Mav, I know it has been asked before...so forgive me if it's redundant..but how many NL's are you tracking concurrently?
Think of a number. Now think of a bigger number. Take that 2d number and square it. Now multiply that second number times the first number. That's a pretty close estimate.
Ahh okay...i read many many many posts back that you were doing them manually. I guess you've transitioned to automatic scoring then.
I trade entirely off ACD derivatives so the raw score is not as important now vs the relative values.
What software do use for automation or did you write your own program? I ask since the discussion of "R" a few pages back has sent me back to "school". I certainly wish I had learned some programming a lot sooner. Thanks, John
Equities have worked off all the negative NL from January and most are positive now. What's everyone's take on this....new highs or dead cat?
My index 30 day NLs have been sloping up now since a little before mid February. Whats interesting is that NIY has not really shown the same strength relative to the other indexes. See attached.