Suppose I have 2 years worth of 1 minute data on the futures. How would you compile statistics with this data?
For example:
1) When an emini future breaks an opening range, how often does it pullback versus continuing the breakout?
2) How often does the High/Low of the day occur in the first 30 minutes? First 90 minutes? First 135 minutes? Etc.
3) When the trade breaks the top of the opening range, how often does the day end above the opening range, middle of the opening range, below the opening range?
4) Etc.
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