Forum: Emini and Emicro Index
January 19th, 2011, 09:11 AM
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Replies: 18
Views: 12,192
Most of the concepts such as the average daily...
Most of the concepts such as the average daily range or floor pivots are indeed based on historical volatility, which is a limited concept. This was particularly obvious during the first days of...
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Forum: Emini and Emicro Index
December 17th, 2010, 03:11 PM
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Replies: 18
Views: 12,192
I do not think that there is a direct...
I do not think that there is a direct relationship between the prior day and today. Sometimes after a narrow range day, you will get another narrow range day, sometimes you will get range expansion....
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Forum: Emini and Emicro Index
December 17th, 2010, 02:29 AM
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Replies: 18
Views: 12,192
Thanks for this excellent contribution!
...
Thanks for this excellent contribution!
@trendisyourfriend (https://nexusfi.com/member.php?u=1602) won't like it, but mean reversion strategies have come to dominate the market. This is simple to...
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Forum: Emini and Emicro Index
December 16th, 2010, 05:22 PM
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Replies: 18
Views: 12,192
This is not a system, just an indicator that...
This is not a system, just an indicator that calculates the average ranges of the last m and n days and uses them to display target bands. Sometimes these bands are reached, sometimes not. Volatility...
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Forum: Emini and Emicro Index
December 15th, 2010, 05:57 PM
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Replies: 18
Views: 12,192
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