Do you mind sending me an email and maybe we could chat?
Thank you for your amazing comments. I really like your idea about indicators and saving state. I'll give that a try! Yeah, Marcos López de Prado is actually where I read about the tick bars and sampling at higher rates. You need like 2 phd's to read his books though. haha. I am doing this based on X number of ticks and not even looking at volume. I was using tick count as an indicator in that you can really see patterns when activity picks up. This sync issue is really really interesting and I'll explore this.
"The thing you’re actually doing is predicting what other people are going to predict." I think I've actually seen this in the data. In that you can see this mini-cycles almost when you really zoom into a fast moving stock. I'll check out. Both your comments are amazing and it 100% shows you know what you're talking about.
Thank you for your amazing comments. I really like your idea about indicators and saving state. I'll give that a try! Yeah, Marcos López de Prado is actually where I read about the tick bars and sampling at higher rates. You need like 2 phd's to read his books though. haha. I am doing this based on X number of ticks and not even looking at volume. I was using tick count as an indicator in that you can really see patterns when activity picks up. This sync issue is really really interesting and I'll explore this.
"The thing you’re actually doing is predicting what other people are going to predict." I think I've actually seen this in the data. In that you can see this mini-cycles almost when you really zoom into a fast moving stock. I'll check out. Both your comments are amazing and it 100% shows you know what you're talking about.