Recent content by rka551

Seems like there should be several out of box solutions for this. My search continues. I will post if I find something.

Any recommendations? Multi market (options, stocks, futures, forex) with individual trade and portfolio level analysis. Sharpe ratio, sortino ratio, correlations etc. Thanks.

I'm looking to scan/ filter hundreds of futures contracts over multiple time frames. Scans include largest 1, 15, 30 minute ranges, avg. open to close range, # of contrasting 1, 30 minute periods among others. Any suggestions on software? Thanks.

Anyone know a single measure of open-close range v. high-low range? Trying to scan hundreds of futures contracts for large high-low ranges and small open-close ranges over multiple periods. Thanks.