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Re: CASH index is poor model for Oddball & Variants



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I'm using TS2000i.  When using $adv as data2 with an sp futures contract as 
data1 and 60 minute bars, then the look back period is 8 bars for data2 to 
get to the same hourly bar of the previous day.  I view this as data2 taking 
on the 'characteristics' as data1 in this situation.  If you use $adv (data2) 
and spx (cash) as data1, then there is a 7 bar lookback to get to the 
'correct' (correct for 'normal' Oddball that is) look back period. Hope this 
clears us up!

Regards,

Lee Scharpen