Пара eurusd Исключены weekends (выходные) и период 23:00-02:00 мск. Праздники не выбрасывал -- лениво. Гэпы возникают в 02:00 мск. Закрытие гэпа я проверял по hi/lo на m30. Период закрытия гэпа = число полных сессий + число m30 в неполной. Все гэпы в рассмотренном интервале (1 год) закрыты. Пример: 20100412,0.0129,1.3619,4,30 цена открытия (02:00 мск): 1.3619 гэп : 0.0129 (значит в пятницу закрылись на 1.3490) До закрытия: 4 полные сессии (12, 13, 14, 15) Плюс 30 получасовиков=15 часов. 02:00+15:00=17:00. То есть 16-го где-то между 16:30 и 17:00 должно было быть касание или пробой 1.3490. Простыня: <дата>, <гэп>, <цена открытия>, <полных сессий до закрытия гэпа>, <число m30 в неполной> 20090417,-0.0010,1.3169,0,1 20090420,0.0000,1.3028,0,1 20090421,0.0001,1.2924,0,1 20090422,-0.0008,1.2931,0,1 20090423,0.0003,1.3007,0,1 20090424,-0.0017,1.3125,0,1 20090427,-0.0011,1.3229,0,1 20090428,-0.0008,1.3022,0,1 20090429,-0.0001,1.3141,0,1 20090430,-0.0006,1.3251,0,1 20090501,-0.0010,1.3220,0,1 20090504,0.0027,1.3281,0,24 20090505,0.0050,1.3427,0,10 20090506,0.0002,1.3315,0,1 20090507,-0.0013,1.3305,0,1 20090508,-0.0004,1.3378,0,1 20090511,0.0013,1.3622,0,18 20090512,-0.0027,1.3571,0,1 20090513,0.0000,1.3642,0,1 20090514,0.0016,1.3595,0,1 20090515,-0.0029,1.3627,0,1 20090518,-0.0036,1.3451,0,1 20090519,0.0025,1.3555,0,5 20090520,-0.0033,1.3627,0,1 20090521,-0.0023,1.3766,0,1 20090522,0.0000,1.3902,0,1 20090525,0.0013,1.4025,0,4 20090526,-0.0005,1.4010,0,1 20090527,0.0003,1.3988,0,1 20090528,-0.0061,1.3834,0,1 20090529,-0.0014,1.3931,0,1 20090602,-0.0007,1.4154,0,1 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20090916,0.0023,1.4720,0,12 20090917,0.0016,1.4748,0,1 20090920,0.0020,1.4723,0,1 20090921,0.0009,1.4688,0,1 20090922,0.0005,1.4797,0,2 20090923,0.0012,1.4774,0,1 20090924,-0.0035,1.4658,0,1 20090927,0.0033,1.4708,0,10 20090928,-0.0061,1.4598,0,1 20090929,0.0023,1.4578,1,22 20090930,-0.0029,1.4628,0,1 20091001,-0.0019,1.4522,0,1 20091004,0.0007,1.4613,0,1 20091005,0.0001,1.4651,0,1 20091006,-0.0005,1.4717,0,1 20091007,0.0009,1.4680,1,42 20091008,-0.0028,1.4779,0,1 20091011,0.0021,1.4725,0,9 20091012,-0.0009,1.4780,0,1 20091013,-0.0009,1.4828,0,1 20091014,0.0026,1.4919,0,31 20091015,0.0019,1.4937,0,19 20091018,0.0011,1.4903,0,2 20091019,-0.0005,1.4942,0,1 20091021,-0.0016,1.4921,0,1 20091022,0.0006,1.5021,0,2 20091023,0.0010,1.5035,0,1 20091027,-0.0133,1.4867,0,1 20091028,0.0019,1.4812,0,3 20091029,0.0021,1.4722,0,2 20091030,0.0006,1.4836,0,1 20091031,0.0011,1.4721,0,4 20091104,-0.0110,1.4726,0,1 20091105,-0.0019,1.4866,0,1 20091106,-0.0008,1.4867,0,1 20091107,0.0008,1.4846,0,1 20091109,0.0014,1.5005,0,1 20091112,0.0003,1.4982,0,1 20091113,0.0010,1.4852,0,30 20091114,0.0019,1.4920,0,2 20091116,-0.0051,1.4912,0,1 20091117,-0.0021,1.4849,0,1 20091120,-0.0046,1.4913,0,1 20091121,-0.0001,1.4856,0,1 20091123,-0.0008,1.4981,0,1 20091124,-0.0030,1.4947,0,1 20091125,0.0026,1.5086,0,28 20091128,-0.0080,1.4984,0,1 