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Re[2]: CASH index is poor model for Oddball & Variants



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Hello LScharpen,

I  would  suggest that the whole purpose of using 7 is that the system
"simply" compares what it's participants were doing yesterday.

Also  in  TS2k  you  have  to  make some radical symbol universe setup
changes  to  make  thing align, not so much the case in TS4. There are
only  so  many  combinations,  I  know I tried them all. Find one that
suits  you  and use it. Hint you can modify the start and end times in
the  global  server at the portfolio level. Then the original universe
settings  can be left alone and the data will still be there as normal
should  you  ever wish to switch back. Back to lurking and not posting
on this further.

In fact OB is becoming a worn out topic that is as interesting as bass
boat ups.  Speaking of which I plan to show off my new rig soon when I
take some pics.

Lac> In a message dated 5/19/02 1:29:56 PM Pacific Daylight Time, 
Lac> mr_bond@xxxxxxxxx writes:

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


Lac> Lee



-- 
Best regards,
 Mark                            mailto:markbrown@xxxxxxxxxxxxx