mark brown said he found the holy grail.

Quote from MarkBrown:

time is a function but you could just use the actual time not a function

session start time is also a function but you could also hard input the time of the session start as 0830 etc.

other than that there is nothing else, the magic is in the alternating waves of the two data streams.
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Hi Mark,
I assume when you talk about two data streams you mean the main (the one traded) and the leading one?
Regards
 
Quote from RedDuke:

Hi Mark,
I assume when you talk about two data streams you mean the main (the one traded) and the leading one?
Regards
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yes the sp and other index's lag enough from 1 minute to 2 hours behind leading data which allows a good edge. in fact i would say the reason many have little knowledge of this is because one would expect the lag to not be as significant as it is and therefore overlooked.
 
I was all ready to buy into your hold grail, fully fund an account, until you started talking about your horse racing prowess.

Sometimes you're better off not venturing too far away from the old homestead, lest you run into a boogey man.
 
Quote from MarkBrown:

yes the sp and other index's lag enough from 1 minute to 2 hours behind leading data which allows a good edge. in fact i would say the reason many have little knowledge of this is because one would expect the lag to not be as significant as it is and therefore overlooked.
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Mark, I read quite a bit about the system can it be used to trade the SPY, Qs, or the DIA? Very interesting approach to say the least.
 
Quote from MarkBrown:

yes the sp and other index's lag enough from 1 minute to 2 hours behind leading data which allows a good edge. in fact i would say the reason many have little knowledge of this is because one would expect the lag to not be as significant as it is and therefore overlooked.
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I have not seen such huge time lags, but some Asian futures exhibit such behaviour on 5-15 secs, which is plenty to make a trade. Having 2 data streams allows to filter chop and decent amount of bad entries. Congrats on figuring out a much bigger lead.
 
Quote from RedDuke:

I have not seen such huge time lags, but some Asian futures exhibit such behaviour on 5-15 secs, which is plenty to make a trade. Having 2 data streams allows to filter chop and decent amount of bad entries. Congrats on figuring out a much bigger lead.
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He's not using actual price data...he's using a much more creative approach and I would imagine that a buy signal was created this afternoon somewhere between 12 - 1 PM.
 
Quote from trhudson:

He's not using actual price data...he's using a much more creative approach and I would imagine that a buy signal was created this afternoon somewhere between 12 - 1 PM.
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Lorenzo?
 
Quote from RedDuke:

I have not seen such huge time lags
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see that's not your fault you will never see them because your a human and humans have a big handicap called a brain. lol

only a computer can find these things..
 
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