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mholstius

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Subject : RE: Using ATM to Improve ATM
Posted : 8/14/2018 11:44 AM
Post #45193 - In reply to #45188

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

Deleting message 45193 : RE: Using ATM to Improve ATM


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