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Hi List:
My 2 cents about OB ..... part of the reason that OB
is so very hard to trade is that the historical
inter-day data on TS 6 is so very messed up that you
can't trust TS6's Performance Reports. Thus you can't
really optimize OB or believe what the PR says about
draw downs and expected returns. Plus, I never really
got the code to work to actually compare this exact
hour with the same hour yesterday. We don't even want
to talk about holidays .... however you should know
that TS also occasionally has an opening data line for
holidays which messes things up quite nicely.
TS also is simply missing data. And it's data simply
doesn't agree with the data from my Real Tick data
feed. When I compare TS historical data for ADV with
Real Tick it seems that for several days the Real Tick
Data and the TS data are off by one hour.
Every hour, I simply due the calculation from both
data feeds and go from there...
Good Luck Trading...
--- Mark Brown <markbrown@xxxxxxxxxxxxx> wrote:
> Hello Omega,
>
> My personal (not that it matters) thoughts on OB
> are that it is so
> tough a system to trade - few will. Many will
> continue to look at it
> and watch it do it's thing. But of those few who
> jump on, even fewer
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