原帖由 Cobra 于 2008-4-14 13:36 发表
Knowing how the market (or a stock) opens in relation to yesterday’s trading can give you a clue about what’s likely to happen for today’s trading. What are the three types of openings and what mig ...
原帖由 Cobra 于 2008-4-14 12:36 发表
Knowing how the market (or a stock) opens in relation to yesterday’s trading can give you a clue about what’s likely to happen for today’s trading. What are the three types of openings and what mig ...
since 1993, spy has 739 out of yesterday's range gap up, 542 of them get filled the same day. 464 out of range gap down, 347 of them get filled the same day. filled meaning day's high above yesterday's low. back testing shows if gap down, buy at open, sell at gap close or day close(gap not filled) is a winning strategy at long run.
原帖由 black 于 2008-11-13 09:02 发表
since 1993, spy has 739 out of yesterday's range gap up, 542 of them get filled the same day. 464 out of range gap down, 347 of them get filled the same day. filled meaning day's high above yesterday' ...
btw, this strategy is not useful for gap up, long or short but end up with loss, commission considered.