DislikedThanks Neio, yes it seems rather straightforward to come up with a strategy with an edge based on the principles in the thread. However, I'm still searching for something more exact. When computing the probabilities using the premise laid out by EURUSDD and coded into the indi by K, the misleading part seems to come from the bars where the movement was too small to be tradeable, i.e. <= Spread + a tiny profit, say 1 pt. Essentially all of these bars are recurrent, and become a large part of the data set. So, your 97% isn't 97% at all. What if bars...Ignored
An expert is a man who has made all the mistakes which can be made