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At 04:33 8/04/2004, you wrote:
>> maybe with an indicator which would normalize the two data streams?
>> just an idea but i don't knwo how such an indicator should look like
>
>Display the Dow in data1, Nikkei in data2. Figure out how many
>bars of lag there are between the open of the Dow and the open of
>the Nikkei. E.g. if you use 60min bars there might be an 8 hour
>difference, so there's an 8 bar lag. Then write your indicator
>to use "Close" for the Dow and "Close[8] of data2" for the
>Nikkei. Modify the "8" to be whatever your bar-lag is.
and, heh, watch out for:
a) daylight saving
b) backtesting across the daylight savings gap.
I've done it, but not in TS, and boy, it's a scary complicated problem - easy(ish) with similar timeframes (eg, two 60min datasets), but gets messy -real- fast if you're trying to mix timeframes.. Can be done, but keep your wits about you..
Si
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