2 Questions regarding IB Extensions and PSA

Login or Register

Please login or register in order to view and post in the Forum.

2 posts / 0 new
Last post
joshdawson
Last seen: 1 year 11 months ago
Joined: 04/14/2015 - 12:25
2 Questions regarding IB Extensions and PSA

Chad,
Is there a chart that will calculate the probability of IB Extensions being breached? in addition is there a way to adjust the range to see if that affects the probability of the IB Extensions hitting?
For example
IB Range Mean = 30 ticks
High >= IBH 1.3X = 80%
High >= IBH 3.0X = 2%
Low <= IBL 1.3X = 78%

High >= IBH1.3X and Low <= IBL 1.3X = 10%

Intial balance Range = 120 points
High >= IBH 1.3X =50%
High >= IBH 3.0X = 0%
Low <= IBL 1.3X = 25%

High >= IBH1.3X and Low <= IBL 1.3X = 2%

With the Pivot Strategy Analysis(PSA) is there a way to exclude time or edit the start time and end time of the PSA?
For example, is the Mid trade set-up more successful after the hour of 10:30 AM?
Do we mean revert to VWAP more often in the 2nd and 3rd session of RTH V.S the 1st session of the RTH?

Thank you for your help in advance.

0
Eddy
Last seen: 6 hours 40 min ago
Joined: 03/01/2024 - 15:25
IB extensions stats and PSA entry filter signals

Hi,

the IB extensions statistics are being discussed here :

https://www.linnsoft.com/topic/homework-initial-balance-break-and-closin...

Regarding the PSA, you may use the Signal filter to exclude any period.