E-mini S&P Intraday (Daytrade) System

["wdbaker8" <wdbaker8@xxxx>]

All,
Here is my first attempt at a simple system to work for the E-mini 
S&P futures intraday. I only had 1 1/2 years of 5min data to test on 
and the returns and equity look nice, hoping some of you could point 
out any problems with a system of this nature or ways to improve. 

Thanks
wdbaker8

//*Roc'n the E-mini*//
Filter=TimeNum()>=080000 AND TimeNum()<=150000; 
PositionSize=2500;

ROC1=.55;
ROC2=.4;
ROC3=5;
ROC4=5;
x=ROC(Close,ROC3)>ROC1;
y=ROC(Close,ROC4)<-ROC2;

test1= Filter AND x ;
test2= Filter AND y;
//*Buy___________________________________*//

Buy=test1 ;
Sell=TimeNum()>150000;

//*Sell___________________________________*//

Short=test2 ;
Cover=TimeNum()>150000;