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Old 01-15-2010, 11:10 PM   #1

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Wink Modified Regular Trading Hours

I have been thinking about doing studies based on a different set of trading hours for ES rather than 8:30 to 15:15 (RTH) and 15:30 to 8:30 Globex. I have noticed that on some days (especially straight up or straight down) that the move will often start before RTH. For example, 7:15am. If a trading day was built with different hours e.g. 7am to 15:15 modified regular trading hours (MRTH), then OHLC are different.

This will give different indicator values
(e.g. CCI, SAR, BOL Bands, ATR, etc. etc.)
also gaps will be different - and gap closings
and candlesticks will look different.

Before lauching off on this I thought I would ask people thoughts on it.

1. Perhaps someone else has already tried this and could share their thoughts.
2. Perhaps a better start time than 7am?
3. Other thoughts?[8D]


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Old 01-16-2010, 01:35 AM   #2

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Re: Modified Regular Trading Hours

my es charts start at 7:30 ET

it gives me a synchronized bol band by 9:30 am
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Old 08-19-2011, 03:15 PM   #3

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Re: Modified Regular Trading Hours

When big reports are released at 0730 CST, one will miss big chunks of moves inspired by the report data if one only trades the 0830 opening...

0600 CST is a pretty good time to start monitoring for breakouts using a 24 hour chart in my experience...


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