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Search: Posts Made By: RM99
Forum: Commodities June 21st, 2011, 08:53 AM
Replies: 9
Views: 3,804
Posted By RM99
so here's what I have... 1) Obviously the...

so here's what I have...

1) Obviously the range of possible highs/lows for advanced bars is the range-1 tick (if it were to move the entire range, it would create a new bar).

So for a 15 tick...
Forum: Commodities June 21st, 2011, 08:47 AM
Replies: 9
Views: 3,804
Posted By RM99
Thanks Mike, I was really wondering if anyone had...

Thanks Mike, I was really wondering if anyone had done this type of analysis before. Not necessarily looking for an indie.

One of the reasons i'm hesitant to put this type of stuff in the TS/EL...
Forum: Commodities June 20th, 2011, 07:14 PM
Replies: 9
Views: 3,804
Posted By RM99
At first glance I would agree. But some rough...

At first glance I would agree. But some rough observations show that up bars complete the peaks of longer price action and down bars complete the bottom troughs.

Therefore I would expect the...
Forum: Commodities June 20th, 2011, 06:16 PM
Replies: 9
Views: 3,804
Posted By RM99
Thanks FT, you're usually the smartest guy in the...

Thanks FT, you're usually the smartest guy in the room.

What I'm asking, is over the course of a long run, what is the "average" high and the "average" low that a range bound bar experiences?
...
Forum: Commodities June 20th, 2011, 09:31 AM
Replies: 9
Views: 3,804
Posted By RM99
Historical high/low data for advanced bar types

Posted here because I didn't quite know where else to post it. (BM will move it if it's out of place).

Is there any way to determine what the "average" high/low for range/tick based bars happens...
Showing results 1 to 5 of 5

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