Intraday alert
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 |