Historical chances web page changes (2010-09-26)

I made some changes to the historical chances web page .

1) Highlight those percentages over 70, 80

2) Change calculation of chances to cross high, low, last to try to insure about 1/20th of the trading days are included.  In other words, if the lookback is 1000, then I try to have 50 data points that have similar  “distance” to go to cross the high / low / close. They may be, and probably usually are, different data points for each of the high/low/close calculation.  I have not tested these new calculations to see how accurate the predictions are.  Note that even if the open price is exactly the same as the high/low/close, it might give a number less than 100% because I am taking a range of values around the high/low/close in question, and one of the points around might not of crossed the high/low/close in question.


Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s

%d bloggers like this: