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帖子作者:
nonlinear
High Risk - QB Pro
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Mar 10, 2015 at 20:15
Hi Shaun, quick question to help me understand your quant bar indicator. How did you determine the size of the bins? I get that they are desirably equal, but bins 0 and 9 are not equal to the others (likely by design). Did you exclude the most extreme hourly moves or something like that to get reasonably well-defined bins? Thanks!
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