Disliked{quote} Did you ever tested this on US and Asian sessions ? If this works consistently we can think of a special color for the pairname in the baskets to indicate that they are there longer than x periods.Ignored
Asian I might try next week. I just find Asia sometimes very slow and lacking some action, I am definitely a London trader...
The beauty of basket trading is that you really catch the pairs that move . Like GBP today!