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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