Simple's Green Room

[Qui-Gon Kagi]

Seems to me that to backtest anything chartwise is to go back to a day or multiple days of highest volotility like May 6, of 2010 where AJ for instance dropped 860 pips that day from open. Just to see how the technical setup of interest would pan out on those dramatic price action days and then go to low volotility days to see if there was any real difference in how an indicator setup would play out between the volotile and non-volotile days. I'm assuming that low volotility days allow the tech setup to play by the rules but the high volotily days change the rules. Don't know but I'll be looking back to that day specifically myself later today. Ok, got to get busy here removing a couple overgrown pine trees from the neighbors lawn so I can kill the trees roots in my own lawn, but I'll be back on later at some point today. Have a good day all...