OmniTrader Forum OmniTrader Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
jpb

Veteran
1002525
Posts: 168

Joined: 5/11/2005
Location: Brown Deer, WI

User Profile
 
Subject : RE: No Trade Market State
Posted : 8/10/2018 5:56 PM
Post #45160 - In reply to #45159

Something is odd. With Jeff's original version (I'm calling it v1), there were a total of 214 days out of 4920 days that were in No Trade state -- 4.35%.

With v2 (what I had called optimized), 78% of the time it was in a No Trade state.

Yet, a significant number of trades had been placed (over 20,000). Something doesn't mesh.

Attached is a spreadsheet of the market state by day with the 2 different formulas.

I'll have to dig into it further -- maybe bounce some things off Barry.

Thanks everyone for looking at this.

Steve, I appreciate your sanity check.
Attached file : Market State by Day with No Trade State.xlsx (509KB - 296 downloads)

Deleting message 45160 : RE: No Trade Market State


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.