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Probably don't need years of data but a longer history is a corrective to the last twenty trading days. But once you set conditions on a price move - up 30, 40, 50, 75 bps before the close - you need a lot of data to fill the hoppers. I come from a quant sales background - DRI, BARRA, StarMine...

I'm not looking for a trading system. What I want is an odds and payoff calculator for well-defined trading oppts. Points taken but the behavior around the midday lull, after a pronounced run-up, is undeniably ingrained. Greatly appreciate the heads up on Handle123!

What are the few minutes work you're suggesting? I'm looking for historical odds going back five or ten years. The market close IS relatively easy to analyze, as is the midday lull. But hard to say that about opening gaps and the many intraday permutations one meets along the way.

It's hard for me to believe there isn't an application testing the probabilities of setups and time of day trades.

I haven't found a trading platform that allows me to calculate the odds of a trade based on time of day. I'd love to know the odds of a trade at 3:30 pm if what I'm following is up 50 bps for the day. Same deal for midday: what are the odds of breaking out of the lull between 11:30 am and 1:30...