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Hello David,
One I know of is by Larry McMillan in McMillan on Options. p 301. a
daytrading system based on tiki. as I recall it actually fades tiki
extremes, taking them as evidence of program trading.
Thursday, February 21, 2002, 11:00:58 AM, you wrote:
>> forget the author's name but there is a book that devotes an entire
DF> chapter
>> to the TIKI trading system. You'd have to search to find it.
DF> I tried basing a daytrading system on TIKI before without much success. If
DF> anyone knows the name of the author, I'd love to know.
DF> David
--
Best regards,
Jim mailto:jejohn@xxxxxxxxxxxxxxxx
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