R rka551 Sep 11, 2010 #1 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.
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.
A azouz Sep 20, 2010 #2 Check the Ratio of open-close to high-low range http://www.quantshare.com/item-686-ratio-of-open-close-to-high-low-range
Check the Ratio of open-close to high-low range http://www.quantshare.com/item-686-ratio-of-open-close-to-high-low-range
