Parameters With Significant Gap Buyer Strategy
Author: kcbars
Creation Date: 2/14/2011 4:18 PM
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kcbars

#1

2/14/2011 4:18 PM

I have been trying to run this strategy, and cannot get what I think is the desired result. If I understand correctly, it is supposed to pick up on intraday gaps. However, when I set the scale to 1 min, 5 min, etc., it only seems to trigger trades at the beginning of the day. I was wondering if anyone could tell me what I am doing incorrectly? Thanks.
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Eugene

#2

2/14/2011 4:48 PM

It buys on the close of the first bar if there was gap, one time a day:
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