Pip lengths of H1 bars based on D1 ranges

Some times I just have a lot to say and other days I don’t. I only had 3 ideas between the end of December until March and this post makes 7 for April alone. Quality, not quantity, but I think the more ideas I can think of, ultimately the better.

I’m trying to approach the SB theories from multiple angles, both simple and complex. My mind naturally works in a very simple fashion; Apart from the wave crafting, most of the statistics that I’ve created are very simple to understand and create excel wise. I consider them to be statistics about the market that most traders have thought of, but have been too lazy to discover for themselves. The other part is the Rel/SB/BS side of things. Statistics about the market that most traders haven’t, and won’t think about because they’re very well hidden. I hope accumulating the small edges will end up leading me to think about tackling the secret edges. That being said, here’s one of the simple statistics (haha).

Question: Are the larger moving days in the market created from overall higher volatility hour to hour, or is it made from just an hour or two? e.g is the only difference between the 40 pip day and the 80 pip day just that 1 news related bar that pushed the daily range?

On the left side, the daily ranges. On top, the ranges of H1 bars. The data contains average counts for each of the H1 categories.

Another note I wanted to make is that the small details in execution matters! Compare 1 and 2



Much cleaner in the second.


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