well, I tried to figure out a way to backtest this but it seems to be overloading the system so it's not happening at this point, I can tell you that it is based on many things and focuses on the open and close , but I am trying to get an idea of the flow of program trades and to try and get a bit of understanding there to help me with my own trading and market assessment, I really don't understand it all so great so until I do, there isn't really much to go on ...
And it's the same with my original idea , I haven't even barely started on yet ... just curious what other's thoughts were, Thanks for the feedback