mholstius![]() Veteran ![]() ![]() ![]() ![]() Posts: 175 Joined: 1/13/2017 ![]() | Hi Jeff, After extensive testing over the past 5 days and discussions with Barry, I can explain why they don’t show many trades - and why this discovery(?) is so important for this kind of analysis. I had forgotten (if I ever knew it?) that OT only allows 1 trade in a symbol / day. With ATM, and especially using concurrent states, this is a critical point. Unfortunately, I have things to do today and won’t be able to illustrate what to do about this until later - but I’d suggest waiting before doing more analysis until I post the info and an updated spreadsheet. Mark |