Using the Directional Day Filter for High Percentage Trading
Test Period Sept 2001 through June 4,
2004
60 Minute Time Frame
65
3.50
66
3.25
67
3.00
68
2.75
69
2.50
72
2.25
74
1.75
74
2.00
75
1.50
78
1.25
83
1.00
86
0.75
89
0.50
91
0.25
%Prft
Points