I am wondering whether I could place a rule in my system that exploits the fact that pre-open range (high minus low) and regular trading hours range might be related.
But are they related? I don't have enough data for index e-mini futures to test this.
What I would like you to tell me is this - if we move very little during pre-open hours, does that make it more likely that we will also move very little during regular trading hours?
But are they related? I don't have enough data for index e-mini futures to test this.
What I would like you to tell me is this - if we move very little during pre-open hours, does that make it more likely that we will also move very little during regular trading hours?