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> Throughout your post you use 7 bars as the look back period for both the
> futures and the cash. This is NOT the parameter to be used for Oddball
when
> applied to futures. Because of the additional 15 minutes of trading for
the
> futures contract, the actual look back period should be 8 bars for Oddball
in
> its "normal" state.
But 7 is the lookback period for data2, which remains unchanged whether
data1 is futures or cash, so shouldn't this remain the same?
David
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