Historical volatility and an ela question

[mr_bond@xxxxxx]

Hi all,

Just having a look at some historical volatility studies a la Larry
Connors.  I am wondering if any one knows what the "lookback" perios
should be in the historical volatility indicator when I am running
connors 10/100 mean reversion studies.  Should it be 365(which is the
default) or 260?

Also (pardon my ignorance here), I am trying to get my system not to
take trades in the first half hour of the day, and my pathetic attempt
at coding this did not work.  Does anyone know how to do this?

Thanks very much,

Dave