I dont know if anyone has analysed our trading system (strategy) at different times of the day.

It seems to be recently that when there is a reasonably large gap at the day's open the trades in the ES and YM seem to stop out or dont get to our profit target ending with a black bar.

I know in some other systems Ive read that some recommend not trading the first 10 or 20 mins in the trading day particulalry the Indexes like the ES.

It would be great if we could analyse the Live Trading room trades by time of day to see if thers a correlation.

What do you guys think?

Roger-Australia