High Low Stats by 30 Minute Periods

[dbntina]

Frank,

I had it in there initially but deleted it out because it didn't make sense. You would actually probably want to cumulate from the last period forward. It might be confusing to some so I basically left it out.

Take it easy,

dbntina

[Frank]

1 other stat I keep is the final 'high to low' range for the day --- but kept as a ratio vs the range of the first 60-mins. ie, how often is the final range more than 2.0x the range of the initital 60-mins. this 2.0x guideline can sometimes help give a bit of a guideline to help 'see' the structure of the day.

dbntina, can you run those stats if you get a chance?

total range / initial balance range...

[dbntina]

Frank,

Yes I think that will be easy and quick. I will try to do that tonite.

You are asking basically what % of the time for each day of the week and all days that the high to low range is >= to twice the IB?

That should be pretty simple if that is what you are asking.

dbntina

[Frank]

yes.

if its easy, check out what is the actual ratio per day of the week too... ie, 1.89 for Wednesdays vs 1.67 for mondays?

thanks dbntina, I am hack programmer -- I can make indicators that do these things and then count them but I don't know how to do statistical research studies like this.

frank

[dbntina]

Frank,

Here it is updated. Check the third tab for what you wanted.

dbntina

[Frank]

hi dbntina,

I have been referencing these stats a lot and they are great.

I was wondering if you would be willing to run the same code on an ETF to see if its statistical characteristics are consistent with S&P's.

The security is 'EFA' -- which is an extremely popular ETF that tracks all the major international markets. Its very liquid and is interesting because its a foreign ETF and was curious how often foreign indices continue to trend on intraday basis relative to the S&P's.

mostly interested in when the FINAL high or low is made (whichever comes LAST)...

thanks for any help,

frank

[dbntina]

Frank,

I am glad that is helpful. Unfortunately, I had access to TS because my company had a subcribption. They closed the account and I no longer have access to TS to be able to run any code or anything. Sorry about that. Good trading to everyone,

dbntina