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"And to play devil's advocate I would
argue that substantially more volume occurs on the
daily open than the close."
Of course it does.
And which bar is that? It's the bar labeled June 15th, not June 14th...that
was yesterday. Or the bar labeled 9:31, not 9:30. The trading day labeled
June 15th on your charts should be the one that just concluded (Friday
afternoon).
And the bar labeled 9:31 is the one that concluded at 09:30:59.999999999....
Unfortunately for your system, Mellowing MarkŪ is right. Nothing in trading
can be that sensitive and hold its own.
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