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Intraday alert

April 8, 2013

We can have a good intraday trade today from today’s open to today’s close. Intraday seasonality is neutral. I coded a pattern cosidering thursday inside day plus friday’s huge gap down and something more. t-student test gives a 97,5% of confidence. So I will take a short on ES future on the open with a 0,45% of ATR5 stop loss (14% of leverage as usual). Here’s the numbers:

NT %W PF AW AL MAE + MAE –
18 27,78 0,16 0,36 -0,84 1,28 -1,87

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