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I only do it when I pretty much have to. And when I do I make sure I keep my desk setup on and access it via TeamViewer. That way I can see a lot of stocks and everything I can do in my platform. I wouldn't want to trade from an app only seeing 1 ticker L2 at a time, to me that is crazy

Here is the new data if someone wants to play around with it or to find a mistake https://1drv.ms/f/s!Agci7SoUSjUwwWsySkQX4uaM_gWg Barring someone finding something new it seems to me that the conclusion is that the Open and the Close are like trading on fast forward, things happen faster (in...

Here is a couple of more charts from my corrected data There is a lot of action happening mid-day (middle bars), it contains more range and volume than other periods. You just got to be very patient to capture. When someone says "there is no money to be made mid-day", its more a statement...

I have noticed there was an issue with my data. I used IB as my source and used the exchange ARCA. This was making the data only include the numbers coming from ARCA (Tape B) and that was probably ignoring Tape A and Tape C exchanges, this was creating little discrepancies with regards to highs...

These are 3 very interesting "charts" from a market I made up. Its essentially a random number generator of between -1 and +1 but that is not allowed to go bellow $0 (like most assets). Makes you wonder how many chart 'patterns' are real and how many are just a product of randomness and wishful...

In my own testing, SPY had the highest high AND lowest low of the day in the first hour only 1 day out of 518. Its possible that there is something off in my test but I havent been able to find it so far. If anyone can tell me where I'm mistaken I'm all ears

Here is another fun number. % of the total volume of the day over the last 2 years (open is the first hour, close is the last hour and mid is the rest) The open gets all the attention but its really not that big of a deal in the overall scheme of things. Why would it be suprising if a lot of...

Average % of the daily range Here is a typical day. Range is High - Low. Daily Range is the highest high - lowest low I did diagonally like this to make it easier to average and treat the data. Where is the flaw?

I suspect the other hours will also be a significant part of the daily range

I havent been able to get 15 min data yet but looking at my hourly data, the results are not consistent with that chart at all. I subtracted the high and low to obtain the range of the bellow hourly periods. I then added up the range of those periods and calculated a % of the total range These...

I'm trying to get a hold of 15 min data to try to replicate this test

I thought about this as well and I might do some testing with regards to that. If it turns out that mid-day doesnt do much in terms of range expansion, then it might make sense to develop some mean reversion strategies based on support and resistance

My initial result was 17%, hence I put the lowest answer in the poll as 20%. But then I found an issue with my calculation and found out its actually only 6%! I wrote an article about it, it contains the data used and the spreadsheet with the stats http://www.beathft.com/?p=146 If anyone finds...

The bars end with 10:30 11:00 12:00 13:00 14:00 15:00 16:00 So, 1 hour for the open (9:30 to 10:30). 4.5 hours for mid-day and 1 hour for the close. I removed all the early close days from the sample (4 instances) to make it easier to test different stuff without having to adjust for them

Everybody knows that at the open the market is volatile and things tend to cool down during the mid-day period. So I ask, how wider on average do you think is SPY's open range is relative to mid-day? I will bring the answer to the question (which I used 2 years worth of hourly data to obtain)...

Any way to do this with Google Finance data instead? I know they have some amount of intraday historical data that can be downloaded

I want to do some analysis of intraday SPY data but I just cant find an option to get that data, is that available inside TWS or you have to do some sort of hack?

I mean, in terms of daily/weekly/monthly volumes

I loved this interview with Druck on RealVision https://www.realvision.com/stanley-druckenmiller-interview He talks about some concepts he didnt mention before: -The importance for a money manager to determine whether you are 'hot' (and should press your bets) or if you are cold -Conviction...