30 Bond stats

never design a trading system without proper prior analysis. post your market statistics here

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DroidWMU
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30 Bond stats

Postby DroidWMU » Wed Sep 16, 2015 3:41 am

The one attachment is the 60 min interday, % bars where close > open.

The the other attachment is the same code, but the data set is just Mondays, for the past 52 weeks.

Exploting the situation, we have the resulting equity plot for a simple code which shorts at 10am and covers at 11am, MONDAY only!

Next step would be to fine tune the entry for a specific signal like , MA x-ing, decreasing Momentum, .......
Attachments
Monday trades performance.jpg
Mondays trades performance
Monday trades performance.jpg (131.93 KiB) Viewed 1128 times
Monday 10am 1hr trade.jpg
Monday 10am trade equity
Monday 10am 1hr trade.jpg (71.17 KiB) Viewed 1128 times
percent closing higher than previous hour only MONDAYS last 52 wks.jpg
Mondays hourly bullish 52 weeks of data
percent closing higher than previous hour only MONDAYS last 52 wks.jpg (69.91 KiB) Viewed 1128 times
percent closing higher than previous hour.jpg
all days (12,000 hourly bars)
percent closing higher than previous hour.jpg (72.9 KiB) Viewed 1128 times

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