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N57H

Gaps - to Fade or Not to Fade (Gap As % from the X Days Average Range)

By N57H, in Technical Analysis

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N57H    10

N57H
Posted

Hi,

 

I would like to create a log file that will tell me the average daily range (daily high-daily low) of the stock/futures for the last x days.

 

Than i would like to check the opening gap as a % from the X days daily range.

 

Than to check how many gaps closed in the same day when the gap was 10%, 20%, 30%..... from the average daily range for the last x days.

 

 

Any suggestions for how to do it will be welcomed...

 

thanks

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