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Hello cwest,
Wednesday, January 16, 2002, 10:00:25 AM, you wrote:
cjn> TS6 won't allow futures and stocks in the same chart unless you're rt
cjn> enabled for both, which I'm not. My futures are delayed. I'm trying to
cjn> discover a ratio of NQ to QQQ. It looks to be about 40. That is 40xQQQ is
cjn> the same as the value of 1xNQ contract. Given that any significant
cjn> variations are arbed out, does a historical ratio of 1:40 seem approximately
cjn> correct?
cjn> Thanks in Advance
cjn> Colin West
I have found that using a rigid multiplier will not cut it. My signals
are generated from $NDX and orders are generated for QQQ. I
dynamically calculate this factor for my limit or stop price. That is
something like this:
MyBPValue = 1/(close/(close of data2))
where close is NDX and close of data2 is QQQ.
--
Best regards,
Ernie mailto:ebonugli@xxxxxxxx
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