Open TheConnMan opened 6 years ago
Close - Absolute value of the 10AM price vs the previous day's close Range - Absolute value of the max vs min between open (9:30AM) vs 10AM
Volatility is currently the sum of the Close and Range. The threshold is 10.
The 10AM time and the threshold should be parameterized.
Close - Absolute value of the 10AM price vs the previous day's close Range - Absolute value of the max vs min between open (9:30AM) vs 10AM
Volatility is currently the sum of the Close and Range. The threshold is 10.
The 10AM time and the threshold should be parameterized.