Data Differences May Affect Results
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When you first load data in a chart in the ChaosHunter Trader, the program requests historical data from the IB Trader Workstation in the bar size you specify. Historical data is loaded and assembled into bars by the IB Trader Workstation. For example, if the chart is based on 15 minute bars, the IB Trader Workstation will send historical data to the ChaosHunter Trader in 15 minute bars.
After the chart is initially loaded with historical data, new real time data is sampled every 5 seconds and accumulated by ChaosHunter Trader into bars of a particular size, e.g., 15 minute bars for our example.
Let's say you start trading on Monday in real time. ChaosHunter Trader is making the bars. Suppose on Tuesday, you reload historical data which now include Monday's data. There is no guarantee that Monday's bars loaded from history on Tuesday will match the bars you traded with on Monday because it is impossible for ChaosHunter Trader to know how to exactly match what IB did and vice versa. Thus the following warning:
A data stream of bars that was created in real time may be different than historical bars of the same size downloaded later.
The difference in data could also affect how a model that uses the Chaos Input is calculated. Click here for details.