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Re: OddBall not working



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Hi,

thanks for the replies.

I removed shorting as it almost doubled the loss, see
http://www.iasmith.com/oddball2.gif

Setting the time frame to 60 minutes results in no trades as the evaluation
of idx (idx = (timetominutes(time) - firsttime)/interval;) always results in
a value with a non-zero fraction, i.e. 1.5.  So looks like I'm not properly
setting it up for natural bars - but not sure how to.

Most of the losses are generated in the period before the displayed period.
The graph starts in Nov 2000 (TS 6 epoch).

Note, scrolling the image to the right will show the Tradestation Strategy
Performance Report, and beyond that the EL code of the Oddball strategy.

thanks

I Smith






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