not. You trade what you see and any algorithm using this underlying tick data will produce signals accordingly. The problem arises when this issue means the difference between a winning day and a losing one depending on what feed you have. I have seen it and have a wealth of research to back it up.

Then of course, there's the "order book" and when your trade is placed vs. when other folks trade is placed. While ES is quite liquid, the timing in which you place your trade, vs when others place their trade could be an independent factor that can't be controlled. Even between 2 machines which are essentially in sync, there's the REMOTE, and I state REMOTE possibility, that one machine gets the specific BID/ASK, while the other machine, +/-1 in the order book may not. Mack has suggested this and as to the reason why he like's NinjaTrader's ATM Strategy (Advance Trade Management) solution.

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  #47 (permalink)
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Then there is also the fact that data providers use multiple servers and depending on which one you are connected, and someone else sitting next to you (if in a trading room), or down the hall, across the street, or another part of the world data can vary slightly. S... happens.

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  #48 (permalink)
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JockTrader View Post
Yes they can look different, it depends when the bars start counting the ticks.

I have seen this first hand. I am using identical 2500 tick charts side by side with the same templates and same data feed. One has a strategy to trade reversal setups using LizardTrader auction bars, and the other trading continuation moves. I have seen that reversal signals will occur on one chart but not the other. The highs occur at the same place, and against the same resistance, but there is just enough difference in the formation of the bars that the price rejection may appear enough in one setup to trigger a reversal signal, but not the other.

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  #49 (permalink)
Market Wizard
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Bionan View Post
I have seen this first hand. I am using identical 2500 tick charts side by side with the same templates and same data feed. One has a strategy to trade reversal setups using LizardTrader auction bars, and the other trading continuation moves. I have seen that reversal signals will occur on one chart but not the other. The highs occur at the same place, and against the same resistance, but there is just enough difference in the formation of the bars that the price rejection may appear enough in one setup to trigger a reversal signal, but not the other.

The outcome of signals may also depend on the selected lookback period. Each indicator has a training period during which the indicator values are not yet correct.

For example, if you add a SMA(100) to your chart, you need to wait for 100 bars, before it becomes accurate. For the SMA this is pretty straight forward. However, user of NinjaTrader will observe that the plot starts after 20 bars. The plot remains false for the next 80 bars, and will only show correct results after bar 100.

In case you add an EMA(100) to your chart, you need to wait for about 300 bars. This is because the EMA uses a recursive formula and error propagation takes a longer time to fade away compared to a SMA.

All indicators are stupid. The indicator output only depends on the input data. If you observe different results on two different charts, it means that the input data used on the two charts is different. With regard to the Auction Bars indicatoor there are two possible cases:

-> You used different trading hours templates, such as a ETH, RTH or a 24/7 template for the 2 charts. In this case you will also see that the candles have a different shape.
-> You used the same trading hours templates and observe exactly the same candles, but had selected different lookback periods for the two charts.

The Auction Bars indicator has a comparatively long training period, as it calculates market volatility for different filters from the secondary bars added. In case that one of your charts had a comparitively small lookback period, this may have affected the generation of signals.

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  #50 (permalink)
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Fat Tails View Post
The outcome of signals may also depend on the selected lookback period. Each indicator has a training period during which the indicator values are not yet correct.

For example, if you add a SMA(100) to your chart, you need to wait for 100 bars, before it becomes accurate. For the SMA this is pretty straight forward. However, user of NinjaTrader will observe that the plot starts after 20 bars. The plot remains false for the next 80 bars, and will only show correct results after bar 100.

In case you add an EMA(100) to your chart, you need to wait for about 300 bars. This is because the EMA uses a recursive formula and error propagation takes a longer time to fade away compared to a SMA.

All indicators are stupid. The indicator output only depends on the input data. If you observe different results on two different charts, it means that the input data used on the two charts is different. With regard to the Auction Bars indicatoor there are two possible cases:

-> You used different trading hours templates, such as a ETH, RTH or a 24/7 template for the 2 charts. In this case you will also see that the candles have a different shape.
-> You used the same trading hours templates and observe exactly the same candles, but had selected different lookback periods for the two charts.

The Auction Bars indicator has a comparatively long training period, as it calculates market volatility for different filters from the secondary bars added. In case that one of your charts had a comparitively small lookback period, this may have affected the generation of signals.

Thanks. I believe I created a template for the indicator and used the same template for both charts. I just attributed the difference in signal output to the nature of tick charts. I will double check these settings, because if I get a signal on one chart, I would prefer to get the same signal under the same conditions on a second identical chart. Otherwise, the results of the strategy could vary slightly due to "luck of the draw". Most of the signals seems to match up, however. I'll report what I find, as it may be pertinent to this thread.

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  #51 (permalink)
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Bionan View Post
Thanks. I believe I created a template for the indicator and used the same template for both charts. I just attributed the difference in signal output to the nature of tick charts. I will double check these settings, because if I get a signal on one chart, I would prefer to get the same signal under the same conditions on a second identical chart. Otherwise, the results of the strategy could vary slightly due to "luck of the draw". Most of the signals seems to match up, however. I'll report what I find.

There is no "luck of the draw" with computers. When you observe different outputs using the same algorithm, it can always be attributed to different input data.
For the case you mentoined, this points to the trading hours template or the chart lookback period.

Alternatively, it is possible that you have applied the indicator to two charts with different settings. In such case you may also observe different signals.

