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TRaffertu wrote:
Hi Mitch,
>
> I don't have the code you asked for but recommend you read "Living
> the Dream" by Gary Smith. His basic breakout system is to buy a one tick
> breakout above the high set by the futures during the first 50 min. of trading
> if the breakout occur before 12 noon EST.
>
> Good luck and good trading,
> Ray Raffurty
Ray or Anyone,
Have you looked at buying one tick above the 5 min bar adjacent to that
morning high, as opposed to running into all the slippage and gnashing
of teeth accompanying buying one tick above the high?
By looking at it, I mean how many runs never end up breaking the morning
high versis a possible better fill?
Just musing,
Don
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