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That would seem to be the 'usual' interpretation but might one
respectfully suggest a test and then a comment?
Ian
> 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
> >
>
>
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