Thanks for the comment. To answer your question, I did not really examine which breakout length was best. The main reason is because the right length to use would be determined later in the process, when I did walkforward testing. I’ll probably address this in a future article.

Thanks!

Thank you for publishing this research. I think the results are very helpful.

You tested your data with a very wide range of X values (breakout length) from 5 to 100. You have not reported on which were most profitable. Did your research indicate that longer or shorter breakout lengths were preferable?

Thanks for the comment, Alex. I am not certain I understand you. Can you please provide an example? Thanks!

Thanks for the comment. Overnight trading, by itself, has always been challenging, at least for me. I find the best results from trading both day and night together.

That is not a valid conclusion since you have not normalized the results. You are comparing apples and oranges here.