NTW31, Thanks.
Have you ever tested the strategy for high frequency trading, eg. 5 min bar? I would like to try Your strategy for 1-min or 5-min index futures.
NTW31, thanks for the great thread.
I have some questions here:
1. Entrance and exit of a trade should always in the same bar, right?
2. if yes, will you open a trade if the condition for entrance satisfied in the late phase of the bar formation?
thanks