Reversion to the mean only trading...

[MarkBrown]

Thank you so much for this. I really needed that "future open price" thing.

Why don't you use regular range 20point bar?? It seems like you are using 1 tick 20box Kase bar. Any special reason to this???

so i guess what i'm saying is that i trust the kase bars to be accurate and repeatable when the other types have all failed me.


From the Kase web site

Fixed Range

Selecting fixed range bars is, just as the name implies, as setting where the user may choose a fixed
price range, such as $0.50 per bar. With this selection, the True Range of each bar will be
approximately the same, in this case, about $0.50. For this case all bars will be approximately the
same size historical.

read about the gaps in the below image - testing on regular range bars will give false results, because all others fill the gaps with artificial bars which you can not trade.