指定
Here are my confirmations for Milestone 1: Trading hours: RTH only (9:30–16:00 ET). Data period: Please test the maximum available history. A longer sample (ideally 10 years) is preferred, as it strengthens the diagnostic and regime analysis. This is for robustness of the assessment, not for optimization. Positioning: One trade at a time (no stacking). Directions: Long and short, strictly as defined by the rules. News: The strategy is intended to avoid news-driven volatility. For Milestone 1, the scope is strictly diagnostic: identification of performance characteristics, regime dependency, and failure modes. Any potential corrections or rule changes can be addressed later under Milestone 2, if the data supports proceeding. Everything is clear on my side. Please let me know if you need anything further before starting.
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