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Cook's cumulative tick is not easy to reproduce. Years ago I ran into a
futures trader on the internet who traded from an apartment overlooking the
beach in Malibu, CA. This trader said he knew Cook and was familiar with
the details of the cumulative tick. Mark's version is not the result of
just a simple formula. It takes into account levels of TICK, the length of
time TICK stays at or above/below certain levels, and pattern recognition
derived from decades of following it.
BobR
At 04:48 PM 6/7/1999 -0500, J. Rodney Grisham wrote:
>Steve Pierce wrote:
>
>> Here's the URL for a '96 Futures Mag. article on Mark D. Cook's
>> cumulative tick indicator:
>>
>> http://www.futuresmag.com/library/june96/traderprofile.html
>
>There is nothing specific about the indicator on the referenced
>page. Does anyone have specific information to share about the
>indicator itself?
>
>Rod
>
>
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