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Day session statistic
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Day session statistic

  #1 (permalink)
Trading Experience: Intermediate
Platform: Investor RT, Overcharts
Broker/Data: NT Brokerege/Rithmic
Favorite Futures: NQ,YM,CL
jonnytrade's Avatar
Posts: 315 since Apr 2016
Thanks: 39 given, 213 received

Day session statistic

Thank you Chad what you are answer to my previous question! It realy help to understand same moment during trading.
And now i have same additional qestion about session statistic. On your forum and in library iam understand what i can do my task and IRT powerful! But i don`t now how i can do it.

1. I want understand how offen $NQ_F cross VWAP during 1 hour afer market open;
1. I need day session statistic for last 1-2 year (or less) for NQ;
2. I have same rule for it :
- Price $NQ_F when US stock market open;
- VWAP price;
3. Four sceanrio:
1. If price higher then VWAP, but different less then 20$
2. If price higher then VWAP, but different more then 20$
And same two sceanrio for lower price then VWAP

And iam prepare same picture for example:
Please register on to view futures trading content such as post attachment(s), image(s), and screenshot(s).

How i can collect this day session statistic?

In aditional I don`t now it possible or not have additional parametr - Volatility;

Best regards and wait same answer

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