Hey all - does anyone have any experience/info/advice with regard to realtime tick filtering?
i have a good unfiltered forex tick feed, and would like to apply some filtering before i apply
indicators to it....i am programming in f#, but any general comments would be appreciated...thanks

RJ3000 

Hey all - does anyone have any experience/info/advice with regard to realtime tick filtering? i have a good unfiltered forex tick feed, and would like to apply some filtering before i apply indicators to it....i am programming in f#, but any general comments would be appreciated...thanks

You would never want to filter a good feed. Makes no sense. If you are applying filters, it's because the feed is bad, or because you have insufficient bandwidth/resources to process all ticks.

Mike

Big Mike 

You would never want to filter a good feed. Makes no sense. If you are applying filters, it's because the feed is bad, or because you have insufficient bandwidth/resources to process all ticks. Mike

Thanks for the reply, Mike...I was thinking more of filtering what gets sent to the indicators, because this feed includes some wild ticks every so often (Integral's TrueFX web query-able prices), not really filtering the display of the feed itself...

interesting possibility....along with the reasoning for why lol....

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