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Re: Oddball modification



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Then try changing the H[1] to H[0] and L[1] to L[0], reverify signal and
strategy and test.  I've also noticed sometimes that it is necessary to
remove the strategy from the chart and reinsert it for the new changes to
take effect.  I don't think that is supposed to be the case, but it is a
safeguard that TS is not screwing up.

bobr

----- Original Message -----
From: "BobR" <bobrabcd@xxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, March 22, 2002 3:12 AM
Subject: Oddball modification


> Try this backtestors.  Oddball can be early with its signals so once the
> signal is true then buy on a stop to delay the signal until price is
moving
> in the direction of the signal.  Remember, natural hour bars, sp or spx in
> data1, advancing issues in data2.  Perhaps someone with lots of good clean
> data will post a comparison using the trade on a stop versus just buying
or
> selling when the ROC conditions are satisfied.
>
> Inputs: BZ(3),SZ(1);
>
> If RateOfChange(close of data2,7)>BZ then buy at H[1] stop;
> If RateOfChange(close of data2,7)<SZ then sell at L[1] stop;
>
> bobr
>