Hi - Sorry, couldn't figure out how to post, so I'm just leaving my thoughts as a comment. Much like the Desmond indicator, I have a hypothesis that a day that makes extreme down ticks <-1000 and lower than the previous day, and then goes on to make extreme upticks >1000, higher than previous day, precedes a reversal for 1-3 days. My only data is CQG and I can only get 300 bars of daily data. There seems to have been 40 occurences since the beginning of 2007, including Friday. I can only confirm the last 12 or so of the occurrences, but it looks like 11/12 and another filter, like not closing in the bottom 20% might improve that. Does anyone know where I can get more intraday tick data for a longer period of time / does anyone want to take this hypothesis and run with it ?
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Hi - Sorry, couldn't figure out how to post, so I'm just leaving my thoughts as a comment. Much like the Desmond indicator, I have a hypothesis that a day that makes extreme down ticks <-1000 and lower than the previous day, and then goes on to make extreme upticks >1000, higher than previous day, precedes a reversal for 1-3 days. My only data is CQG and I can only get 300 bars of daily data. There seems to have been 40 occurences since the beginning of 2007, including Friday. I can only confirm the last 12 or so of the occurrences, but it looks like 11/12 and another filter, like not closing in the bottom 20% might improve that. Does anyone know where I can get more intraday tick data for a longer period of time / does anyone want to take this hypothesis and run with it ?
Thanks - Rangan
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