Gaps
Open of day below Low or Above High of previous daily bar (by a certain amount from 0 to XX (Offset)):
Traditional Gaps
OpenD(0)
OpenD(0)>HighD(1) +Average(Range of Daily,XX)*XX (Generally a signal to go short)
Overnight Gaps
OpenD(0)<>CloseD(1) +/-Offset
Ranges (Intraday or Daily)
Previous Bar is a Narrow Range or Doji
Example
Range of Daily < Average(Range of Daily, X) *0.XX
Previous Bar is a Large Range bar
Example
Range of Daily>Average(Range of Daily, X)*1.XX
Directional (Intraday or Daily)
Close<(>)Close[1] +/-Offset
Close < Low[1] +/-Offset
Close > High[1] +/-Offset
High(Low) > High(Low)[1] +/-Offset
High(Low) < High(Low)[1] +/-Offset
Close > (<)Open +/-Offset
Highest(OHL or C,Length)
Lowest(OHL or C,Length)
Indicators do a good job when analysing direction of more than just the previous bar.
ADX(Length)> (<) XX
Consecutive Bars. Example: Close < Close[1] and close[1] < close[2] and close[2] < close[3]
Seasonal (At Risk of Over Optimisation...WFO will highlight if the case)
Trading Days in Month 1-23
Week of Month 1-5 (5th week will always be a short week of up to 3 days)
Day of Week (Mondays stand out as being different by way of following a weekend when compared to other days of week)
Economic News Dates (Non Farm payroll)
Options Expiry Week (or day)
Month
Public Holidays
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