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Does anyone have the time and motivation to backtest these rules or
some variation thereof and share the ELA if decent performance?
Rule# 1. If there is an increase in cash as represented by an
increase + or a decreased negative between the price at 10 AM and
10:15 AM EST then Buy.
Rule# 2. That would be the reciprocal of number 1, then sell.In
clearer languge if there is a decrease in cash as represented by a
decrease in + cash or an increase negative,then Sell
Stop loss .0038 of whatever the S&P cash is
Profit floor .0038 of whatever the S&P cash is
50% traiing stop if profit floor reached
exit at 11:5 A.M.
Any changes or suggestions welcome. Forgive me for my number
orientation. Those ofm you who have chart capability may be able to
see this more clearly as to feasability.
Sincerely,
John
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