|
PureBytes Links
Trading Reference Links
|
Although it will be easy enough to back test, my first comment is that when
Tick > 1000 I look for prices to stall or reverse, not to enter into a new
long.
FWIW,
Chris
----- Original Message -----
From: "Ian Waugh" <ianwaugh@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Cc: <ianwaugh@xxxxxxxxxxxxxxxxxxx>
Sent: Thursday, July 03, 2003 7:16 AM
Subject: Ticki-Tick Strategy
> Would anyone like to comment on this little system?
>
> { 5min bars
> data1= YM
> data2= $TICKI
> data3= $TICK
> }
>
> inputs: th(22),tl(-22),tkh(1000),tkl(-750);
> setexitonclose;
>
> if c of data2>th and c of data3>tkh then buy next bar at open;
> if c of data2<tl and c of data3<tkl then sell next bar at open;
>
>
> Ian
>
|