30 Bond stats
Posted: 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, .......
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, .......