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Question to all TA Pros


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#1 mcleert

mcleert

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Posted 13 February 2009 - 08:16 PM

Has anyone created a spike filter (back tested) for program trading. I would like to know if this filter took into account huge program trading spikes since 2003. Seems like if you had the manipulation (spike) filter tested you might be able to figure out when these spikes might hit. Maybe the PPT has the filter and will now provide this info---------yea, right!!!