Search found 9 matches

by abostick
Wed Sep 23, 2009 2:03 am
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

Up or down bar a coin flip? Doesn't look like it...

What is even more interesting is that fact that the data starts at 176ish and ends near 148ish, a difference of about 2800 pips down, yet many more up bars over the same period. A difference of 1.6% is about 912 bars over a sample size of 57000 bars, i.e. this pair spent about 38 days going up more ...
by abostick
Wed Sep 23, 2009 1:14 am
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

I ran it again using same closing price breaks streak and the results were identical. Guess it just didn't matter and there seems to be a slight upward bias.
by abostick
Wed Sep 23, 2009 12:57 am
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

Buzzard Trade probabilities

10 year statistical probability of closed bar streaks, up and down. Interesting that the longest up streak is 15 bars in a row while the longest down streak is only 11 bars. Of course I count two bars with the same price as an up bar for these stats so that could be the difference. http://kreslik.co...
by abostick
Sun Sep 20, 2009 11:03 pm
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

Ranges broken down in part

Pip range percentages for wick, tail, and body. The sum of the means of the 3 charts is 49.15, the same as the New York hours chart, as it should be! http://kreslik.com/forums/userpix/6858_gbpjpy60NewYorkwick_1.jpg http://kreslik.com/forums/userpix/6858_gbpjpy60NewYorkbody_1.jpg http://kreslik.com/f...
by abostick
Sun Sep 20, 2009 4:06 pm
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

Mean Range per Hour

Mean range in pips per hour eastern standard time.

by abostick
Sun Sep 20, 2009 1:54 pm
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

Market Opening Hours

As you would expect, slightly more volatile during open. http://kreslik.com/forums/userpix/6858_gbpjpy60LondonOpen_1.jpg http://kreslik.com/forums/userpix/6858_gbpjpy60NewYorkOpen_1.jpg http://kreslik.com/forums/userpix/6858_gbpjpy60TokyoOpen_1.jpg http://kreslik.com/forums/userpix/6858_gbpjpy60Sydn...
by abostick
Sun Sep 20, 2009 4:16 am
Forum: statistics
Topic: GBPJPY60 Probability Histograms
Replies: 11
Views: 9291
Gender: None specified

GBPJPY60 Probability Histograms

I created these charts using 10 years of historical price data from metatrade, Sep 1999 to mid Sep 2009. Just showing volatility during different market sessions. I mostly did this as a learning exercise but sometimes its nice to see some numbers validate what you already assume. Aaron http://kresli...
by abostick
Thu Apr 16, 2009 3:05 pm
Forum: TheRumpledOne
Topic: Never Lose Again
Replies: 8578
Views: 4284553
Gender: None specified

EUR/USD zero line

http://kreslik.com/forums/userpix/6858_Capture416200995136_AM_1.png My only trade from this morning but happy how it turned out. Red bar eclipses green bar after uptrend. Enter half position from 5m chart based on 5M zl at very top. Enter another half as next red bar tests prior red bar. Exit half ...
by abostick
Wed Apr 15, 2009 3:20 pm
Forum: TheRumpledOne
Topic: Never Lose Again
Replies: 8578
Views: 4284553
Gender: None specified

USD/JPY zeroline

http://kreslik.com/forums/userpix/6858_Capture4152009100723_AM_1.jpg Hi first post, but thought I would share what I thought was a classic zero line trade. I entered too early, on the down arrow. Ideally 2 ticks later was best entry on what became the wick. Got out on the up arrow at the zero line ...

Go to advanced search