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
20090603,-0.0024,1.4298,0,1
20090604,0.0006,1.4137,0,26
20090605,-0.0002,1.4171,0,1
20090606,0.0001,1.3965,0,1
20090610,0.0193,1.4067,3,20
20090611,-0.0003,1.3976,0,1
20090612,-0.0006,1.4101,0,1
20090614,-0.0025,1.3984,0,1
20090615,-0.0002,1.3789,0,1
20090618,0.0109,1.3942,2,31
20090619,0.0009,1.3906,0,4
20090620,-0.0018,1.3943,0,1
20090622,-0.0005,1.3877,0,1
20090623,0.0070,1.4078,0,36
20090626,-0.0047,1.3985,0,1
20090627,-0.0017,1.4050,0,1
20090629,0.0012,1.4087,0,2
20090630,0.0001,1.4032,0,1
20090701,0.0012,1.4165,0,3
20090704,-0.0028,1.3976,0,1
20090706,0.0045,1.3955,0,27
20090707,-0.0061,1.3941,0,1
20090708,-0.0049,1.3849,0,1
20090709,0.0063,1.4041,0,17
20090712,0.0005,1.3946,0,1
20090713,0.0011,1.3986,0,3
20090714,-0.0025,1.3936,0,1
20090715,0.0013,1.4115,0,2
20090716,0.0014,1.4133,0,6
20090719,-0.0014,1.4106,0,1
20090720,0.0030,1.4237,0,7
20090721,0.0035,1.4211,0,10
20090722,-0.0019,1.4215,0,1
20090723,-0.0091,1.4141,0,1
20090726,-0.0007,1.4219,0,1
20090727,0.0017,1.4238,0,10
20090728,0.0010,1.4170,0,2
20090729,0.0004,1.4034,0,1
20090730,-0.0005,1.4064,0,1
20090802,0.0030,1.4270,0,6
20090803,0.0006,1.4411,0,8
20090804,-0.0033,1.4396,0,1
20090805,0.0000,1.4416,0,1
20090806,0.0015,1.4355,0,3
20090809,0.0002,1.4185,0,1
20090810,0.0021,1.4142,0,13
20090811,-0.0007,1.4151,0,1
20090812,-0.0032,1.4189,0,1
20090813,0.0002,1.4287,0,1
20090816,-0.0009,1.4187,0,1
20090817,0.0001,1.4083,0,1
20090818,0.0005,1.4127,0,1
20090819,-0.0020,1.4233,0,1
20090820,0.0021,1.4256,0,15
20090823,0.0005,1.4326,0,17
20090824,-0.0034,1.4292,0,1
20090825,-0.0009,1.4311,0,1
20090826,0.0017,1.4255,0,5
20090827,0.0091,1.4356,1,22
20090830,-0.0020,1.4307,0,1
20090831,-0.0033,1.4315,0,1
20090901,-0.0009,1.4215,0,1
20090902,0.0034,1.4283,0,13
20090903,-0.0025,1.4248,0,1
20090906,-0.0011,1.4292,0,1
20090907,-0.0001,1.4336,0,1
20090908,-0.0007,1.4504,0,1
20090909,-0.0023,1.4544,0,1
20090910,0.0011,1.4576,0,38
20090913,-0.0008,1.4565,0,1
20090914,0.0001,1.4613,0,1
20090915,0.0042,1.4658,3,34
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)))
