Adventures in Automation

Long 1 ES contracts at 2931.25 for 1 hour bar strategy

Limit order at 2963.00
Stop order at 2909.50
Exit after 8 bars

Long 3 ES contracts at 2931.25 for 30 min strategy

Limit order at 2943.50
Stop order at 2917.75
Exit after 60 bars
 
Last edited:
fan27,

I was wondering if in your testing you factor in profitability during RTH and ETH. Were the closing of your trades evenly dispersed across both time frames and was there any disparity of the win/loss ratio in those two time frames?
 
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