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Old 11-09-2006, 11:54 PM
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Re: Morning Breeze Strategy

Thank you very much Raul. Very kind of you to share it with us. I have a question for you.

Do you take the 15minute bar from 9:15 to 9:30 am? Or is this a strategy based on the opening 15minute breakout?

I ran a quick backtest (need to do more) and found this very effective (9:15 to 9:30 bar) but a very fast trade good for 10 points most of the time. At times the markets do indeed take off in the direction of the breakout but can be very hard to capture the move since I would look for a quick 10 points. Will need to run some more backtests... thanks though

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