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I try to focus on why it won't work.

2K, 3K, 5K volume bars

A 200 period moving average on a daily chart represents the average price for the last year running. Quite a lot of market participants are looking at it and thus it is good to be aware of it A 200 period moving average on a 1, 5, 30, 60 minute chart will all have different values and unless it...

Only assuming what the data shows - aggressors were more active at the bid for that slice of time, range and volume. My hypothetical scenario of those who sold during large volume at an intraday high is definitely not important. As we know there are numerous scenarios as to who initiates every...

bigspeculate, There is another Delta feature in Sierra Charts that wasn't included in the image you posted. You might want to check it out. Delta Volume Per Bar - builds bars off of delta imbalances. The chart below shows bars set to 1000 - when there are 1000 more trades at the bid than at...

Ok, I'll kick you down the rabbit hole of Bid/Ask Delta..... (which means you are negating stat arb and hedging volume or taking the position that all the cumulative player's trades all even out in the end showing some true intent of direction) The chart below is the ES making a high on larger...

Sierra Charts version 5 does have the ability to chart bid/ask market depth similar to Jigsaw and Bookmap products besides having the traded bid/ask data that was popularized by MarketDelta https://www.sierrachart.com/index.php?page=doc/StudiesReference.php&ID=375#Market_Depth_Historical_Graph

Range of the first 100K contracts in the ES transposed over the rest of the day...

It comes back to the question of by how much does price break that 1st 90min's range and other details like what is the average retrace amount upon that break. Kind of a MAE/MFE experiment from the price break level itself. I remember a statistic from the early 2000s (which might even be more...

Everybody loves days like today, both the BTFDers and the Shorts.

Nothing to see here folks, keep moving... https://www.forbes.com/sites/erikkain/2013/12/29/report-nsa-intercepting-laptops-ordered-online-installing-spyware/#1d7301d8413d ….besides a stock crashing

With this logic you might as well do crazy shit and have your SIM P/L start crashing and then you fade it in your live account. Probably a lot more repeatable.

Laissez Faire, Is that 31.25 daily range a 24 hour session? Ah, the rabbit hole of data... RTH range vs Night Session vs 24hr We have all viewed the stats that show in this last 9 year bull market most of the gains have occurred during the night session. Do most of the night moves take place...

The question then becomes, when it is not one of the days that falls into the 7% by how much does price exceed that 90min range?

Contact these guys - https://drw.com/

How about calculating range expansion of those same time periods? For example, if the first hour has a High/Low range of 10 points, by what percent was that range actually expanded in the other two time frames?

Intraday NQ RTM VWAP trade using FAANMG for confirmation... NQ price deviates from its VWAP by X % but FAANMG stocks do not confirm the move - NQ reverts to its mean/VWAP

VWAP is a market constant, it occurs daily like the open, high, low, close of the day. Some strategies look to be long when price is above it and short when price is below it. Some strategies look for price to revert to it when deviating from it by a certain amount. Clutter? Definitely not.

He is a big GMO/Pesticide proponent.