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Strategies & Market Trends : The Final Frontier - Online Remote Trading
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To: Eric P who wrote (3170)2/24/1998 11:28:00 PM
From: Morpher  Read Replies (1) of 12617
 
Eric,
Where did you get the 3 weeks of L2 data? Did you record it yourself? What quote system did you use? Thanks.

As to your time of the day theory I too would be very careful with making any predictions after backtesting just 3-4 weeks of data. After you test that theory on a new time period and the same result reappears, you might be on to something.
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