How do you get average price performance grouped by specific time periods?

art11

New member
Here are examples of some questions I want answered:
  • What was the average price performance over last year by day of the week (ie Mon, Tue,...)
  • What was the average price performance over last month by hour of the day (ie, 9am to 10am, 10am to....)
Are there tools besides TOS that allow doing this without writing code?
 
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Solution
In my experience, these questions are best analyzed outside of ToS. Python does a marvelous job of data analysis and visualization. Asking ToS to do this is cumbersome by comparison. That's not to say that it couldn't be done... just that it would be immensely painful to do so. You may well run into ToS limits on bars displayed too, if you're trying to look at intraday data over an entire year -- no idea how far back it will happily go at various time scales.

If you're curious about what this all looks like, done for a much shorter time than 1 year, I wrote some python to generate thinkscript which is around here somewhere for looking at average futures market movements by various time periods. I think there's a link to it on the main...
In my experience, these questions are best analyzed outside of ToS. Python does a marvelous job of data analysis and visualization. Asking ToS to do this is cumbersome by comparison. That's not to say that it couldn't be done... just that it would be immensely painful to do so. You may well run into ToS limits on bars displayed too, if you're trying to look at intraday data over an entire year -- no idea how far back it will happily go at various time scales.

If you're curious about what this all looks like, done for a much shorter time than 1 year, I wrote some python to generate thinkscript which is around here somewhere for looking at average futures market movements by various time periods. I think there's a link to it on the main page under 'recent tweets'. Quasi-algo something or other... I haven't had enough coffee yet today.

just my £0.01532345

-mashume
 
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