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Oddball followers,
Did any one of you get buy signal at 11:00 today ?
I dont see this signal at www.oddballsystems.com.
I am using natural hours bars , NYSE advacing issues
at 60 min interval (data2) and since I get 4:15 bar for spy (data1) my
parameters are 8,3,1. Strategy
is using rateofchange function of TS like this
rateofchange(c of data2,rl);
$ADV shows 1421 advancing issues at 11:00 and
1363 at 11:00 (8 bars ago) which evaluates to
4.2 % change and above bz value of 3 to signal
buy.
I have also tried downloading bob fulks code from mark browns site and i
still get same signal (buy at 11:00).
What is that i might be doing wrong ???
thanks, bg
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