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Tim,
Can you hint at the flag?
I would suspect it is volume related, since price discovery gets a
volatility boost when the number of players is thin.
Or maybe a ratio of time to ticks, where 25 ticks per hour is the threshold,
More than 25 ticks in an hour means activity is
picking up.
And... do you need a super computer to figure this out? :)
don
Subject: RE: [RT] ? Market Profile
> Robert:
>
> I'd suggest that instead of thinking of the open as a meaningless time
that
> has now been left behind, you do some statistics on specific time periods
> in markets that trade 24 hours a day--Cash FX, for example. The open
period
> is not moot--although it may not always be the most critical time
> period found in any commodities trading period.
>
> To boil it down to a few words: There are specific repeatable critical
> times that occur frequently in a given commodity. I have seen the data,
> [run on a series of machines that would make Mark whistle and drool] and I
> have seen the results.
>
> Best,
>
> Tim Morge
>
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