Good morning Nick.
Thanks for that insight. It's something I did NOT think about i.e. the reason that I get SI values outside of the range. Very well done!!! And thank you. It makes sense (especially if you look at the different price quotes). It's been bugging me for months and now at least you have given me a good explanation as to why. It has not affected the performance of the system or anything like that so I've sort of 'lived with it' but it's great to finally have a possible reason for this 'anomoly'. Thanks again.
I see that you have probably also done exactly what I've done NUMEROUS times i.e. it does not matter whether you leave the limit out, change its number of decimals to 'suit' the instrument being traded, divide the 50 multiplier by the limit, or add a 'PIPFACTOR' to the equation. No matter what you do the 'shape' of the ASI does not change ony the value of the ASI which you have now confirmed and no matter which value you are getting and using the TISAR is always in the exactly the same place.
I'll try and find the info you're looking for (I was almost sure that I saw it on the CBOT website - well - for Soybeans anyway). I'll obviously post anything I find.
To the BEST of my knowledge the limit is a set number (for a while) but can and does and has changed in the past but I will confirm all of this (somehow).
I also see those same commodities on Bloomberg and it's only those that GCI has as tradeable instruments (funny enough GCI does not have Sugar which is always quoted on Bloomberg).
Well I don't think that those VS trades look too bad do you??? What would your 'summation' be of the VS??? Recommended??? Pitfalls??? I started following some trades through but stopped because I'm starting to run into 'time' issues i.e. just not enough time to do everything I need to do so I'm again back to the SI System ONLY so that I can concentrate on what I'm doing. Going well as always (even on the 4 hour timeframe).
Thanks again for the post.
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