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In a message dated 5/19/02 1:29:56 PM Pacific Daylight Time,
mr_bond@xxxxxxxxx writes:
<< But 7 is the lookback period for data2, which remains unchanged whether
data1 is futures or cash, so shouldn't this remain the same?
David
>>
Maybe it 'should' remain the same .... but in 'real life' it doesn't, at
least for me using TS2000i. You sure don't have to believe me ... try it out
for yourself. The only truly important point though is that YOU know what
your way of doing things is actually doing. For the normal Oddball, that
means looking back to the same hourly close time for both 'today' and for the
'previous day'. For me, that means I have to specify 8 bars as the look back
period when applying Oddball to sp futures .... and 7 when applying it to sp
cash.
Lee
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