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Thank you for trying it.
My YM for earlier times seems a bit iffy. Part of reason for post was to
elicit just such comments and responses as these (:-) And hoping someone
has decent data to backtest it further.
Are you adding other filters or optimising?
Ian
> Fair enough,
>
> (took me awhile to get at it). I got great results with some
> specialized
> parameters I used, but only had YM data for current contract.
> Currently
> using 2ki... Do you have further back data to test?
>
> - Chris
>
> ----- Original Message -----
> From: "Ian Waugh" <ianwaugh@xxxxxxxxx>
> To: <cglander@xxxxxxxx>; <omega-list@xxxxxxxxxx>
> Cc: <ianwaugh@xxxxxxxxxxxxxxxxxxx>
> Sent: Friday, July 04, 2003 4:12 AM
> Subject: Re: Ticki-Tick Strategy
>
>
> > That would seem to be the 'usual' interpretation but might one
> > respectfully suggest a test and then a comment?
> >
> > Ian
> >
>
>
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