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the sheet...

Mak, the tools are excellent... squ/str is more meaningful w/ prv beside it. I made a few minor additions to the prv sheet, detailed in this screen shot. Note I condensed the formatting to fit where I want it on my desktop.

last 5 minutes.... is it possible you stopped another app or DDE spreadsheet that might have been causing conflicts? With IB's API each app must pass a unique ID... not sure if that is also true w/ their DDE interface. IQFeed version worked perfect for me today, a much better tool than what...

Mak, your PRV tool looks to be another quality contribution, can't wait to try it out tomorrow. As for calibration, do you assocate the different paces with different formations/op pts? DU and extreme are easy to spot /calibrate... but slow-med-fast are less obvious. So for slow are you...

Nice post

Squ/Str are relative to which side of the cash the futures are trading. If the futures are trading above the cash (bullish) and price moves above neutral then it is stretch. If the futures are below the cash (bearish) and price moves below neutral then this is also stretch.

I just built a simple excel PRV tool yesterday but planned to enhance before posting... I'll email it to you and you can compare to what you've already put together.

Mak, can you post your offset for the day. I tried a few adjustments but then settled on the indexarb FV of 56.27.

Thanks for the detailed response, I figured you must have looked into this at some point. I'm not worried about fine-tuning the decimal points and from what I've seen using your spreadsheet I don't believe that kind of precision is necessary to determine the right side of the mkt. Jack also...

Mak, as you've said, the indexarb FV is fairly accurate out of the box, but I've been thinking about our need to occasionally make manual adjustments during the day based on observation. Have you considered calculating FV dynamically? "The fair value premium equals the interest earned on the...

For the last fifteen minutes I have been running the IQFeed and IB spreadsheets side-by-side. The vast majority of the time they are step-in-step, within a split second. But I did notice occasional lag on the IB, which could cause for missing some of the extremes. Example, both show a squ of...

Mak, one of the points Jack makes on the market log drill is to determine the extreme values of str/squ (i.e. non neutral) that cause price change. I got the impression that he viewed the neutral range as dynamic from day to day needing recalibration of the boundries, but your spreadsheet has...

Very cool, very well-built tool, thanks for sharing Mak. I've given it a predominent place on my desktop so I can try to get the timing/sequences down. If anybody ever doubts futures leading cash they can just watch column G chase column H all day long.

Easy, make sure you have "Enable DDE Clients" checked

Achilles, glad to hear you are exploring Jack's work. My first thought when I saw your posts was about volume, which is integral to so much of what he teaches. Is it possible to get accurate volume data for forex? I don't know a lot about forex, but my understanding is there is no central...

FWIW, I'll tell you my interpretation from reading, but consider that I generally do not exit with stops and have not practiced this. The stop log is a list of every price that that you consider significant for some reason... be it a peak or trough, price at BO or FBO, a flaw, etc. So...

http://www.elitetrader.com/vb/showthread.php?postid=282126#post282126

Also Spydertrader's journal is a great resource and he has links to some older threads in which Jack discussed trading equities. http://www.elitetrader.com/vb/showthread.php?s=&threadid=38777

Have you seen his "big post" doc? http://www.elitetrader.com/vb/attachment.php?s=&postid=751485

Thanks for the thought-stimulating comments.