Need Sorted PipCount Range per Rolling x Number of Candles

[rebeljedi]

Here is a spreadsheet of M15 EURUSD, including only 1700-0800 GMT (0100-1600 NY time, 2300-1400 local time, GMT-6), counting 1000 bars, including only the bars in the 1700-0800 GMT range. I'm still using the 0-20%, 20-30%, etc buckets, but I've set the 100% value to 20 pips. So the 0-20% range is 0-4 pips, etc. That gives you good resolution across the different buckets. Each bucket shows the % of hits in that range.

See if that works for what you need.

Hi garyfritz,

my apologies for the long delay!

I have assumed the percentages of each row were a set of rolling summary of the pip ranges.
It would have been great to see this side by side with the candles to ascertain if that time filter was mostly ranging or trending.

I cannot deduce much except that during this time period, the probability of candle movement per 15mins are between 6-12 pips and this may lead to be a scalping time period? (Please see attached pix)

[garyfritz]

I had to remember what I did in that spreadsheet.

Yes, that's about all I can see from it. I wondered what you were going to deduce from this information...

I have assumed the percentages of each row were a set of rolling summary of the pip ranges.
It would have been great to see this side by side with the candles to ascertain if that time filter was mostly ranging or trending.

Yes, for example if the 40-50% column had a value of 15.4, that means 15.4% of the bars in the sample were between 40-50% of 20 pips, so 153 out of the last 1000 bars had between 8 and 10 pips H-L range.

Not sure what you mean by "time filter was mostly ranging or trending" ? That test ran from 4/1/12 through 7/1/12, and EURUSD had both ranging and trending periods during that time.

EURUSD.gif

[rebeljedi]

Hi,
Could any coders help to debug this for Builds 600 and above?
Thank you.

[milanese]

Hi,
Could any coders help to debug this for Builds 600 and above?
Thank you.

here you go..

CandleHighLowRange6xx.mq4

Cheers

Tommaso

[rebeljedi]

Tommaso, thank you very much

Could I also ask if you can help code into this indi to sum up specific ranges by candle hour?
For example,
H4 candle count of 8-11:59VT candles (can alter to 0,4,8,12,16,20) for the past 14 days excluding Saturdays and Sundays?
Showing in this format:
H4 candle count (14days) 8VT candles only
Range 55-999 = 2 6.67%
Range 50-54 = 0 0%
Range 40-49 = 0 0%
Range 30-39 = 1 3.33%
...

This indi makes use of stats to determine a possible take profit range for any currency pair.
Thank you.