Quote from Lightningsmurf:
I've never traded the window's strategy, but I have tested it a few times. For people who use TS and follow Mark Conway's work, he supplies free code for Connor's strategy.
It seems to work particularily well on ETF's.
how exactly did it test out? i guess not too well if you aren't using it.
while we're on the subject, are you using any of conway's strategies? i have the book and TS but haven't really gone through it. just wondering which strategies would be the best to start with.