At the moment, I am sim trading NQ 12/23, comparing a 2-minute chart with a 150-tick chart. This is the first time I have compared the two, and they conflict.
Before getting to the numbers, note that after the anomalous bar discussed in item 1 below, the bar time on the 150-tick chart does not change from 11:43:52:040 for the next ten bars. The eleventh bar is at 11:44:27:637. This has occurred several times when the tick chart drew an extremely tall, and probably inaccurate, bar.
On two occasions, these anomalous bars have been drawn immediately after I returned to the screen, having been away long enough that Windows required me to sign in again. On at least three, they have appeared during an unbroken session.
1) According to the data box, on the 150-tick chart, the bar at 11:43:52:040 put in a low at 14,232.75, 0.75 point below the open. This was the lowest low in more than ten minutes. The high was at 14,278.25. The bar closed at 14,271.00.
On the 2-minute chart, I assume the 11:44 bar should contain all the data from the bar above. It shows a low of 14,227.50 and a high of 14,262.50. It closes down, near the low. This chart reached 14,278 at 11:34 and not again until 11:58.
2) On the 150-tick chart, the six bars after the extremely tall one put in a highest high of 14,268.00. The lowest low was 14,260.50.
The next move is a six-bar drop to from 14,268.75 to a low at 14,228.25, which is reached on the 11:44:27:637 bar.
On the 2-minute chart, the corresponding 11:46 bar has a high of 14,246.00 and a low of 14,229.75. It closed up.
3) On the next leg, a move up to 14,284.25, the two charts get back in sync.
Does anyone have any idea what is going on here? Or how to fix it?
I will turn on the bad-tick filter, but as the 2-minute chart does not show any obviously bad ticks, I do not expect it to do anything.
Many thanks for your help.
Before getting to the numbers, note that after the anomalous bar discussed in item 1 below, the bar time on the 150-tick chart does not change from 11:43:52:040 for the next ten bars. The eleventh bar is at 11:44:27:637. This has occurred several times when the tick chart drew an extremely tall, and probably inaccurate, bar.
On two occasions, these anomalous bars have been drawn immediately after I returned to the screen, having been away long enough that Windows required me to sign in again. On at least three, they have appeared during an unbroken session.
1) According to the data box, on the 150-tick chart, the bar at 11:43:52:040 put in a low at 14,232.75, 0.75 point below the open. This was the lowest low in more than ten minutes. The high was at 14,278.25. The bar closed at 14,271.00.
On the 2-minute chart, I assume the 11:44 bar should contain all the data from the bar above. It shows a low of 14,227.50 and a high of 14,262.50. It closes down, near the low. This chart reached 14,278 at 11:34 and not again until 11:58.
2) On the 150-tick chart, the six bars after the extremely tall one put in a highest high of 14,268.00. The lowest low was 14,260.50.
The next move is a six-bar drop to from 14,268.75 to a low at 14,228.25, which is reached on the 11:44:27:637 bar.
On the 2-minute chart, the corresponding 11:46 bar has a high of 14,246.00 and a low of 14,229.75. It closed up.
3) On the next leg, a move up to 14,284.25, the two charts get back in sync.
Does anyone have any idea what is going on here? Or how to fix it?
I will turn on the bad-tick filter, but as the 2-minute chart does not show any obviously bad ticks, I do not expect it to do anything.
Many thanks for your help.
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