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Re: Trade on different price series?



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At 2:14 PM -0400 7/16/98, Gary Fritz wrote:
>
>Is it possible to RUN a system on one price series, but TRADE on
>another?


Yes. The series you are trading has to be data1. You can then arrange your
code to look at data2 (or data3 or data4, etc.) for signals.

Just because data2 is smoother doesn't necessarily mean it will work
better. It depends upon the correlation between the two series.

Some people use combinations of several series for signals, such as the
advance/decline line, interest rates, etc.

Bob Fulks