jmreeve,
Many thanks for providing your data on 13/5/04. It seems to me that the optimum entry times for Buy and Sell trades are between 1000-1200 and 1030-1300 hours respectively, which seems to be consistent with the results posted by rog111 on 10/5/04. On that basis, Buy trades have been...
RTN,
Are you writing about the problem referred to at http://www.trade2win.co.uk/boards/showthread.php?t=8333&page=3&pp=40 (see posts #81 to #85)? If so, I have the impression 3rddawn's spreadsheet results are in the right ball park. Or are you writing about another problem?
Nick
Rog,
Many thanks for your explanations.
http://www.trade2win.co.uk/boards/showthread.php?t=8333&page=2&pp=40 is the website (look for post # 46) containing 3rddawn's email and spreadsheet attachment. 1 minute data was used.
3rddawn's results compare well from 6 Jan to 4 Mar 2004 with JonnyT's...
Rog,
Thank you for providing back-test results. They are beyond my ability to produce.
I have two questions. First, should I calculate "No. of hours of entry" by subtracting "Start bar start time" from "End bar start time"+1? If so, my answers are different from yours. Am I in error?
Second...