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I've a trade data for set of portfolios to analyse. I'm looking for simplest (most efficient but deterministic way) to calculate and find best scalps during a trade day. Criteria are pretty ... heuristic. I'm assuming a 'good' scalp would be a profitable position close within short periods of time. It starts to be a more complex problem when I start adding conditions, so would like to keep parameters to minimum. I already calculate running benchmarks, price deltas, ema's, position p&l etc..
What would be the best method to start with ?

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Find all local extremums (peaks and valleys) using for example findpeaks from matlabcentral. then use them as entry/exit points. some constrains can be applied too.

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