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that would depend on whether you get filled at the correct time and if
the spread is in your favour, and the commission slippage you pay (can
be +/- 3 pips or whatever)
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm
On 2/5/06, kevinoversby <kevinoversby@xxxxxxxxx> wrote:
> I found that typically in a given period, over 80% of daily bars open
> lower than previous close by an average of 7 pips. When testing high
> frequency daily systems, being in sync with this "edge" can turn a
> good system into a great one, and conversely a disaster if out of sync.
>
> The question is: is this a real effect that can be exploited? What
> times are the open and close of the daily bars recorded? Are they
> using bids or asks?
>
> If it is a real condition let's exploit it!
>
> Thanks
>
> Kevin
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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>
> Yahoo! Groups Links
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>
>
>
>
>
>
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