| Homework (RTX) | Where does price go based on where price opens? The Homework (HW) RTX Indicator is designed to compute and accumulate price-based statistic on daily data. The indicator is focused on percentages of touching or closing above key prices based on the where price opens the day session. The... | WATCH |
| Time of Day of Session High/Low | This chart plots the time of day (minutes into session) that the high and low was made each session. It then profiles those values to accumulate the number of times that high and low was made in each time period, and identify the Mode, Mean, and Median. Chart definition is included below.... | WATCH |
| Homework - Overnight High and Low Breaks | This video demonstrates how to implement a homework study which counts the number of times the day session high and low broke outside of the overnight session range, and present these values as a percentage of all days. The chart computes the number of times price broke above ONH, below ONL, Both,... | WATCH |
| Homework #27: Studying Time Into Session Price Breached Day/Overnight High/Low | In this video, Homework #27, we look at how often price opens inside/outside of previous day session range and overnight range. From there, we explore how often it breaches the high or low and how long it takes each day, and on average, to breach that high or low. | WATCH |
| Homework #26: Studying Effectiveness and Reactiveness of Key Daily Price Levels Using Pivot Strategy Analysis | In this video, Homework #26, we explore the effectiveness of key daily price levels and study how price reacts to these key levels, accumulating reaction data over any user-specified period of time. The RTX Indicator Pivot Strategy Analysis (PSA) is an extremely powerful indicator that is custom... | WATCH |
| Homework #25: Extracting Market Behavior Webinar | Stage 5 Trading Convergence Event - Extracting Market Behavior through Investor/RT Thursday, March 19, 2015, 4:30 PM - 5:30 PM EDT. with Chad Payne, Linn Software and Morad Askar of Stage 5 Trading. In this webinar Chad Payne, Senior Software... | WATCH |
| Homework #24: Engulfing the Pre-30 | In this Video (#24 in Homework, Research, and Statistics series), we study the range of the 30 minute period prior to the session open and explore how often it's engulfed by the following day session as well as by the 1st 30 minute period of the day session. In our study, we learned that of the... | WATCH |
| Homework #23: Previous Day Retracement Study | In this video, Homework #23 in the video series Homework, Research, and Statistics, we identify the frequency with which any given retracement level of the previous day lines up with any given retracement level of the current day. For instance, how often did the 125% retracement from previous high... | WATCH |
| Homework #22 - Filtered Distribution: Cause and Effect | In this video, Homework #22 and Lesson #6 in "Extracting Market Behavior" series, we explore how to filter distributions to help identify sequential relationships in data. Specifically, we look at the day session change, and evaluate the effect of the overnight change on the day session change. For... | WATCH |
| Homework #21 - Counting Frequency of Price Crossing Key Levels | This video, the 21st video in the series Homework, Research, and Statistics, is a follow-up to Video 20 and describes how to count how often price ran through key levels (ONH, ONL, pHI, pLO, etc) in addition to counting how often price bounced off these key levels. The definitions for the 2 charts... | WATCH |
| Homework #20 - Measuring Effectiveness of Key Prices as Reversal Prices | This video, the 20th video in the series Homework, Research, and Statistics, demonstrates a method for measuring the effectiveness of various key prices as reversal prices or pivot points. Key prices might be overnight high, overnight low, previous high, previous low, etc. It measures their... | WATCH |
| Homework #19 - Extracting Market Behavior Lesson 5: Profile on Indicator: Info Box Statistics | This video, lesson 5 in the series on extracting market data, focuses on the statistics available in the Info Box of the Profile Indicator and explains their relevance when applying profiles to indicators. The terms below are synonymous with respect to the Profile Info Box Volume: Sample... | WATCH |
| Homework #18: Extracting Market Behavior Lesson 4: Profile on Indicator: Filtering Results | This video, lesson 4 in the series on extracting market data, focuses on filtering the data that is profiled using in the Profile on Indicator concept. Expanding on the Initial Balance them, we filter the initial balances profiled to only that's that followed an previous initial balance that fits... | WATCH |
| Homework #17 - Extracting Market Data Lesson 3: Profiles on Indicators: Initial Balance Range | In this video, lesson 3 on extracting market data, we explore the powerful concept of profiles on indicators. Specifically, we extracted the initial balance range from each day and profiled that initial balance. With this profile, we were able to identify how many days the initial balance range... | WATCH |
| Homework #16 - Extracting Market Data Lesson 2: Initial Balance Multiple Study Expanded | In this video, lesson 2 on extracting market behavior, we expand on lesson one in which we learned how to extract and accumulate initial balance data from daily bars. In this video we take a closer look at the process of creating the signals and custom indicators from scratch while computing the... | WATCH |
