[PointHarvester]

Hi,

Does anyone know of a database of historical day types and opening types for the ES and maybe other symbols? I would like to use it to support some statistical analysis.

Similarly, has anyone tried to create a measurable definition of each of the types so that day type / open type identification can be automated?

This site starts to articulate some rules, but stops short of a set of rules that could be implemented:
http://www.mypivots.com/investopedia...file-day-types


Thanks,
pH

[alleyb]

I have the data but regret it is only available to my website members. I am always willing to learn from those with greater statistical analysis skills and especially from those whom have programming skills but am open to suggestions

[KalixMOR]

Try zenfire demo or xovian

[Jthoma]

This seems like a good site. hope it helps.

rotationdaytypes


I am also looking for the same info.

[alleyb]

jthoma. that site comes from Erik who is one of my students from some years ago

[CCP1200]

Everyone always thinks that if they can get some type of statistical edge on the number of days that we get certain day types that he will have a trading edge. it would be better to come to an understanding about the forces that cause the days to look the way that they do... namely the order flow that changes the structures. And to be more precise, to see the imbalance in the order flow because that is what caused the price movement.

[Tradewinds]

Originally Posted by Jthoma »

This seems like a good site.

My internet protection software blocked that site when I clicked on the link. I have no idea why, or whether it's justified or not. But that's what happened.

[Jthoma]

alternating-symmetry.com is site. try a search

I don't know why you were blocked.


hope it helps.

JT