EURUSD Statistical Data Mining Discussion
Posted: Thu Mar 28, 2019 7:00 pm
This is a TRO inspired, personal exercise.
Moderators - if this is somehow stepping on someones toes, let me know and I will drop it.
This is an invitation to receive a copy of a Excel SS with 61,000+ bars of H1 data. That is about 10 years worth of data. 2009.01.02 to 2019.03.27. Source Metaquotes, with the more recent data sourced by OANDA.
I cannot upload .xlsm or .xlsx files, plus currently it is 10.2Mb, so you will have to request it via PM.
I will have to share it via Dropbox in the future. So you will need Dropbox.
My intent is to data mine the *fertilizer* out of the data and draw a few tasty trading ideas out of it.
I will update the "Golden Copy" of the spreadsheet (SS) as time permits and as group input is received and performed.
If your idea is "Top Secret" I will be glad to keep it confidential, but personally I would love to hear it, and crunch it.
The first interesting thing I learned was that 79.7% of the time a one hour bar will have a high of 1.27 pips, on average, and 2.55 pips 69% of the time.
This bin out of 61688 bars shows that 1 pip is hit the most frequently, but 3 pips is usually achievable. The rub is that ~ 2 pips gets gobbled up in spread.
Useful Link to generate Histograms: https://youtu.be/Giewd9yH4q0
Your questions, comments, and input is requested. Please post public data mining ideas here in this thread.
Moderators - if this is somehow stepping on someones toes, let me know and I will drop it.
This is an invitation to receive a copy of a Excel SS with 61,000+ bars of H1 data. That is about 10 years worth of data. 2009.01.02 to 2019.03.27. Source Metaquotes, with the more recent data sourced by OANDA.
I cannot upload .xlsm or .xlsx files, plus currently it is 10.2Mb, so you will have to request it via PM.
I will have to share it via Dropbox in the future. So you will need Dropbox.
My intent is to data mine the *fertilizer* out of the data and draw a few tasty trading ideas out of it.
I will update the "Golden Copy" of the spreadsheet (SS) as time permits and as group input is received and performed.
If your idea is "Top Secret" I will be glad to keep it confidential, but personally I would love to hear it, and crunch it.
The first interesting thing I learned was that 79.7% of the time a one hour bar will have a high of 1.27 pips, on average, and 2.55 pips 69% of the time.
This bin out of 61688 bars shows that 1 pip is hit the most frequently, but 3 pips is usually achievable. The rub is that ~ 2 pips gets gobbled up in spread.
Useful Link to generate Histograms: https://youtu.be/Giewd9yH4q0
Your questions, comments, and input is requested. Please post public data mining ideas here in this thread.