Originally Posted by
kingsmill22031
Billy,
I've read this entire thread twice over the past several days (since you wrote it), to include all the comments, and I'm wondering, without disclosing how you calculate it (which you say is proprietary - and, I'm not asking for disclosure of any type of your techniques), is there any way you could possibly define the term "cluster", other than "bands" where one could expect the highest volume of trading activity to normally occur? Also, once you define them, can I presume that they must be redefined every day (which is what I presume you have to do)?
John