In case that you find different signals again on two idnetical charts, I am happy to assist to find the cause.

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  #52 (permalink)
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Fat Tails View Post
There is no "luck of the draw" with computers. When you observe different outputs using the same algorithm, it can always be attributed to different input data.
For the case you mentoined, this points to the trading hours template or the chart lookback period.

Alternatively, it is possible that you have applied the indicator to two charts with different settings. In such case you may also observe different signals.

In case that you find different signals again on two idnetical charts, I am happy to assist to find the cause.

Thanks. I may have a follow up question when I get back to my computer this evening (US time). I don't want to hijack this topic. What is the best way to post a followup question regarding the Auction Bars setup?

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  #53 (permalink)
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Bionan View Post
Thanks. I may have a follow up question when I get back to my computer this evening (US time). I don't want to hijack this topic. What is the best way to post a followup question regarding the Auction Bars setup?

Just send me a direct message.

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  #54 (permalink)
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Fat Tails View Post
With regard to the Auction Bars indicatoor there are two possible cases:

-> You used different trading hours templates, such as a ETH, RTH or a 24/7 template for the 2 charts. In this case you will also see that the candles have a different shape.
-> You used the same trading hours templates and observe exactly the same candles, but had selected different lookback periods for the two charts.

The Auction Bars indicator has a comparatively long training period, as it calculates market volatility for different filters from the secondary bars added. In case that one of your charts had a comparitively small lookback period, this may have affected the generation of signals.

OK. Now I feel stupid. For accuracy, and for the sake of the indicator, I must correct my error. While the Auction Bars indicators on both charts were from the same template, the data set varied in both ways you suggested. One chart was using 30 days of historical data, and the other was using 90 days. Also, one chart was set to "CME US Futures ETH" , and the other was set to "use instrument settings". I would also imagine that these differences could have resulted in slightly different looking tick bars. Thanks for the correction, and it's nice to know that the Auction Bars indicator resulted in identical reversal signals at the same positions on two different charts.

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  #55 (permalink)
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Or, like some of us have witnessed first hand over the years, the data varies from broker feed to broker feed as well as with same broker and their own different feeds.

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  #56 (permalink)
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SunTrader View Post
Or, like some of us have witnessed first hand over the years, the data varies from broker feed to broker feed as well as with same broker and their own different feeds.

This also depends on the instruments charted.

For example, stocks are traded on different stock exchanges, trading venues and dark pools. This means that price discovery takes place in different locations simultaneously. Data providers cannnot connect to all those electronic exchanges and therefore will only be able to provide for an incomplete picture of all transactions.

For FOREX things are even worse, as there are many different ECNs (electronic communication networks), each of them with a different price discovery. Of course, prices do not differ a lot between those ECNs, as larger players are engaging in arbitrage. However, it is not recommended to take a data feed from FXCM and then daytrade FOREX on IDEALPRO of Interactive Brokers. The two ECNs simply have different prices.

However, for futures contracts the data should be coherent. All futures contracts are bound to a single exchange. When data comes from a single exchange, it should always be the same. At least when it is unfiltered. So I do not agree that the data always differs between broker feeds. At least unfiltered data from a single exchange should not depend on the data provider. If it is, something is wrong and you should check for the reasons.

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  #57 (permalink)
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Fat Tails View Post
This also depends on the instruments charted.

For example, stocks are traded on different stock exchanges, trading venues and dark pools. This means that price discovery takes place in different locations simultaneously. Data providers cannnot connect to all those electronic exchanges and therefore will only be able to provide for an incomplete picture of all transactions.

For FOREX things are even worse, as there are many different ECNs (electronic communication networks), each of them with a different price discovery. Of course, prices do not differ a lot between those ECNs, as larger players are engaging in arbitrage. However, it is not recommended to take a data feed from FXCM and then daytrade FOREX on IDEALPRO of Interactive Brokers. The two ECNs simply have different prices.

However, for futures contracts the data should be coherent. All futures contracts are bound to a single exchange. When data comes from a single exchange, it should always be the same. At least when it is unfiltered. So I do not agree that the data always differs between broker feeds. At least unfiltered data from a single exchange should not depend on the data provider. If it is, something is wrong and you should check for the reasons.

Correct except futures charts are not always all alike.

I use TradeStation, depending on time when I log on and their trade activity load at that moment determines which of their many servers I will connect to here in FL, TX, NJ or IL. I've seen many times when the server I am connected goes down, or more likely here in South Florida we have a "loud" Summer storm pass thru messing with the electricity (of course I have UPS unit connected) causing a blip in the connection. Once I log back in charts all do a dance with some being slightly different. Especially tick charts although I'm not much of a fan of those anymore.

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  #58 (permalink)
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SunTrader View Post
Correct except futures charts are not always all alike.

I use TradeStation, depending on time when I log on and their trade activity load at that moment determines which of their many servers I will connect to here in FL, TX, NJ or IL. I've seen many times when the server I am connected goes down, or more likely here in South Florida we have a "loud" Summer storm pass thru messing with the electricity (of course I have UPS unit connected) causing a blip in the connection. Once I log back in charts all do a dance with some being slightly different. Especially tick charts although I'm not much of a fan of those anymore.

Reloading data should fix it?

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Fat Tails View Post
Reloading data should fix it?

Yes it should. Yet many times nah ah.

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