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Hi,
I am trying to create a system to buy or sell the opening gap
when the gap is>than say 2.5%. I tried the gapup and gapdown
functions with a basic statement like gapup>=0.025 ( I believe % should
be in decimal form?) and get no trades at all.
I tested on 1 minute data on securities where there were
several gaps greater than 2.5%. Maybe I'm setting the % in the wrong
way, anyway I tried different ways and nothing worked.
I know it must be a simple answer but I cannot see it.
I'll appreciate any help.
Thanks
Alex
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