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I am developing a system that as one of it's parameters, signals
a "buy" when and indicator turns negative. To improve entry price, I
am trying to "enter" on Market Open,than on Market close. However,
whipsaws in the indicator can occur during the day, before it turns
negative for a few days.
So I am looking for ideas, on how to reduce intraday whipsaws on an
indicator, even though the indicator will do well, after the first
day's close on entry.
Thanks much,
larryTAKEOUT@xxxxxxxxxx
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