Thanks for the feedback.
Rog - those results are interesting as if you stayed out on non-farm days you would have ended up about square (+13) so maybe it does just cancel out over time. think it would be interesting to see on non farm days if there is a reversal or continuation of morning price action. That will provide the answer for any breakout system regardless of timeframe. Something like (Close- 13:29hrs price) + (13:29hrs price - Open) .
Jim - do you just enter each date seperately into EL code in TS or is there a way to reference some sort of calendar?