- This topic has 1 reply, 2 voices, and was last updated 10 months ago by
.
Viewing 2 posts - 1 through 2 (of 2 total)
-
Posts
-
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..
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
Mathew
1 user thanked author for this post.
Viewing 2 posts - 1 through 2 (of 2 total)
- You must be logged in to reply to this topic.