Forum: Sierra Chart
October 23rd, 2014, 02:56 PM
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Replies: 4
Views: 3,598
Sierra Cumulative Tick Strategy
Does any Sierra programmer want to code this up?
1. Take the cumulative tick (IQFeed JTNT or JT6T) for each session (resetting to zero).
2. Over last 'x' bars (ie 20 5 minute bars) calculate the...
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