New answers tagged


using (var tf = TeaFile<Tick>.OpenWrite(filename)) creates and opens the file. the using directive and the brackets mean that at the cloing bracket the file is closed. so if you want to capture data from a provider you open the file oncy for the lifetime of the application and then all tf.Write for every tick. Before the app closes you close the file ...


how about preprocessing the data and create mid_price = (H+L)/2 and range = H-L. And your Kalman filter apply to mid_price and range. Then you will not have the problem as you described

Top 50 recent answers are included