Reversion to the mean only trading...

Discussion in 'Index Futures' started by MarkBrown, Nov 16, 2020.

  1. MarkBrown

    MarkBrown


    so i guess what i'm saying is that i trust the kase bars to be accurate and repeatable when the other types have all failed me.


    From the Kase web site

    Fixed Range

    Selecting fixed range bars is, just as the name implies, as setting where the user may choose a fixed
    price range, such as $0.50 per bar. With this selection, the True Range of each bar will be
    approximately the same, in this case, about $0.50. For this case all bars will be approximately the
    same size historical.

    read about the gaps in the below image - testing on regular range bars will give false results, because all others fill the gaps with artificial bars which you can not trade.

    [​IMG]
     
    Last edited: Dec 30, 2022
    #151     Dec 30, 2022