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, .......
never design a trading system without proper prior analysis. post your market statistics here
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- Mondays trades performance
- Monday trades performance.jpg (131.93 KiB) Viewed 1883 times
- Monday 10am trade equity
- Monday 10am 1hr trade.jpg (71.17 KiB) Viewed 1883 times
- Mondays hourly bullish 52 weeks of data
- percent closing higher than previous hour only MONDAYS last 52 wks.jpg (69.91 KiB) Viewed 1883 times
- all days (12,000 hourly bars)
- percent closing higher than previous hour.jpg (72.9 KiB) Viewed 1883 times