Bellow are the equity curves if you faded the gap waiting for a $.10 retracement on AAPL and RIMM and held out for a $.50 profit, closing at end of the day target not met.
A question , you do not use stop loss in T.S. simulation
and in realtime trading ?
Very danger !
In my opinion is possible automate TRO's buy zone but
no the results of Tro's discretionary trades.
Anyway, Ken thank for your effort.