Archive for the 'Systems Trading Blog' Category

Intra-bar Fluctuations

Wednesday, January 9th, 2008

An area so often ignored in intra-day strategy development is the movement of the market intra-bar.  By intra-bar movement, I’m referring to the exact path that the rate takes from the open to the close.  Was the high hit first, or was the low hit first?  There is a subtle difference there that can make [...]