Statistische App – Bereich Prognose / Range Prediction

In dieser Statistik bestimmen wir zuerst den Bereich der ersten zwei Handelsstunden. Wenn mal dieser Bereich festgestzt ist, suchen wir nach Tagen die den gleichen Bereich der ersten zwei Handelsstunden aufweisen. Schliesslich bestimmen wir den gangbarsten Tagesbereich für Tage die den gleichen Bereich der ersten zwei Handelsstunden aufweisen wie der aktuelle Tag.

Diese Analyse hat folgende Spalten:

Range

Shows the range of the first two trading hours rounded to tens. Lets say that the high of the of the first two hours is on the price 10 200, the low is on the price 10 144. The exact range is 56 points, if we round this number, we get 60 points.

  1. Most recent range:

Shows the most common daily range for the days that had the same range of the first two trading hours as the current day.

  1. most recent range:

Shows the second most common daily range for the days that had the same range of the first two trading hours as the current day.

  1. most recent range:

Shows the third most common daily range for the days that had the same range of the first two trading hours as the current day.

Summary

In this example we had a day with first two hour range 30 points, which is really low. For this kind of day we can expect a daily range to be between 50 – 80 points. So as soon as the daily range hits 70-80 points it is logical to trade back to range.