[darthtrader]

good stuff.
i guess in some sense though i'm less interested in finding a mechanical system and more so interesting in mining for information around a discretionary setup.
Thats where i thought the candle pattern stuff might be interesting, a full setup you would normally trade discretionary(without looking at candles) but then maybe mine to see if if there are any candle patterns that occured better than chance. Not that i would then make that mechanical but just something to look for. Or if volatility is X, mine to see what the average move was or the average loss was from the setup, more things like that.

did you guys use any kind of volatility measure in your systems? I've been trying to think what the best measure of volatility would be, implied volatility on the index options?