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Old 08-27-2007, 06:21 AM
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Re: Trading with Market Statistics IX. Scalping

Just a quick tangential question - Have you ever researched 'rolling' distributions for scalping? (I plan to try this at some stage).

By rolling I mean using a fixed N period for your indicators. So for example you could use just the last hours data. When a new 2 min bar paints you drop the oldest bar and factor in the newest.

Cheers,

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