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Historical MP Day Types and Open Types?
in Market Profile
Posted
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/details/116/market-profile-day-types
Thanks,
pH