Through making the NYSE, NASDAQ and LSE traces work, I have spotted significant differences in the way the separate exchanges seem to operate. The same trace formulae are being run against each exchange, the combinations are full and complete and so there are no other options here, but the different way each exchange reacts to these formulae is startling.
The tweets for the traces are the resultant per day triggers of formulae with the best success coefficients. It is the success coefficients that are different for each of the exchanges which needed to be updated for NYSE and NASDAQ because the LSE one, used in the first instance, produced zero results.
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