Search found 2 matches

by Mudnas
Tue Aug 19, 2014 11:05 am
Forum: Data Providers and other non testing software
Topic: Volume data in CSI - how stable are the estimates?
Replies: 10
Views: 3831

Thanks Anthony My side, I collected some CSI data, and also had a chat with the CSI team. Here’s what I observed.... Volume data for day T is typically only confirmed by exchanges on T+2. Some exchanges provide estimates on T+1, but these are only estimates and can change for the final value confi...
by Mudnas
Thu Aug 14, 2014 6:08 pm
Forum: Data Providers and other non testing software
Topic: Volume data in CSI - how stable are the estimates?
Replies: 10
Views: 3831

Volume data in CSI - how stable are the estimates?

Imagine a trading rule that incorporates the logic to only trade if the most recent volume is less that the volume of the previous bar. Obviously we don't want to find that CSI makes significant adjustments the following day to volume data such that an entry signal would no longer be met. So, is the...