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i have a little system, that on the face of it is ok.
I'm thinking it might be tradeable except for the fllowing minor
situation,it ignores GLOBEX :)
Now it holds trades for an average of 8 bars and as i am using Bridge end
of day data this means 8 days. yields good returns on 1 contract only @
388%, max a/c size req. $6600
so the signals used to generate buy/sell ignore globex.. now im happy to
ignore the globex problem and use current data as is PROVIDING..
* that the globex mini500 does'nt move beyond a 40 point overnight
range.(If it does then i need to think a little more), although if the
move is in my fav, then obviously the profit target will liquidate the
position.thats fine. i just need to know if a money management stop
currently at 2000 would get hit, as yet according to system tests ignoring
globex it does'nt...
i would of course leave place a protection stop anyway, but i need to know
if the overnight range will have an effect the results and my sleep
quality,. it exits on a profit target or when the signal flips from long to
short etc.
Now i have no idea as to the average range on globex, so im asking anyone
who knows to step forward.
If anyone can help please do.. J.S.D.
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