Correct. As per my understanding of the paper, it is impossible to have trades at 9:30, because there's no noisy area yet.
Ah I see. Previously my thought was there could be noisy area formed at 09:30 bar’s close and then we could enter a trade there if the signal is valid.
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Correct. As per my understanding of the paper, it is impossible to have trades at 9:30, because there's no noisy area yet.
Ah I see. Previously my thought was there could be noisy area formed at 09:30 bar’s close and then we could enter a trade there if the signal is valid.