High/Low Delta Divergence Statistical study

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Sat, 09/11/2021 - 10:56
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joshdawson
Last seen: 1 year 2 months ago
Joined: 04/14/2015 - 12:25
High/Low Delta Divergence Statistical study

Chad,

I would like to do a Statistical study on the High/Low divergence. of delta.

If a PNF chart on the ES has a negative delta while the PNF price is moving up, what is the probability that the next bar closes < close.1?

I have no idea how to do this. Can you point me in the right direction, or if you have time can you make the study?

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Mon, 09/13/2021 - 11:44
joshdawson
Last seen: 1 year 2 months ago
Joined: 04/14/2015 - 12:25
Update/

Update/
I am using the Renko Divergence chart that you made a few years ago The signal works great! Where i am stuck at now is how to calculate the statistical probability of the signal working on a 8 tick renko.

Here is the link to the chart that I am using. This is also a good candidate for the HW series. A lot of folks in CT use this method
https://www.linnsoft.com/charts/renkodeltadivergence-es

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