Statistics indicator

December 10th, 2013, 04:47 AM

Hi,

Can anyone point me in the direction of an indicator which will allow me to export / view the tick range for YM and ES by hour (930 AM - 4 PM EST) and number of contracts traded per hour? I was hoping to do some analysis based on days of the week for the last 12-18 months in Excel or some other program.

Thank-you.

Tom

December 10th, 2013, 04:57 AM

I've just answered my own question - Sorry should've been more thorough in my initial search of nexusfi.com (formerly BMT)...

Download: IntradaySeasonality V12

Exported using NT Version 7.0.0.25 The download file contains two indicators which can be used to explore the average range and volume of any intraday time period over a selected lookback period. The average takes into account the day of the week. …

Fat Tails

December 10th, 2013, 02:11 PM

thomasblake

Hi,

Can anyone point me in the direction of an indicator which will allow me to export / view the tick range for YM and ES by hour (930 AM - 4 PM EST) and number of contracts traded per hour? I was hoping to do some analysis based on days of the week for the last 12-18 months in Excel or some other program.

Thank-you.

Tom

Also check this thread:

Master Homework and Statistics Thread

I often think of trade ideas, but seldom have time to perform analysis on them. I have even thought of hiring an "intern" type of person that could crunch numbers all day, but I thought I would try this thread first.

If I provide the raw formatted …

I believe several studies were created and posted for this type of analysis in the thread.

Mike

Statistics indicator

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Statistics indicator