ability for intraday stat tools

Optuma Forums Optuma Feature Requests ability for intraday stat tools

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    Jeffrey A.
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    It would be great to be able to gather statistics on intraday bars. For instance, the S&P on Fridays (going back n periods): analyze the behavior/stats of the last hourly bar of the normal trading session. What is the % up or down, average gain/loss, standard devision, etc.  To be able to pinpoint intraday bars and to include/exclude particualr variables (ex: only use Octobers, or when daily S&P is above/below a certain MA, etc.).  Maybe ability to have something like this in the testers or future seasonality module would be cool..

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    Hi Jeff,

    This is a Bayesian approach to market stats and something that I have been looking into a lot. The new testers (on which work has finally started) will have this ability.

    All the best


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