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Date/Time: Thu, 02 May 2024 12:06:18 +0000



Post From: Calculation of rotation size and frequency per day

[2014-06-09 10:59:03]
User025429 - Posts: 26
I would like to calculate the size and frequency of rotations for each day and then be able to review such results for a user defined period of time, but only based on the futures cash market. Almost like a Zig Zag study which starts afresh each day, and then accumulates the data.

Thanks in advance