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I'm doing a little survey with the data Mr. B so generously provided.
I'm starting out with a years worth of data and am interested in
finding out the following, in relation to the bonds.
What % of the days have follow through on the next open??
What % of those days are slam dunks i.e. there is a sharp reversal
at the end of the session that goes against the daily trend.There is then
another reversal at the following open which returns price to yesterdays
trend direction,many times with a vengence.(gotta love the floor boys, the
little dickens.)
What % of these continuations and slam dunks are the prelude to todays
trend?? (Prime reversal) made up term on my part.
What % of gaps are filled the same day??
Are there actually 3-4 day Hi/lo/range patterns as sugessted by Taylor,
Rascke and Angell??
That will do for now,but if any body else has done similar surveys and is
willing to share
the results in relation to the bonds,I'd be interested to hear what they
found.
I'd also like to know if Sc4.0 can be used to do these kind of surveys as
scrolling
through the data day by day and notating it in a notebook is a bit tedious
and I
would like to do more than a years worth of data.
Lastly,where can I get some five min historic data to fill the gap of Mr.B's
data
from 1/04/98 to present,for the bonds of course.
Thank you,
and let the games begin!!
J Timberlake
Reply privately if you wish.
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