- ago
I guess there is no this grouping, it would be good to have one. Being able to group for any Hourly- TF. Actually not grouped hourly chart will not be very useful, but the grouped one will.
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- ago
#1
I can tell you without any coding what it would show, and it's the obvious thing. Returns would correlate with the most volatile hours i.e. open/close, and less so with midday doldrums.
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- ago
#2
- Different tickers may have different patterns.

- Volatility is not direction.

- It may depend on a strategy.

- Other data that could be get.
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- ago
#3
I agree with you on that pure Hourly periodic returns would hardly make sense so rolling out a view which is useless without grouping would be poor design - or confusing at best.

The place to look for such correlations is the Analysis Series / Position Metrics tab which already contains DayOfWeek, DayOfYear, MonthOfYear etc. I'd say that we could think about putting HourOfDay there instead of Periodic Returns.
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- ago
#4
I do not insist on Periodic Returns to be the tool to show this. Analysis Series could be the on to do this, no problem.
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- ago
#5
Let it be.
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- ago
#6
Let's add a TradingHourOfDay choice to Position Metrics and Analysis Series.
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Best Answer
- ago
#7
Ready in B45.
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