Statistical analysis and metrics

meinl · 2018-10-09T16:16:29-04:00

Here are two that I am going to be looking into more soon: Scott Andrews' ES gap fill statistics. Idea is to finds days where you can blindly buy or sell right at the open with the target being the prior close. Raghee Horner's daily range and opening session statistics. Idea is to find the maximum likely range for the opening balance and fade attempts to break that range.

Discussion in Traders Hideout

Updated October 9, 2018

Statistical analysis and metrics

October 9th, 2018, 05:16 PM	#11 (permalink)
meinl dayton, oh Elite Member Experience: None Platform: self rolled Trading: CL Posts: 2 since Nov 2015 Thanks Given: 3 Thanks Received: 0	Here are two that I am going to be looking into more soon: Scott Andrews' ES gap fill statistics. Idea is to finds days where you can blindly buy or sell right at the open with the target being the prior close. Raghee Horner's daily range and opening session statistics. Idea is to find the maximum likely range for the opening balance and fade attempts to break that range.