Haystack - this is the second time this weekend I have found a thread related to this concept on a BB. I use the same starting point, OHLC data to attempt to figure out range trades for the day on FTSE 100 list.
Mondays 'robot' list
Only been investigating this idea for a few weeks. Complete results are here.
Week 1 :
http://www.tradersoftware.biz/testdata/22092003.html
http://www.tradersoftware.biz/testdata/23092003.html
http://www.tradersoftware.biz/testdata/24092003.html
http://www.tradersoftware.biz/testdata/25092003.html
http://www.tradersoftware.biz/testdata/26092003.html
Week 2 :
http://www.tradersoftware.biz/testdata/29092003.html
http://www.tradersoftware.biz/testdata/30092003.html
http://www.tradersoftware.biz/testdata/01102003.html
http://www.tradersoftware.biz/testdata/02102003.html
http://www.tradersoftware.biz/testdata/03102003.html
Kevin.