Sunday, October 24, 2010

How Many Days Can You Have Fertile Mucus

statistics FGBL

for a new trading approach, I find it especially important to have a statistical probability on my side, which forms a basis for the idea. For this I often create reports for evaluating various market conditions. Sometimes I see in the chart pattern or "(ab) normal" behavior of the market in a particular situation.

What I do not see is whether this pattern or behavior occurred only today or yesterday, or whether it be in the past as in the whole of 2009 one statistically significant incidence of this pattern is. Suitable for this purpose-written programs (usually as indicators) very well to check this.

Enclosed times some statistics and characteristics for FGBL:

----------------------------- ;
- 02.01.2009 - 30.12.2009 -
-------------------------- ---
number of trading days = 252

number R2 / S2 Crosses and subsequent Closing of the markets below or above these levels
number of extrema R2: 46 (18.25%)
- Corrections to bottom to the end of the day: 11 (23.91%)
number Extrema under S2: 48 (19.05%)
- corrections up until the end of day: 19 (39.58%)


number of open courses in R1 and S1, and a close above / below

number of open courses on R1: 7 (2.78%)
- Corrections, R1 at the close of the day: 11 (63.64%)

number of open courses in S1: 4 (1.59%)
- corrections S1 at close of day: 19 (21.05%)


-----------------------------
- 04.01. 2010 - 13.10.2010 -
-----------------------------
number of trading days = 199
number R2 / S2 Crosses and subsequent closing of the markets below or above these levels
number of extrema R2: 41 (20.6%)
- corrections down to the end of day: 16 (39.02%)
number of extrema in S2: 33 (16.58%)
- corrections up until the end of day: 21 (63.64%)

number of open courses in R1 and S1, and a close above / below
number of open courses on R1: 3 (1.51%)
- Corrections, R1 at the close of the day: 16 (18.75%)
number of open courses in S1: 4 (2.01%)
- corrections S1 at close of day: 21 (19, 05%)



Would be interesting to know what others have observed, or the finer points you could double check (of course focusing on the FGBL), in order to perhaps implement other automated systems.

Best regards
darth trader

0 comments:

Post a Comment