Replies to post #2953 on Strategy Central

[husk]

re: Rydex 10:45 pricing.....yes, I don't believe Rydex provides such a history. I have asked, and they say no...perhaps that might change if there was enough interest. They must have an archive of that data.

Practically speaking..I thought the morning trades on the 2X funds was going to be a bonanza that I would use often. In reality, the morning madness in the first hour of trading is often more confusing as to actual market direction than simply using the eod numbers. Rydex allows trades until 3:55..and I don't notice much direction change in the last 10 minutes or so...

It seems that the CSGCOS system can be followed eod, by simply looking at the signals, at say about 3:30..then make any required trade about 3:50..and kick back with a Dr. Pepper.

[fishbait]

tclark1

Correct, the Rydex dynamic funds price two times a day, 10:30 am and 4:00 pm.

http://rydexfunds.com/website/subMenu.cfm?channel=2

[capt_jmj]

TC, I think I figured it out, at least it didn't screw anything up...

MAX(INDIRECT(ADDRESS(ROW(X78)-$S$15,COLUMN(X78),4)):X78)

Which is equivalent to MAX(X69:X78) when $S$15 is a user input variable set to 9

[capt_jmj]

TC, I did a fresh download of NDX OHLC data from Yahoo this morning, and while I did not see any obvious errors (i.e. used adjusted values and there was a one-to-one correspondence with data rows), when I linked the values on the program sheet to the new data, the system returns decreased a little, but overall NDX B&H returns stayed the same. Do you know of another source for historical data, or do you think this sounds acceptable?