|
PureBytes Links
Trading Reference Links
|
just want to pipe up on the wish list one more time. It would be neat to be
able to easily run a study that told you what time of day ( intraday data )
for a specific issue or futures generates the best trades by specifying the
risk reward ratio you are looking for or using percentages of the average
daily range as MAE and MPE inputs. example if I am willing to risk 30 percent
of the average 10 day range to capture 60 percent what is the distribution of
best times of day . Obviously you will need to have a way of specifying with
the trend or countertrend and have a criteria for such . Too much to hope for
??
Dale
|