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If people are having problems with your price proxy on various systems,
why not explore your options.
Move all data sets down one notch and place the actual traded entity in data1.
Alter your code so that you can toggle back and forth between using the proxy
or the actual traded entity for generating signals.
Study the relationships and try to zero in on the problem and what can be done.
Spreads, true range, deviation from indicators, etc....between the proxy and the
traded entity.
Alex Matulich wrote:
> >It has been suggested by some to use the cash index (SPX, SPY, INX, etc.) to
> >chart and trade the OddBall system and variants.
>
> I have noticed the same thing not only on Oddball, but on the
> Swinger system advertised at http://spb.addr.com -- this system uses
> the cash index for generating signals also. I modified it to use
> the cash index for signals but trade the actual futures contract,
> and the resulting performance wasn't something I'd really want to
> trade.
>
> -Alex
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