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A system which may have some potential it is written up in TASC May 2001
("Trade the Opening's Reaction"). It trades the counter move to the initial
move from the open using 1m stochastics, a Bressert-like technique for
entry, places a stop at the recent swing high, moves to breakeven after 5m,
and holds 15m-20m only, exiting before the initial trend at the open
resumes. If an individual is interested in programming this, or has done
so, I would be glad to trade a 36 mo 1m ascii data file of the spoos for the
code. Then we may be able to see if the idea has any validity.
Don
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