Kudos to MMs

Quote from nitro:

FWIW: SPX 1298.17. FV 1323.02.

Given that FV is above SPX, that is a huge difference - probably ranks as one of the biggest if not the biggest divergence I have seen on a long edge since I started "FV".
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Are you using it for trading decisions?
 
Quote from johnnyqpublic:

Are you using it for trading decisions?
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Not until I resolve the last issue that has been chronicled here. It _could_ be used now since the parameter inverted back correctly, and the tracking "error" is totally within historical norms, but hacking always leaves a bad taste in my mouth. I can hack, but I would rather get it right.
 
FWIW: SPX 1298.36. 1306.52.

There was an error in todays FV numbers. Subtract about 9 and that is the proper value. I am in the process of automating this new feature so that I don't have to do this particular chore by hand, and it caused an error.
 
Quote from nitro:

FWIW: SPX 1298.36. 1306.52.

There was an error in todays FV numbers. Subtract about 9 and that is the proper value. I am in the process of automating this new feature so that I don't have to do this particular chore by hand, and it caused an error.
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Come on, this tiring
 
Quote from nitro:

FWIW: SPX 1298.36. 1306.52.
More...

So the long would have been 98 or so ES. Although the position fluctuated between -5 and +6, we are now again at -5, so I say this call also failed....

Maybe you should introduce a -1 multiplier to make it work...
 
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