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How many trades were in each of your tests?
On Sunday, April 28, 2002, at 12:04 PM, Shraga(Feivi-Philip) wrote:
> Hi everyone,
>
> I was testing some S&P-mini daytrading systems, "tweaking" here and
> there, when an idea popped into my head. I added a line to the code
> which would only let the system trade for two hours a day, and tested
> different 2-hour periods. What I got is really interesting. For one
> year, the last two hours of the session gave 90 procent of the profits.
> Then I checked the year before, and those two hours didn`t give good
> results. However, the FIRST two hours, improved the results for that
> year by over 20%. Now, what this tells me is that certain time periods
> (year?) have very specific trending "hours". If so, I wonder about the
> possibility of simply studying several months, and trying to identify
> the recent "hours" which seem to trend more, and only trade during
> those hours. Problem is, you can`t really test and verify such an
> approach. Has anyone else noticed such a tendency for the S&P market to
> trend more during certain hours for an extended period?
>
> Philip
>
>
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