| Homework #15 - Extracting Market Behavior Lesson 1: Initial Balance Multiple Study | This video explains how to use the Mixed Periodicity Data (MPD) Indicator to extract intraday conditions from daily bars, and how to then use signals and custom indicators to accumulate that information and present it as a percentage of all days. In this case, we look specifically at how many days... | WATCH |
| Homework #14 - Timing Of Events: New High and Low | In this video, we will look at the timing of certain events within the day. Specifically, we will look with daily bars at when the high and low of the day occurred, and color the bars based on which occurred 1st. We will also look at how to time other events such as where within the day the bar... | WATCH |
| Homework #13 - Traveling the Initial Balance | In this video, we are looking at the 30 minute period following the Initial Balance (1st 60 minutes of session). During this 30 minute period, we are looking for price to move outside the initial balance and back into it. When this occurs, we are then looking to see if price traveled the full... | WATCH |
| Homework #12 - Timing Overnight High and Low Breakouts | This video focuses on the time of day at which price breaks above the overnight high or below the overnight low during the day session. We'll look at how often these breaks occur in the 1st 10 minutes of the day session, the 2nd ten minutes, and so on for each of the 41 10-minute periods of the day... | WATCH |
| Homework #11 - Trend Days | This video looks at days where the high was made in the first 60 minutes and the low was made in the last 60 minutes, or visa versa. Of the 1900 days tested, 257 days made a high in the first 60 minutes and a low in the last 60 minutes. 372 days made a low in the first 60 minutes and a high in the... | WATCH |
| Homework #10 - Statistical Studies via Trading System Tools | This video describes how to flexibly produce statistical results using Trading System Tools. This method can be especially beneficial when several events are required to occur sequentially within a day or session. In this specific example, we look fro price to trade above the Initial Balance High (... | WATCH |
| Homework #09 - Change By Day of Week | This video compares the change in price by day of week and accumulates this data over a 600 week period. Note Over past 600 weeks, on average, Tuesday and Thursday have been very positive, Friday very negative, and Monday and Wednesday relatively flat. Change by Day of Week Chart... | WATCH |
| Homework #08 - Opening Range Trade | This video discusses the how to setup chart to monitor and track the opening range trades. Note The video and results below reflect a 10-minute opening range. In order to test different opening range durations, you must open all signals ending in "_1MIN" as shown in the video, and adjust... | WATCH |
| Homework #07 - Gap Statistics | How often does price gap up or down on the ES? And when it does, how often is that gap closed. Gap Statistics Chart Definition Gap Statistics Plus Chart Definition (This chart also shows how many days the gap was recovered by 50%. It also requires the user to set C#2 to the number of days to... | WATCH |
| Homework #06 - IOAMT Webinar - May-13-2011 | Chad Payne of Linn Software and Bill Duryea of IOAMT discuss tools and strategies for statistical analysis in Investor/RT. Day Session / IB Range Ratio: In this chart we determined that the average ratio between the Day Session Range and the IB Range was 2.15. And on average, the Day Session... | WATCH |
| Homework #05 - Opening Statistics | What is the maximum distance that price moves from the open of the day session each day? What is the average max move? What is the median max move? How often does price open in previous days range? When opening opening in range, how often does it touch both the previous days high and low? How often... | WATCH |
| Homework #04 - VPOC Statistics | How do I export daily VPOC (Volume Point of Control) to excel along with open, high, low, close and volume for further analysis? How far on average was VPOC from previous day VPOC? How often did price open below/above previous days VPOC? What days had a VPOC very close to previous days VPOC? How... | WATCH |
| Homework #03 - Average Range Volume and Other Tendencies | What is the average range and volume of the initial balance, the overnight period, the day session, the 24hr session? How often does price open above/below previous day session range? What is the relationship of overnight direction to day session direction and visa versa? See the follow up video... | WATCH |
| Homework #02 - HOD and LOD Counts | How frequently does the high of the day or low of the day occur within each 30 minute bar/bracket? within each 5 minute bar? Chart Definition Terminology HOD - High price traded for the day / session. LOD - Low price traded for the day / session. Results are based on 1,000 days of... | WATCH |
| Homework #01 - IB Breakouts | How frequently does price break above the IB high, below the IB low, to both side, or stay inside the IB for the duration of the session? Terminology IB - Initial Balance - Range in which price traded for the first hour of the day session, typically 9:30am ET to 10:30am ET for the ES. IBH =... | WATCH |