How to decide a day is trending day or not as early as possible

summerbug

figure out wether it is a trending day or not as early as possible is pretty important. does anybody have any thought?

Cobra

figure out wether it is a trending day or not as early as possible is pretty important. does anybody have any thought?
summerbug 发表于 2009-10-31 12:37

看这里： http://www.hutong9.com/viewthread.php?tid=10531

summerbug

Thanks Cobra,

From John Carter's book. he looked at the ES first 5 min volume to figure out if SPX is a day range bounce day or trending day. he use 10,000 contract as a criteria, if every single 5 min volume is large that 10,000, the chance of it is a trending day get bigger, but that was 2005 data, it seem like these days every 5 min volume is way over 10K.  do you look at this data?

CoolMax

This is a billion dollar question.

Cobra

Thanks Cobra,

From John Carter's book. he looked at the ES first 5 min volume to figure out if SPX is a day range bounce day or trending day. he use 10,000 contract as a criteria, if every single  ...
summerbug 发表于 2009-10-31 13:49

I don't use this data and I think 10,000 contract may not apply any more.

ppteam

3# summerbug

他的那一套过时了。