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Mel

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Posts: 235

Joined: 3/18/2006

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Subject : RE: OT 2018 ATS With VBX3 And Large Cap Stocks
Posted : 12/6/2017 2:17 PM
Post #29728 - In reply to #29727
Tom,

For breakouts try something like a volatility squeeze, i.e.

( BOL_UPPER(20,2)-KLT_UPPER(20))/KLT_UPPER(20)

I notice that z-score works better than all the stuff showed so far for rtm, by a significant margin.

Mel
Deleting message 29728 : RE: OT 2018 ATS With VBX3 And Large Cap Stocks


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