Published on March 11, 2014
Opening Range Breakout – Weekly Bars: Sensitivity Test Oxford Capital Strategies Ltd: http://www.oxfordstrat.com Trading Strategy: http://www.oxfordstrat.com/trading-strategies/opening-range-breakout-weekly Commission & Slippage: $0 Figure 1.1 Profit Factor.
Figure 1.2 Sharpe Ratio.
Figure 1.3 Ulcer Performance Index.
Figure 1.4 Compound Annual Growth Rate.
Figure 1.5 Maximum Drawdown.
Figure 1.6 Percent Profitable Trades.
Figure 1.7 Average Win/Average Loss Ratio.
Figure 1.8 Equity ($): Sensitivity Test.
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... 50 ticks above or below the weekly opening ... (Opening Range Breakout). The only difference I can see is an application of the weekly bars.
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