|
PureBytes Links
Trading Reference Links
|
Here is a chart the 30 minute version of the variation. Mark's article used
the ROC of Advances on 60 minute bars and has quite good performance. The
modification uses the difference between the rate of change of advances and
the rate of change of declines and it drops the bar period to 30 minutes
from 60. In the short run it looks to be competitive with the 60 minute bar
but I haven't tested it for as long a period as Mark did on the 60. The
modified system went long on Thursday morning,.....at the high of the day
for the NYA...one of the consequences of using breadth to time
price...sometimes its early........sometimes late....but overall quite quite
profitable.
BobR
----- Original Message -----
From: <candlestyk@xxxxxxx>
To: <realtraders@xxxxxxxxxxx>
Sent: Friday, December 22, 2000 4:05 AM
Subject: [RT] Re: Mark's not so Oddball System
> --- In realtraders@xxxxxxxxxxx, "BobR" <bobrabcd@xxxx> wrote:
> > Here is a variation on Mark's system in the "Trading The Momentum
> of Market
> > Breadth" article in Active Trader December 2000 issue. Mark's stop
>
> Hi Bob,
> How did this system signal the past few days?
> Thanks,
> Ray F
>
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxx
>
>
>
>
-------------------------- eGroups Sponsor -------------------------~-~>
With US & International rates as low as 3.9c a minute from Net2Phone
Direct Plus Up to 1500 FREE minutes; you can call everyone on your list!
http://click.egroups.com/1/10924/0/_/152424/_/977488569/
---------------------------------------------------------------------_->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxx
Attachment:
Description: "OdSysMod.gif"
|