Improving The Simple Gap Strategy Part 5

About the Author Jeff Swanson

Jeff is the founder of System Trader Success - a website and mission to empowering the retail trader with the proper knowledge and tools to become a profitable trader the world of quantitative/automated trading.

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  • Ryan says:

    Try testing (i) yesterday’s Gap did not fill (measured by high / low did not cross the previous days close (ii) yesterday had volatility expansion (measured with ATR). These two patterns on their own and in combination may tempt you to revisit the idea of Gap trading.

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