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Re: [RT] Re: WTH?



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Thanks much. I will watch it maņana. Maybe I will 
find the illusive 'trigger'.
 
 
Michael:    <A 
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----- Original Message ----- 
From: "BobR" <<A 
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To: <<A 
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Sent: Wednesday, July 11, 2001 14:49
Subject: Re: [RT] Re: WTH?
<FONT face=Arial 
size=2>> To normalize data the way Ben taught is to take one of the 
components and> divide by the sum of it and its related counterpart, such 
as UP/(UP=DOWN)> whether it is issues or volume or in this case the 
dollar value of the calls> and puts.> You can do it in Ensign 
because of the custom symbol feature.  What you do> is take the 
$Calls/($Calls+$Puts) for each exchange.  See the DTN symbol> 
list.  Then for the total or the composite add all the $C for the> 
PSE,PHLX,CBOE,AMEX and divide by the sum of the $Total calls + $Total 
puts.> The ratios are a bit noisey ten to 15 minutes after the open so in 
my ELA> code I have a Time to start plot filter.  Near the end of 
the day the total> ratio tends to drift downward as though the 
participants are leaving the> game.  On report days, or days when a 
heavily traded optionable stock makes> news you can see that exchange 
ratio fingerprint it.  Like around FOMC days> its intriguing to see 
how the option exchanges are betting on the outcome.> Last time they were 
all dead neutral at 0.5.  I am able to do it in TS2k> because I have 
MetaServer between the dtn feed and the Global Server.  That> way I 
can get at any component of the dtn stat symbols.  Only the new 
issue> and volume dtn stats can be read by the TS2k GS.  I bet 
Lawrence's NeoTicker> and the M2 or M3 has the capability to read the 
stat symbols too.> > bobr> > ----- Original Message 
-----> From: "Michael Ferguson" <<A 
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<<FONT face=Arial 
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size=2>>> Sent: Wednesday, July 11, 2001 12:29 PM> Subject: Re: 
[RT] Re: WTH?> > > > Thanks for that Bob,> 
>> > Normalized, is that divided by 100?> >> > 
Don't code so won't be getting that view in ensign.> >> > 
Thanks> >> >> > To unsubscribe from this group, 
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