Oddball System 20th year anniversary - 5000 trades

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Mark Brown
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Oddball System 20th year anniversary - 5000 trades

Postby Mark Brown » 08 Dec 2020

20 years ago I published the 1st Oddball trading system in a magazine called Active Trader. Prior to being published a variation of it was used at Regal Asset Management in Dallas for over a decade running on a Ned Davis trading platform called Technalyzer.

In base system form, it's a foundation to build upon and there have been many other more successful variations published by various trading system developers. For a base model it has held up well.


The idea behind Oddball is that it does not use the data it trades in the calculation of the buy - sell signal.

It uses only the NYSE Advancing Issues to determine the buy - sell signals. Simply elegant and an always in model, it trades only natural hour from 9-3 day session only yet holding overnight and weekends, undaunted it has remained profitable with no re-optimization of the original inputs published 20 years ago.

Oddball System article December 2000 .pdf download.

TS and MC code below. For hourly Natural Hour day session only data.

// Data 1 = ES futures, Data 2 = Advancing issues

Input: Price(C of data2),Length(7),Buyzon(1),Selzon(3);

If RateOfChange(Price, Length)> Buyzon then Buy This Bar;

If RateOfChange(Price, Length)< Selzon then Sell Short This Bar;

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Re: Oddball System 20th year anniversary - 5000 trades

Postby LRP » 21 Jun 2023

Thanks a lot for sharing Mark. Great to see how your Oddball System still is alive and works.

May I ask you or the others out there, how to get the "NYSE Advancing Issues" Data or as well its available replacements at:
- Interactive Brokers
- TS

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