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07-21-2009, 10:47 PM
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 |  Gaps - to Fade or Not to Fade (Gap As % from the X Days Average Range) I would like to create a log file that will tell me the average daily range (daily high-daily low) of the stock/futures for the last x days. Than i would like to check the opening gap as a % from the X days daily range. Than to check how many gaps closed in the same day when the gap was 10%, 20%, 30%..... from the average daily range for the last x days. Any suggestions for how to do it will be welcomed... thanks | ||
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