[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Oddball system trades



PureBytes Links

Trading Reference Links

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.