20091130,-0.0043,1.4975,0,1 20091201,0.0010,1.5092,0,5 20091202,-0.0034,1.5042,0,1 20091203,0.0005,1.5083,0,1 20091206,-0.0074,1.4874,0,1 20091207,0.0017,1.4836,0,1 20091208,-0.0038,1.4697,0,1 20091209,-0.0027,1.4695,0,1 20091210,0.0010,1.4727,0,1 20091213,0.0026,1.4628,0,7 20091214,-0.0001,1.4645,0,1 20091215,0.0002,1.4524,0,1 20091216,-0.0054,1.4522,0,1 20091217,0.0022,1.4357,0,5 20091220,0.0048,1.4331,0,2 20091221,-0.0031,1.4287,0,1 20091222,0.0012,1.4253,0,5 20091223,-0.0001,1.4336,0,1 20091224,0.0004,1.4370,0,1 20091229,0.0006,1.4377,0,1 20091230,-0.0003,1.4354,0,1 20091231,0.0011,1.4341,0,32 20100101,0.0003,1.4322,0,9 20100103,-0.0009,1.4301,0,1 20100106,-0.0059,1.4353,0,1 20100107,-0.0014,1.4395,0,1 20100108,-0.0008,1.4310,0,1 20100109,-0.0020,1.4395,0,1 20100111,0.0029,1.4532,0,10 20100114,0.0021,1.4510,0,24 20100115,0.0002,1.4503,0,1 20100116,0.0003,1.4375,0,1 20100118,0.0009,1.4396,0,3 20100119,0.0001,1.4291,0,1 20100122,-0.0051,1.4084,0,1 20100123,-0.0001,1.4135,0,1 20100125,0.0002,1.4149,0,1 20100126,0.0029,1.4095,0,10 20100127,-0.0004,1.4043,0,1 20100130,-0.0133,1.3858,0,1 20100201,-0.0013,1.3907,0,1 20100202,0.0017,1.3970,0,1 20100203,-0.0032,1.3913,0,1 20100204,-0.0068,1.3756,0,1 20100207,0.0004,1.3695,0,1 20100208,-0.0017,1.3683,0,1 20100209,0.0082,1.3781,0,40 20100210,0.0043,1.3739,0,37 20100211,0.0055,1.3691,0,25 20100214,-0.0005,1.3607,0,1 20100215,-0.0004,1.3598,0,1 20100216,-0.0005,1.3765,0,1 20100217,-0.0019,1.3612,0,1 20100218,0.0033,1.3605,0,3 20100221,0.0082,1.3638,1,33 20100222,0.0006,1.3600,0,3 20100223,-0.0023,1.3512,0,1 20100224,-0.0039,1.3535,0,1 20100225,0.0049,1.3545,1,40 20100228,0.0002,1.3655,0,1 20100301,0.0058,1.3562,0,24 20100302,0.0033,1.3594,2,37 20100303,-0.0020,1.3707,0,1 20100304,-0.0038,1.3568,0,1 20100307,0.0005,1.3625,0,1 20100308,0.0003,1.3628,0,1 20100309,0.0031,1.3604,0,24 20100310,-0.0004,1.3662,0,1 20100311,0.0001,1.3674,0,1 20100314,0.0022,1.3778,0,7 20100315,0.0014,1.3672,0,11 20100316,0.0015,1.3770,0,5 20100317,-0.0016,1.3739,0,1 20100318,0.0002,1.3618,0,1 20100321,0.0013,1.3542,0,4 20100322,0.0009,1.3548,0,12 20100323,-0.0020,1.3511,0,1 20100324,-0.0014,1.3328,0,1 20100325,-0.0044,1.3290,0,1 20100328,0.0093,1.3489,1,40 20100329,0.0013,1.3467,0,29 20100330,0.0000,1.3416,0,1 20100331,-0.0012,1.3516,0,1 20100401,0.0009,1.3579,0,11 20100405,0.0008,1.3498,0,1 20100406,0.0005,1.3486,0,1 20100407,-0.0009,1.3391,0,1 20100408,-0.0015,1.3340,0,1 20100409,0.0007,1.3359,0,7 20100412,0.0129,1.3619,4,30 20100413,0.0011,1.3593,0,3 20100414,0.0017,1.3614,0,26 20100415,0.0004,1.3657,0,1 20100416,0.0007,1.3576,0,1 (с) Бомж Portions Copyright Хакнутый терминал по приему банок/бутылок))) |
Сообщение удалено автором 23.05.2013 в 19:00. |
Я только гепы использую как уровни поддержки и сопротивления не более того.Если ждать и работать на то.что скоро геп закроется не более чем теория вероятности. |
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