Kudos to MMs

Quote from nitro:

02/07/2012 11:05:40 OFV = 1346.27817532141 Sell SPX at 1346.41
02/07/2012 11:06:16 OFV = 1346.38669798102 Buy SPX at 1346.35
(rest of crap deleted)
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For God sakes, at least learn how to truncate those excessive decimal places. It makes it look even more ridiculous then it already is.
 
02/07/2012 13:19:25 OFV = 1347.63196773564 Buy SPX at 1347.07
02/07/2012 13:38:52 OFV = 1346.34983725215 Sell SPX at 1346.39
02/07/2012 13:39:29 OFV = 1346.71336774475 Buy SPX at 1346.32
02/07/2012 13:43:44 OFV = 1346.47358558721 Sell SPX at 1346.56
02/07/2012 13:44:20 OFV = 1346.86591417493 Buy SPX at 1346.7
02/07/2012 13:47:56 OFV = 1346.30130097786 Sell SPX at 1346.43
02/07/2012 13:49:46 OFV = 1346.66627236652 Buy SPX at 1346.55
02/07/2012 13:50:22 OFV = 1345.92756389671 Sell SPX at 1346.53
 
Quote from nitro:

02/07/2012 11:05:40 OFV = 1346.27817532141 Sell SPX at 1346.41
02/07/2012 11:06:16 OFV = 1346.38669798102 Buy SPX at 1346.35
02/07/2012 11:11:41 OFV = 1345.72879885074 Sell SPX at 1346.13
02/07/2012 11:18:21 OFV = 1346.86238531553 Buy SPX at 1346.72
02/07/2012 11:20:09 OFV = 1346.60494523482 Sell SPX at 1346.62
02/07/2012 11:20:45 OFV = 1346.86169204579 Buy SPX at 1346.63
02/07/2012 11:51:43 OFV = 1346.30844386852 Sell SPX at 1346.35
02/07/2012 11:52:19 OFV = 1347.15722996348 Buy SPX at 1346.46
02/07/2012 11:57:46 OFV = 1346.49771044201 Sell SPX at 1346.77
02/07/2012 12:00:12 OFV = 1347.70091461478 Buy SPX at 1347.09
02/07/2012 12:02:39 OFV = 1347.05052415414 Sell SPX at 1347.36
02/07/2012 12:03:15 OFV = 1347.36048223793 Buy SPX at 1347.05
02/07/2012 12:05:04 OFV = 1347.34822407962 Sell SPX at 1347.36
02/07/2012 12:05:40 OFV = 1347.4858786301 Buy SPX at 1347.35
02/07/2012 12:07:28 OFV = 1347.869907147 Sell SPX at 1347.93
02/07/2012 12:08:40 OFV = 1348.06834616131 Buy SPX at 1347.85
02/07/2012 12:11:41 OFV = 1347.35040110625 Sell SPX at 1347.83
02/07/2012 12:12:17 OFV = 1348.0555638963 Buy SPX at 1347.75
02/07/2012 12:15:19 OFV = 1347.36156179244 Sell SPX at 1347.42
02/07/2012 12:15:55 OFV = 1347.75630042179 Buy SPX at 1347.37
02/07/2012 12:16:31 OFV = 1347.1420628087 Sell SPX at 1347.3
02/07/2012 12:17:07 OFV = 1347.70379907836 Buy SPX at 1347.31
02/07/2012 12:18:59 OFV = 1347.26476752789 Sell SPX at 1347.37
02/07/2012 12:19:38 OFV = 1347.39408349888 Buy SPX at 1347.33
02/07/2012 12:26:51 OFV = 1345.21635161272 Sell SPX at 1346.06
02/07/2012 12:29:56 OFV = 1346.6478125872 Buy SPX at 1346.58
02/07/2012 12:32:20 OFV = 1346.27562108266 Sell SPX at 1346.28
02/07/2012 12:32:56 OFV = 1346.41433006615 Buy SPX at 1346.23
02/07/2012 12:34:08 OFV = 1345.96456212014 Sell SPX at 1346.12
02/07/2012 12:34:44 OFV = 1346.18541651802 Buy SPX at 1346.09
02/07/2012 12:35:20 OFV = 1345.70792042135 Sell SPX at 1346.12
02/07/2012 12:35:56 OFV = 1345.98793020736 Buy SPX at 1345.92
02/07/2012 12:36:33 OFV = 1345.83195240933 Sell SPX at 1346
02/07/2012 12:41:24 OFV = 1347.07938540214 Buy SPX at 1346.71
02/07/2012 12:42:37 OFV = 1345.75748271433 Sell SPX at 1346.44
02/07/2012 12:43:12 OFV = 1346.52330756886 Buy SPX at 1346.36
02/07/2012 12:44:24 OFV = 1345.77702398592 Sell SPX at 1346.53
02/07/2012 12:54:38 OFV = 1347.2712787587 Buy SPX at 1347.24
02/07/2012 12:55:14 OFV = 1346.36172660283 Sell SPX at 1347.64
02/07/2012 12:58:24 OFV = 1347.45980858784 Buy SPX at 1347.27
02/07/2012 12:59:00 OFV = 1347.07170953421 Sell SPX at 1347.2
02/07/2012 13:00:12 OFV = -1001.25379033604 Buy SPX at 1347.47
02/07/2012 13:00:48 OFV = 1348.28122535312 Buy at 1347.46
02/07/2012 13:14:00 OFV = 1347.21009466053 Sell SPX at 1347.3
02/07/2012 13:14:36 OFV = 1347.48715974918 Buy SPX at 1347.16
02/07/2012 13:15:48 OFV = 1346.97399500385 Sell SPX at 1347.15
02/07/2012 13:16:24 OFV = 1347.31235157223 Buy SPX at 1347.14
02/07/2012 13:18:13 OFV = 1346.95604522876 Sell SPX at 1347.05
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Are there any psychiatrists on board here to help this man out?
 
Changed the code so that the system doesn't react on just a crossover, but a crossover by some threshold. I will be giving the threshold along with the entries. This complicates things somewhat, because the system now takes profit on a "convergence" (close enough) of OFV and SPX, so the system is no longer always in the market.
 
Quote from nitro:

02/08/2012 10:31:19 OFV = -998.216495232736 Sell to Close SPX at 1343.38
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All those trades to supposably make fractions of a point and you just lost 7 points on one trade. You, my dear man, don't have a clue what you are doing.
 
Quote from nitro:

02/08/2012 10:31:19 OFV = -998.216495232736 Sell to Close SPX at 1343.38
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:)

Firstly, what is the point of calling it fair value if it can be negative. You are better off calculating alpha than price level.

Secondly, did you ever take a statistics class? The most basic is on sample sizes. You have such high level of certainty in your tweaks for the daily version of FV, and then all of the sudden decide that an intraday version of your signal needs to be monitored for a year to prove useful.
 
All work and no play makes jack a dull boy
All work and no play makes jack a dull boy
All work and no play makes jack a dull boy
All work and no play makes jack a dull boy
All work and no play makes jack a dull boy
All work and no play makes jack a dull boy
all dull and no value makes nitro a mad boy
all fair and no value makes mad a decimal place...
 
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