and the last one, FGBL 2011/10/05, again reversal 1 or 2 ticks above A up
follow up, FGBL 2011/10/07, reverted 1 tick above A up
follow up, FGBL 2011/10/13, reverted exactly at the A dn
follow up, FGBL 2011/10/17, reverted exactly and then near the A dn
I'm following the German Bund Future (FGBL) for some time now, looking at intraday ACD values. What I noticed is that using my parameters (opening...
A related question to all: When you calc monthly / quarterly values for A up / dn, do you use backadjusted contracts for the ATR calculation in...
Maverick, Quon thanks for your replies, so I can imagine you apply the number line concept only to a limited number of markets (hard to follow and...
For all of you that look at the number line values: Do you have some kind of spreadsheet were you manually put in all values for each day and...
here's a link to the book (I'll remove the file by next week, so pls. download soon)...
Register (it's free) and login at: https://www.sp-indexdata.com/idp/LoginAction.do Then go to the tab "US", at the bottom you can download...
I just recently posted this in another thread, here's a chart for the S&P500 future:...
thanks for the explanation and the chart kinggyppo, and regardless of the exact numbers it was a nice trade!
I received a pm asking whether I did the study for monthly highs/lows I posted here also for weekly data. Thought I post the results here in...
okay thanks for the info
General question: At the beginning of a week/month/quarter when you don't yet have values for A up / A dn, do you wait until you have these values...
Hi kinggyppo, I'm not sure how you come up with your pivot range. As you use (high-low)/2 instead of (high+low)/2 I assume you use a different...
I don't know how good your programming skills are, but when looking at EOD data you maybe could even write something on your own. For daily data...
acdtrader, I calculated the stats for the ES (S&P500 future), the results of the distribution are actually not much more than you did, just for...
Thanks, which time for the OR did you use in your study? 15min? I think your analysis goes into the same direction as what I posted on...
here's the rest of the separate high/low values for the futures (if a symbol is unclear just let me know, URO is EUR/USD future, but most are...
Separate names with a comma.