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
GBPJPY60 Probability Histograms
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Market Opening Hours
As you would expect, slightly more volatile during open.
- TheRumpledOne
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Mean Range per Hour
Mean range in pips per hour eastern standard time.
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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!
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noone22 wrote:Yeh, currency pair shown seems to be rather exotic.
USDJPY or at least EURUSD data would be of
more interest, I suppose.
Just thinking, how this info could help in my trading
and what trading system could be built upon.
Every drop counts.
Thanx for sharing.
System based on daily range? Try betonmarkets, their bets one touch are very very interesting.
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.
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.
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