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Thanks to Mark Brown for the oddball system and other gifts to the
community.
I am unable to duplicate the trades on http:www.oddballsystems.com.
I'm using quote.com tick data fed into the 2000i server: QC:ADVN.NY and
CME:SP01Z. With 60 minute natural hour bars I get 8 bars per day: hourly
bars from 10:00 to 16:00 eastern time plus one at 4:15. The following code
does exactly what the Active Trader article says the basic version of
Oddball should do.
Inputs: RL(8), BZ(3), SZ(1);
value1 = ((close of data2 / close[rl] of data2) -1) * 100;
If value1 > bz Then Buy;
If value1 < sz Then Sell;
Recent trades (my times converted to central to match Mark's):
oddball site my setup
date time B/S date time B/S
10/19 11 B
10/19 10 S
10/19 9 B 10/19 9 B
10/17 10 S
10/17 9 S
10/15 10 B
10/15 9 B
10/11 10 S
10/11 9 S
Mark or anyone: any idea what's happening? Can it be due to different data
sources?
Thanks.
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