There often is a reasonable strong and consistent bias per day of week, that is separate long and short. We could check this using Genetic Builder software.
Day of week filters & Genetic Builder on the Dax
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Code for automated rollover (Part 2)
Automated Rollover: Can Futures Traders Trust Continuous Contracts?This article was written by George Pruitt and published on his blog on September 9, 2022. As we have stated in previous articles, for a quantitative trader, understanding and...
The Capital Curve
Capital curve feedback has been around for many years and seems very logical, but you can’t get industry-wide agreement on its benefit. George Pruitt.
Discover the fascinating “Finite State Machine”
Providing the code/structure to configure a Finite State Machine using the EasyLanguage Switch/Case structure.