MarketEdge

MarketEdge

public MarketEdge(int BreakoutCount, decimal BreakoutFollowThroughPercent, decimal BreakoutPositiveSharePercent, int BreakdownCount, decimal BreakdownFollowThroughPercent, int StretchCount, decimal StretchReversionPercent)

marketEdge = MarketEdge(BreakoutCount, BreakoutFollowThroughPercent, BreakoutPositiveSharePercent, BreakdownCount, BreakdownFollowThroughPercent, StretchCount, StretchReversionPercent)

What followed the events a strategy would trade, five candles on.

BreakoutCount

Candles that closed above the high of the twenty before.

BreakoutFollowThroughPercent

Average return over the five candles after such a close.

BreakoutPositiveSharePercent

Share of those still positive five candles later, in percent.

BreakdownCount

Candles that closed below the low of the twenty before.

BreakdownFollowThroughPercent

Average return over the five candles after such a close.

StretchCount

Candles that closed more than two standard deviations of return from the average of the twenty before.

StretchReversionPercent

Average return over the five candles after such a close, signed towards the average.

BreakdownCount

public int BreakdownCount { get; set; }

value = marketEdge.BreakdownCount
marketEdge.BreakdownCount = value

Candles that closed below the low of the twenty before.

BreakdownFollowThroughPercent

public decimal BreakdownFollowThroughPercent { get; set; }

value = marketEdge.BreakdownFollowThroughPercent
marketEdge.BreakdownFollowThroughPercent = value

Average return over the five candles after such a close.

BreakoutCount

public int BreakoutCount { get; set; }

value = marketEdge.BreakoutCount
marketEdge.BreakoutCount = value

Candles that closed above the high of the twenty before.

BreakoutFollowThroughPercent

public decimal BreakoutFollowThroughPercent { get; set; }

value = marketEdge.BreakoutFollowThroughPercent
marketEdge.BreakoutFollowThroughPercent = value

Average return over the five candles after such a close.

BreakoutPositiveSharePercent

public decimal BreakoutPositiveSharePercent { get; set; }

value = marketEdge.BreakoutPositiveSharePercent
marketEdge.BreakoutPositiveSharePercent = value

Share of those still positive five candles later, in percent.

StretchCount

public int StretchCount { get; set; }

value = marketEdge.StretchCount
marketEdge.StretchCount = value

Candles that closed more than two standard deviations of return from the average of the twenty before.

StretchReversionPercent

public decimal StretchReversionPercent { get; set; }

value = marketEdge.StretchReversionPercent
marketEdge.StretchReversionPercent = value

Average return over the five candles after such a close, signed towards the average.