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<DIV><FONT face=Arial size=2>Take a look at Preferred Trade. They have
good execution speed, accept stop orders and are very well versed in spread
trading. They will even take an option stop order based on the underlying stocks
price. Check out their demo. <BR><A
href="http://www.PreferredTrade.com/CF/Home.CFM?ID=OIN";>http://www.PreferredTrade.com/CF/Home.CFM?ID=OIN</A><BR></FONT></DIV>
<DIV><FONT face=Arial size=2>John Manasco</DIV></FONT>
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style="BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
gordon fong
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Tuesday, March 28, 2000 11:50
AM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> oex options</DIV>
<DIV><BR></DIV>
<DIV><FONT color=#000000 size=2>Greetings!</FONT></DIV>
<DIV><FONT color=#000000 size=2>anyone of list traders doing oex options on
spreads? Can you recommend a good</FONT></DIV>
<DIV><FONT color=#000000 size=2>internet broker?Many thanks in
advance.</FONT></DIV>
<DIV><FONT size=2>Salute,</FONT></DIV>
<DIV><FONT size=2>gordon</FONT></DIV></BLOCKQUOTE></BODY></HTML>
</x-html>From ???@??? Tue Mar 28 23:06:58 2000
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Chris,
<p>The following is what you're looking for. Good luck, Ken
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<blockquote TYPE=CITE> <font color="#000000">Hi!</font> <font color="#000000">I
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</x-html>From ???@??? Tue Mar 28 23:06:59 2000
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Date: Tue, 28 Mar 2000 11:33:28 -0800
From: HHP <hhp@xxxxxxxx>
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Subject: Re: Overlapping ranges
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Philip,
There hasn't been much response so I'll take a crack at it.
1. Your four examples are generally known as down-days, up-days,
inner-days, and outer-days.
2. Your first four lines of code correctly describe them in true/false
terms. If you plot each line histogram style in an individual inner
window you'll see it kick up to 1 whenever the identified condition
occurs. You can use these true/false values as multipliers, e.g. (LL *
(H-L)) would give the day's range on a down-day, zero otherwise.
3. Range. For up-days and down-days you may want to allow for gap
openings by using the True Range, which 'stretches' the range to include
the previous close. For this you can use ATR(1) or you can code:
TruRan:= Max(H,Ref(C,-1)) - Min(L,Ref(C,-1);
4. Overlap. To quantify the overlap for up- and down-days just look at
your diagram, e.g. OverlapLL:= H-Ref(L,-1). Again you may want to allow
for gaps. Either be precise in the bar sequence or use the ABS()
function to avoid negative numbers (unless you want them). How are you
going to define the overlap for inner- and outer-days?
5. Quotient = Overlap/Range. Values for up-days and down-days will
depend on whether your Overlap definition includes gaps. Similarly
values for inner-days and outer-days will depend on how you define
Overlap. Should the Quotient indicate the ratio of the overlap to the
current bar or to the previous bar?
Not too sure where you are going with this. If you do not have your
goal clearly defined, that's going to be part of the problem.
HHP
===========================
Philip wrote:
>
> Greetings All,
>
> I'd like to enlist your help writing code for "overlapping" price
> bars. (see GIF) (Could the formula already exist somewhere and I'm
> not aware of it?) Seems like a concept that might also interest other
> market students, but maybe my view is myopic.
>
> Situation: Today's range should overlap yesterday's range (GIF) and
> as I search for such situations, I want to set the requirement for how
> large the overlap should be. How to determine the overlap and how to
> quantify it . . . perhaps as a percentage of the previous day's
> range??
>
> I've made a start below, but a) I don't know whether my approach would
> hold water, b) even if I'm on the right track, I still can't quite tie
> the ends together -- I think I need some "If" statements next, c) is
> there an easier/better way?
>
>
> LL:= L < Ref(L,-1) and H < Ref(H,-1)
>
> HH:=H > Ref(H,-1) and L > Ref(L,-1)
>
> IN:=L > Ref(L,-1) and H < Ref(H,-1)
>
> OUT:= H > Ref(H,-1) and L < Ref(L,-1)
>
> OVERLAP-LL:= (H-L) - (Ref(L,-1)-L)
>
> OVERLAP-HH:= (H-L) - (H - Ref(H,-1))
>
> OVERLAP-IN:= H-L (?) maybe just (H-L) is enough in this case
>
> OVERLAP-OUT:= H-L (?) as in OVERLAP-IN, this may be sufficient for
> the purpose
>
> I thought I might simply divide yesterday's range by the amount of
> OVERLAP, using the quotient as a parameter I would specify in my
> explorations/experts etc.: a high quotient would indicate very little
> overlap, and progressively lower quotients would indicate
> progressively larger overlaps. If the quotient equaled 1, the entire
> range would overlap, if the quotient equaled 6, only 1/6 of the range
> would overlap.
>
> QUOTIENT-LL:= Ref(H,-1)-Ref(L,-1) / OVERLAP-LL
>
> QUOTIENT-HH:= Ref(H,-1)-Ref(L,-1) / OVERLAP-HH
>
> OVERLAP-IN:= Ref(H,-1)-Ref(L,-1) / H-L (seems like the simplest of
> all the variants)
>
> OVERLAP-OUT:= Ref(H,-1)-Ref(L,-1) / H-L (also seems simple, it would
> always result in a
>
> quotient of less than 1)
>
> The next step, I believe, would be to set up "If" statements for the
> whole shebang so I can just say: identify set ups where today's range
> overlaps yesterday's range by 60%, 45% . . . whatever. This part has
> me entirely stumped.
>
> What's left of the ole gray matter feels like a Gordian knot. "Hey,
> Alex! Get over here with that sword of yours, man!"
>
> Philip
>
> [Image]
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