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Strategies & Market Trends : Trading the SPOOs with Patrick Slevin! -- Ignore unavailable to you. Want to Upgrade?

To: Atin who wrote (1670)12/3/1999 11:06:00 AM
From: Patrick Slevin  Respond to of 7434
 
Scott just sent a link, thanks.

I have some programs that ran on Tradestation for Delta and other oddball systems. Not my programs, they were written by another trader almost two years ago, but easy enough to convert I would think. I had a crash and lost all the historical data so for a time the programs are useless. Oddly enough, the crash was compounded by happening after making a fatal error while backing up so we lost everything.

I'll give that a try, thanks for the help. Thanks for the program as well.



To: Atin who wrote (1670)12/3/1999 11:55:00 AM
From: Patrick Slevin  Read Replies (1) | Respond to of 7434
 
Although I knew there was a Double Top on the SP9Z your software pointed it out very clearly. Nice touch.

I imagine by volatility you mean that the box size depends on the swings recently in the underlying issue. The SnP Futures Contract came up with a box size of 24.5; I reduced that to 4 and the Double/Triple Top stood out quite well.


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