Statistics/WL Pro/ Futures
Author: xose.manolo
Creation Date: 5/26/2009 7:05 PM
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xose.manolo

#1
Hi... I am new and I have a quick question. Is it possible to compile statistics via WL Pro on daily, weekly, monthly stats on futures (if we had the plug in and had the data of course..).

e.g. If there are about 22 trading days in the months, which ones would have a higher probablity of shorting or going long ten year futures per se. The reason I am asking is that I am looking to create and back test systematic models according to this information. This is imilar to what Larry Williams has written about in his books.

Also, what is the best source of futures data to plug into WL Pro and is it easy to use? I am sure there will be free versus paid services. Any opinions as to which provides the best service.

Any help would be appreciated.

Regards,

Jose
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Eugene

#2
Hi Jose,

If I understood your request as "which calendar day has a higher probability of winning", then you can take a look at the following discussions:

Trading day of month
Daily Return by calendar day

Although they feature Wealth-Lab 4 code, it's possible to translate it to Wealth-Lab 5 with this free Translator tool if you're interested.

Here's something about futures data:
Where to find a source of historical futures data?
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xose.manolo

#3
Thank you...
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