The new 20DMF is available here.
http://www.effectivevolume.com/conte...1068-real-time
The main changes are the explanatory messages and the fact that the short signals are now confirmed by the Cumulative ticks instead of the inversed ETFs.
Pascal
The new 20DMF is available here.
http://www.effectivevolume.com/conte...1068-real-time
The main changes are the explanatory messages and the fact that the short signals are now confirmed by the Cumulative ticks instead of the inversed ETFs.
Pascal
Thanks for the new signals Pascal.Originally Posted by Pascal
Do you get the Cumalative Tick from Tradestation ? If so which settings do you use ?
Trev
We get the raw data from our data supplier and calculate the Cumulative Tick and its average.
Pascal
Your charts have stuck at 11:50 US time ? At quite a critical spot I think !
Trev
Yes. The system froze when it issued the short signal.
I think that this is a Java bug.
We are working on it.
Pascal
Pascal,
The current message states "buy when OBOS crosses over 30".
Shouldn't that be -30?
When we are in Short mode and cross below -30, a forced buy is executed when the OB/OS returns back above +30, if the MF is still in negative at that time.
pascal
Pascal,
Are the discontinuity jumps at the open of the cum tick moving average to be believed?
Harry
There was a jump yesterday morning because we started the service at 9:40 instead of 9:30 and the price gap attracted buying for the first 10 minutes.
The Cumulative Ticks of the previous days - before the system was put on-line yesterday - is not correct as there was a calculation error that has since been corrected.
Pascal
Is the Cumalative Tick based on The R2000, NYSE, or All US ?
Also, the current graph does not show the CumTick passing down through the 600min. Why is this please ?
Thanks in advance.
Trev
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