Statistical analysis and metrics

NexusFi · 2018-10-09T16:16:29-04:00

Of course, sorry for not doing that in my original post. Most of the examples im interested in can be found on metricsmaestro blog: metricsmaestro.wordpress.com I could go and figure every formula by myself but i would also like some explanations. If you dont want to click on the blog, some of the simple metrics from the top of my head are: *Number of Days with a Change of 1% or More by Month and Year *How often if double top/triple/quadruple top/bottom broken *How often previous day low/high is broken on …

Discussion in Traders Hideout

Updated October 9, 2018

Statistical analysis and metrics

October 9th, 2018, 04:16 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.