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Strategies & Market Trends : The Final Frontier - Online Remote Trading -- Ignore unavailable to you. Want to Upgrade?


To: Eric P who wrote (3170)2/24/1998 9:28:00 PM
From: Leland Charon  Respond to of 12617
 
Eric,

Very interesting stuff. I daytrade stocks for a living so I watch the time of day very carefully. Often my most profitable trades are from 10:00 to 11:30. Lunch time is down right boring. I will however hold onto a trade through lunch if all systems say go. I find the afternoons to be very boring for trading.

Just my two cents,

Leland



To: Eric P who wrote (3170)2/24/1998 11:28:00 PM
From: Morpher  Read Replies (1) | Respond to 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.