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|01-31-2010, 06:17 PM||#1|
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Optimizing Range Bar Settings?
For example, the 6B may easily chop a 6 tick range without going anywhere, and by contrast a lesser moving market like the 6S may only chop around a 4 tick range and a 6 tick movement could be a significant event signaling a trending move... (I'm using a 5 pip range bar setting for the time being).
Has anyone done any work on this or have any ideas? Obviously I can eyeball it and use simple logic but it just seems like a topic that someone might have touched on at some point (or someone like TRO had done stats on because he uses stats for everything he does).
Thanks for any input or ideas you all may have.
|02-01-2010, 03:38 PM||#2|
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Re: Optimizing Range Bar Settings?
I did some testing on 6E using my methodology and 9 ticks worked best. I have some charts on my blog. Eyeballing didn't work for me as well asbacktesting using some of my setups.
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