@MAGNUS_FUTURES I picked a random day and loaded some historical data and didn’t market replay during the New York session. I just seem to get chopped up quite a bit more than you did and had to reset. I will try again and actually track or document exactly.
@MAGNUS_FUTURES I loaded some random days of historical data and did some market replay. I’ve flipped a coin just as you did only difference since mine was New York session. I seemed to have to reset quite a bit more than you did.
@MAGNUS_FUTURES I have tried to semi test this theory during New York and doesn’t seem to do as well. Not sure if volatility is different in New York vs London or if just random math on my quick test. I am not much of a math guy so trying to understand it. Plan to do full test again soon.
@Tanner_Castora Don’t see a line up change working. Who would we go to? Unless it lights a fire. Wouldn’t have minded a few zone D sets to throw them or slow the penetration.