Re: hello............!
yes both scenarios are correct, except 2662 ( which is 2676 - 14 = 2662 ) order didnt get fill , otherwise no confusion at all.
p.s. yes first 5 min bar is always consider as 30 min bar n also 60 min bar. ( there is lot of debate on this but who cares, we only care our methods r as less noisy n simply as we could manage it, as differentiating first 5 min bar on diff market condition comes with experience and would confuse new comers , so i avoid this topic )
Thank you for your nice explanation alex.
If the 30m bars where like below how you look at the trades in the below 2 cases?
CASE 1:
30Min
Bar1: 2687/2676 [Will we need to consider this as a 30 min bar as its not 30 min( 9:55-10:00)?]
Bar2: 2685/2662 No longs/shorts
Bar3: 2666/2645 Short triggered. (2662-14=2648)
Bar4: 2683/2647 SAR hit and now long isn't it? (2666+7=2673)
CASE 2:
30Min
Bar1: 2687/2676
Bar2: 2685/2662 No longs/shorts
Bar3: 2666/2649 No longs/shorts
Bar4: 2683/2647 Long triggered, isn't it? (2666+7/14=2673/2680)
How you are looking at these two cases alex/others?
Hari.
If the 30m bars where like below how you look at the trades in the below 2 cases?
CASE 1:
30Min
Bar1: 2687/2676 [Will we need to consider this as a 30 min bar as its not 30 min( 9:55-10:00)?]
Bar2: 2685/2662 No longs/shorts
Bar3: 2666/2645 Short triggered. (2662-14=2648)
Bar4: 2683/2647 SAR hit and now long isn't it? (2666+7=2673)
CASE 2:
30Min
Bar1: 2687/2676
Bar2: 2685/2662 No longs/shorts
Bar3: 2666/2649 No longs/shorts
Bar4: 2683/2647 Long triggered, isn't it? (2666+7/14=2673/2680)
How you are looking at these two cases alex/others?
Hari.
p.s. yes first 5 min bar is always consider as 30 min bar n also 60 min bar. ( there is lot of debate on this but who cares, we only care our methods r as less noisy n simply as we could manage it, as differentiating first 5 min bar on diff market condition comes with experience and would confuse new comers , so i avoid this topic )
Last edited: