the sheet...
Mak, the tools are excellent... squ/str is more meaningful w/ prv beside it. I made a few minor additions to the prv sheet, detailed in this...
last 5 minutes.... is it possible you stopped another app or DDE spreadsheet that might have been causing conflicts? With IB's API each app must...
Mak, your PRV tool looks to be another quality contribution, can't wait to try it out tomorrow. As for calibration, do you assocate the...
Nice post
Squ/Str are relative to which side of the cash the futures are trading. If the futures are trading above the cash (bullish) and price moves above...
I just built a simple excel PRV tool yesterday but planned to enhance before posting... I'll email it to you and you can compare to what you've...
Mak, can you post your offset for the day. I tried a few adjustments but then settled on the indexarb FV of 56.27.
Thanks for the detailed response, I figured you must have looked into this at some point. I'm not worried about fine-tuning the decimal points...
Mak, as you've said, the indexarb FV is fairly accurate out of the box, but I've been thinking about our need to occasionally make manual...
For the last fifteen minutes I have been running the IQFeed and IB spreadsheets side-by-side. The vast majority of the time they are...
Mak, one of the points Jack makes on the market log drill is to determine the extreme values of str/squ (i.e. non neutral) that cause price...
Very cool, very well-built tool, thanks for sharing Mak. I've given it a predominent place on my desktop so I can try to get the timing/sequences...
Easy, make sure you have "Enable DDE Clients" checked
Achilles, glad to hear you are exploring Jack's work. My first thought when I saw your posts was about volume, which is integral to so much of...
FWIW, I'll tell you my interpretation from reading, but consider that I generally do not exit with stops and have not practiced this. The stop...
http://www.elitetrader.com/vb/showthread.php?postid=282126#post282126
Also Spydertrader's journal is a great resource and he has links to some older threads in which Jack discussed trading equities....
Have you seen his "big post" doc? http://www.elitetrader.com/vb/attachment.php?s=&postid=751485
Thanks for the thought-stimulating comments.
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