RE: Oddball system trades

["Charles Johnson" <cmjohnsonxx@xxxxxxxxx>]

Thanks for responding.

Part of my message must have gotten truncated or scrambled.

Here are the trades in a format less sensitive to the vagaries of e-mail:

oddball site:

date	time	B/S
10/19	11	B
10/19	10	S
10/19	9	B
10/17	10	S
10/15	10	B
10/11	9	S

my setup:

date	time	B/S
10/19	9	B
10/17	9	S
10/15	9	B
10/11	10	S

-----Original Message-----
From: krf01 [mailto:krf01@xxxxxxxx]
Sent: Friday, October 19, 2001 6:56 PM
To: Charles Johnson
Subject: Re: Oddball system trades


Charles,

You have consecutive Buys (10/15) and Sells (10/17). Are you allowing
multiple entries in the same direction. I believe Oddball is a reversal
system and can only go Short when Long and vice-versa.

Rgds,

Kim

----- Original Message -----
From: "Charles Johnson" <cmjohnsonxx@xxxxxxxxx>
To: "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Friday, October 19, 2001 5:42 PM
Subject: Oddball system trades


> 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.
>
>