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Price movement during a specific time period
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Price movement during a specific time period

  #1 (permalink)
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Price movement during a specific time period

I am trading forex and would like to learn if there is a way to figure out on average how much price moves in from 1700-2100 over the last year on multiple currency pairs.

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  #2 (permalink)
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The Money Clock

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  #3 (permalink)
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Interesting Tool


This is interesting, it appears to me though that it does not provide the price range during specific time periods. Thanks for the suggestion.

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  #4 (permalink)
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Answer
This post has been selected as an answer to the original posters question Answer

If you have programming skills you could write an indicator to dump high & low prices ranges to a file for the period 1700-2100 each day and then post-process the file in a spreadsheet program (e.g., construct a frequency histogram).

I've been meaning to do something similar but haven't had time so far.


Last edited by bnichols; November 22nd, 2012 at 06:20 PM.
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  #5 (permalink)
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Yes, this would be what I am looking for. Thanks. Unfortunately I lack the programming skills to create this indicator,do you or anyone else know if there is one available somewhere?

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Quickest route might be to post in one of the "Want your indicator created...?" threads.

For NT: https://futures.io/elite-circle/1261-want-your-ninjatrader-indicator-created-free.html

For TS: https://futures.io/elite-circle/11130-want-your-easylanguage-indicator-created-free.html

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If it helps the visualization process here is a quick and dirty MultiCharts PowerLanguage script (code may be identical to EasyLanguage but have no way of verifying) used to create the plot of price range between 1700 and 2100 for roughly the last month of EUR/USD data (used Open Office Calc to produce the histogram).

Code (attached as a text file)

 
Code
inputs:  startTime(1700),endTime(2100),outputFileName("c:\myPriceRange.csv");


variables:
	lastDay(D),
	minPrice(0),
	maxPrice(0),
	diff(0),
	started(false),
	doWrite(false)
	;
	
		if T >= startTime and T <= endTime then begin
			if not started then begin
				started=true;
				lastDay = D;
				minPrice = Low;
				maxPrice = High;
			end
			else begin
				if Low < minPrice then
					minPrice = Low;
				if High > maxPrice then
					maxPrice = High;
			end;
			doWrite = true;
		end		
		else begin
			if doWrite then begin
				doWrite = false;
				started = false;
				diff = maxPrice-minPrice;
				Print(File(outputFileName),D,",",minPrice:4:6,",",maxPrice:4:6,",",diff:4:6);
			end;
		end;
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Posted request

I posted in one of the "Want your indicator created...?" thread for NT here:

https://futures.io/elite-circle/1261-want-your-ninjatrader-indicator-created-free-703.html#post281384

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Answer
This post has been selected as an answer to the original posters question Answer

Forex Volatility

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thewardiknowof View Post
I posted in one of the "Want your indicator created...?" thread for NT here:

https://futures.io/elite-circle/1261-want-your-ninjatrader-indicator-created-free-703.html#post281384


Roger & good luck--it's fairly trivial so you should get a nibble from someone once the Thanksgiving turkey wears off. If I get a chance this weekend I may dust off NT and rewrite the same basic indicator in C# but up to my eyeballs in alligators these days so no promises

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