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aquarian1
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Traders Hideout
February 17th, 2018, 09:34 PM
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biggest round trip move each day, descriptive statistics.
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Posted By
aquarian1
My thought is: A set a variation min threshold...
My thought is:
A set a variation min threshold eg. 1/4 3day ATR - (not sure if you need this)
at open:
set daymax and daymin = open
set roundtripmax=0
each min test:
if high >daymax then...
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February 17th, 2018, 09:34 PM
