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I posted my code for the Lindahl rule in misc.invest.futures, and one
person took it and found that the 5-minute NASDAQ appears to have a "sweet
spot" which makes the rule profitable (it sucks on any other timeframe).
Or it could just be a fluke over the past month. Anyway, for your
amusement, the thread is here:
http://groups.google.com/groups?threadm=3e114003%241_1%40mk-nntp-1.news.uk.worldonline.com
-Alex
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