Place the following orders at 10:00 AM
- SL Buy at the high of the day, and SL Sell at the low of the day
- When any of the above SL is hit, cancel the other SL
- Square-off at market price at the end of the day, during the last 5 minutes.
Thursday, June 10, 2010
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Have you back tested the above strategy on nifty future? What is the winning %? What is the winning %? What is the draw down?
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