jpb![]() Veteran ![]() ![]() ![]() Posts: 168 Joined: 5/11/2005 Location: Brown Deer, WI ![]() | 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. ![]() |