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[RT] Time and Motion Study



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According to the rules laid out yesteday , the profit at 11:15 exit 
would have been $2000 + or therabouts minus slippage.

I also took the time to visit the oddball trading system developed by 
Mark. I was impressed with the advance decline ratio concept applied 
to the S&P. 

Not having access to that figure, and since all have their own 
trading style and belief systems, I selected the Dow as my filter. So 
if the Dow movement coincides with the S&P movement between 10:00 AM 
and 10:15 PM then the trade would be taken. If not , then no trade. 
Today they coincided.

Please realize this is a work in process. I chose the Dow since my 
impression is that the Dow components would more likely also reflect 
the S&P 500 as well as advancer/decliner ratio.Obviosly A/D ratio  
has an effect judging from its outstanding performance!

If I am wrong , I stand corrected and will still test the Dow 
correlation factor for lack of timely data in my current 
environment.I personally like to prove a system over at least 2 and 
up to 5 years of testing, so when completed I may seek help for code 
and ELA either on this list or elsewhere.

Sincerely,

John

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