I ran across a site that laid out a Mini-Dow Futures system where you put a buy/sell 1 point above/below the open???. The premise was that the high/low was reached in the first hour or so of trading. You always closed out your position the same day. It also mentioned a couple filters like (don't trade it on Thursday, and compare 5 prior day volumes). Does anyone have a link for that site. Thanks, Bob
http://www.online-futurestrading.com/Example_Trading_System.htm http://www.elitetrader.com/vb/showthread.php?s=&threadid=44092