This applies generally to all intraday automated strategies without going into specifics.
Do start trading immediately after market open or do you have blackout periods? Also, do you stop trading before the market officially closes?
I've noticed weird stuff during the 1st hour of each day and things tend to stabilize after that....
Do start trading immediately after market open or do you have blackout periods? Also, do you stop trading before the market officially closes?
I've noticed weird stuff during the 1st hour of each day and things tend to stabilize after that....