Job finished
Execution time 8 days
Objective - To data mine the EUR/USD market for identifying average blocks of minutes where highs/lows are achieved throughout the day.
*** PLEASE READ**** Any developer who Apply simply with a couple words saying "ill do it", "I can do it" will be placed on IGNORE, Read the job description and in your application show me you understand what im after and advise how you would achieve the task at hand - or better yet ask a useful question!
This is to be used as a indicator/statistical analysis to be used solely as intel for us to run optimization on other trading methods manually.
I'm unsure of the mechanics of how to achieve what I want but im thinking its a combination of mql4 & .net or possibly excel but open to ideas.
Regardless of the methods used to achieve the outcome please refer to the following that we MUST be able to do with the custom built Quant tool.
We have 24 hours a day x 5 trading days to analyze
We would like to be able to break up each of the days into the following to customize the reports
2 x 12 HR blocks
3 x 8 HR Blocks
4 X 6 HR Blocks
6 x 4 HR Blocks
We must be able to specify the above time block division to generate a report on the following.
- Average 15 Min block where High Or Low was formed
- zoom in to day of week ie report on Mondays only if required Or pull report showing all days OR consolidate data and show overall after of all days
-option to select date range of data to reference
- Open to ideas but im thinking we would use downloaded tick data ? - Must have GMT offset function to ensure we can sync data with how we are trading.
Using this data we should have able to possibly isolate average times of the day over certain days of the week when the market statistically makes its HH OR LL for particular time blocks.
Open to ideas on how to achieve the above
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