I like it~ I assume you are using 15 minute bars. It goes aganist the BigBen strategy but after plotting it-I think it looks promising. Thanks for sharing
DislikedJust wanted to contribute here. I too trade the London open using a box strategy. I set sell or buy orders at the high/low 20 bars back starting at 1:45 am EST. It seems to work fairly well, although you have to watch for failed breakouts, but even failed breakouts present you with opportunities. In fact it seems signals generated from failed breakouts are more reliable than the breakout signals themselves.Ignored
T