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Hi, doesn`t this simply mean that such a day did close in the middle of it`s range? To much math for so easy facts...But before i checked the simplicity, i did some test with an Openrange Breakout system, profiting most from trenddays, couldn`t find any useful. This condition tells nothing...

Hi AM, You are right, cause short and long behaving different, and market is not really symetrical, symetrical rules are simplified, both sides should be tested seperated... But I use it myself, I´m busy next time and somewhat exhausted from hourlong testing/hacking either, so I will look at...

@bounty from own interest i did some tests about dayofweek with the Lunchbreaker, on the left side you see the basic version, on the right side the one with the enhancements i described, also with a Lunchhourbreaker mondays are the worst, the most stable conditions are for any reasons on...

Ever thought about the positionsizing stuff, means how much risk in % from your account per trade? Uuuh not... Bad... The size is the key and makes the difference between losing with a winning system or getting millionaire soon... With the same system.... Here the basic and the...

@bounty did look on your set of rules, fixed $ stops and targets make no sense in trading, i would always prefer some ATR based stops and targets adapting to marketvola. The stop exactly at the other side of OR is fools play, everybody`s stops are there, the results are better with widther...

To repeat some words about the market, the reason why some strategies don`t work anymore is the very low Vola, the S&P trades with 0.7-0.8 % daily average tradingrange at the moment, in Mid of 2004 the averagerange was ~1.4%. In 2003 we had times with 3-4% average daily range. 2002 with 1.5-2.5%...

Well, next the afternoonbreaker... Commissions = 10 $/roundturn Openrange = 210 Min, first 3 1/2 hours Stop = 0.6 * OR Exit after 2200 (1600) results are in the pic, the shorttrades did perform ~50% better as the longs with lower drawdown as the longtrades

Hi bounty, I´m a kraut and live in Germany, Bayern... Ok, I`m a somewhat dillettant in easylanguage, and I like simple solutions, by the way, what version of TS do you use? And again i would not debate over cents or even 1-2 $ cause some rare dataholes, but that does not change the big...

Ok, If i didn`t make any mistake and the unfiltered Lunchbreaker results are as i mentioned, this is not a question about netprofit, but about if this strat. is realistic to trade at all. I did include 10,-$ Comm, but you can easily experience more, the last trade i got 2 points slippage at the...

@bounty Are you european? Cause the timestamp on your chart... What i see is that all fakes occured in the lunchhour(or?), i don`t take Breakouts in the Lunchhour, there is to low Volume to be meaningful, in more volatil times this worked better, but in the nowadays calm market...

I feel to excuse me for my omnipresence here, and i will be more in background later, but now i feel the importance to do a statement about a psychological issue i meant to read between the lines... Random reinforcement is the word...Most to everybody get trapped by this... If a strategy...

@bounty Did some tests with this lunchbreaker, of course the ATR(5) Vola filter works the same good as for the example system (and may be there is some confusing und you already use it :-) ) but the profits did happen only in some months and the rest is a mostly flat equitycurve. I found...

Hallo bounty, did you do some backtests with this strategy? Probably not... I did some studies with timerange breakouts and found no good enough results. Your Luchhour Breakout has a very low profitfactor, with the best stopsize of 0.3 * Lunchrange and 10,-$ commission/slippage you earn ~...

To the tradesituation on tuesday again, what we`ve seen was a exhausted/stretched situation on daily or 60-150min, under such conditions there ist a higher probability of exactly such kind of fake with sharp reversal, or any other erratic/reversal stuff. Fractal dimension on a medium timeframe...

If looking on some technical stuff, there is some massiv warning to go long, i track a 60min chart with a trendfollowing study of mine, but that´s of no interest here. The fractal dimension indicator seen on the chart is remarkably under the bottom yellow line, this is not seen a long time and...

...aehmmm mine, my version i really trade, didn`t trade since 09/03/2006. Somewhat boring, but i like the shape of the equitycurve, and also for today i got a "red condition" to trade... As you can see in the pic in the left side (daily chart) i get every evening a green or red sign for the...

...and a version the mentioned endofmonth Strategy with ~ 88% Winner Equity 1980-2006

First some more studies about : -Daily indicators and tradedirection -Bull versus Bearmarket with ORBO System http://trader.gmxhome.de/breakout/breakouttest.htm and a new idea to define (real) Bull and Bearmarkets. In a Bullmarket there is a positive outcome with this rule: If...

Saisonal stuff....there is a difference in moneyflow/activity in dayofweeks in bull or bearmarkets. In something like a bullmarket (or not a ugly bearmarket) you have a high probability for example for a very simple trade. If monday closed negative, buy tuesdays open and exit MOC. With some...

Hi sidinuk, I remember a study from Larry Williams about day of week ranges, historically over 20-25 years or so, most markets had the lowest range on monday, the time from ~ 2000 -2002/3 was a very unique high volatility environment, may be not seen ever in Length/strength and may be we see...