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But what is ^DJI getting you? When I compare the intraday chart on
Yahoo! to the Yahoo!'s historical quotes page, the Open/High/Low don't
match between them. I think the ^DJI ticker for historical quotes on
Yahoo! is getting you the "theoretical" index value. If so, it's
nothing that you can really trade with except for the closing price --
the lows will be lower and the highs will be higher on a "theoretical"
calculation, because it assumes all 30 stocks are hitting their low
and high for the day at the same time.
On 12/31/06, kevinoversby <kevinoversby@xxxxxxxxx> wrote:
> SetTradeDelays(0,0,0,0);
> BuyPrice = Ref(C,-1) - 50;
> Buy = L < BuyPrice;
> Sell = 1; SellPrice = C;
>
> Try this long only on ^DJI with same bar exit enabled (daily
> timeframe). Nets around 5000 points a year in recent years with low
> drawdowns. Subtract 1 point per day per contract for commisions (IB
> rate for mini-dow). $5K per contract gives acceptable drawdowns and
> 100% account increase per 1000 points on the YM.
>
> Any comments, improvements or other suggestions would be welcomed.
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