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Kiran
2015-05-03 16:06:09
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Am trying to see correlations between several rules and "next-day" price movement measured as ref(high,-1) - ref(open,-1) (i.e. max upward movement of price), in order to develop some intra-day systems.
Examples of Rules -
rsi(3)>70;
close > (high+low)/2;
ref(open,-1) > high; //i.e. next-day price opens above high
ref(open,-1) > high; //i.e. next-day price opens above close
Is there a tool to evaluate correlations between such rules and next-day price movement, in bulk - i.e. across 100 symbols and say 50-100 days?
Not sure if Dashboard helps - if it does, appreciate any guidelines of how to use it to solve for this.
thanks
Kiran
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