We continue our series on pattern-based systematic trading and demonstrate an approach that makes money over a basket of markets and a range of parameter inputs. In last month's article about trading patterns, we tested the classic opening range breakout pattern on a basket of markets as both a day-trade and as a position trade by holding it until the next day's close. We employed scientific method by testing the opening range breakout first without filters and then by testing inside bars and narrow range days prior to a breakout.
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