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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?


To: Patrick Slevin who wrote (41322)11/18/2000 5:34:40 PM
From: SE  Read Replies (2) | Respond to of 44573
 
Yes, I know it is hard until Monday is complete as it really could go either way. That is why I suggested I will adjust Monday on the fly. But what I tried to do was come up with the way the week should flow and then apply the best possibility to Monday. The week appears solidly V shaped as the most likely scenario....and that result happens to fit with what usually happens on the lighter trading days late next week. An observation I made after I got the V shape...so that was a nice potential confirmation.

For what it is worth, I only have the Week 2 data partially complete at this point. I have all contracts from ES97Z to ES00H printed and in binders. Week 2 has been done. I have to do the rest of them and then bring up to date for the last three contracts. Takes time. Rather tedious to be sure. This is the only way the patterns can really be analyzed properly though it appears to me.

What I really need is knowledge of database programs. I am working it up in spreadsheet. Another spreadsheet I have contains all the data for the same set of contracts for TRUE GAPS. I have nominal gaps in there as well, but that really is nonsense. You can pretty much state 85 to 90 percent of nominal gaps close....and that includes the days where the gap was .50 and so on. Just isn't really statistically relevant.

Anyway, two years into this. Perhaps I am getting a handle on it? LOL! :)

-Scott