Right, same here. When I look at T&S data, there are absolutely other trades going off at the same price around my trades and at nearly the same time, so, theoretically, someone could be using the exact same algo, but, as you say, it would be nearly impossible to discern that amidst the data.
Jack, this is what I translated into my language and the questions which came up. Did I lose something during translation?
This is the log. If this is as you expected then we can have a closer look at the content. You didn't comment on the channels. Yesterday I had the impression that somehow the volume sequences and the containers didn't match.
And a last question... you mentioned "End effects". I'm not sure what they are. It could be simply the FTTs, or ftts. But I think the first question is: You are talking about "End effects" of what? Containers? Volume sequences? Something else? You also said that there are two test which one can perform to identify them. It might become clearer how to perform the tests once we know what the EEs are.
Hey Hoodoo, Long time no talk. Been watching your system results closely, looks sweet so far. You going to be at VN's in October? would like to chat about your work, with our quants in tow--- Thanks, Surf
DATE MKOP T= W/L WIN% 8-2 UP 1.5 27/3 90% 8-3 UP 1.5 18/1 95% 8-6 DWN 1.0 18/1 95% 8-7 UP 1.5 35/8 81% 8-8 DWN 1.5 47/1 98% 8-9 DWN 1.0 24/2 92% 8-10 DWN 1.0 25/1 96% 8-13 DWN 2.0 33/0 100% 8-14 UP 2.0 37/1 97% 8-15 DWN 2.0 34/1 97% Just plain old simple technical analysis does it all.