Harwinder Sekhon
f760e9070a
Scripts + summary CSVs for the 2026-07-24 studies (real XAU spread ~$0.65 tradable hours; Oanda vs TD bars diverge ~11% of ATR with 10% direction flips). Large raw data files (parquet, per-boundary samples) gitignored. Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
1.1 KiB
1.1 KiB
| 1 | hour_utc | bars | mean_abs_dclose | p95_abs_dclose | mean_abs_dhigh | mean_abs_dlow | oanda_median_spread |
|---|---|---|---|---|---|---|---|
| 2 | 0 | 1029 | 3.3483 | 13.9460 | 3.2906 | 3.4310 | 0.7900 |
| 3 | 1 | 1028 | 3.3483 | 12.8292 | 3.3477 | 3.6398 | 0.7700 |
| 4 | 2 | 1028 | 3.0288 | 10.8960 | 2.9469 | 3.1317 | 0.7700 |
| 5 | 3 | 1028 | 2.8783 | 11.1300 | 2.8419 | 2.9992 | 0.7600 |
| 6 | 4 | 1028 | 2.8232 | 10.4710 | 2.8165 | 2.8455 | 0.7400 |
| 7 | 5 | 1028 | 2.9268 | 10.6027 | 2.9234 | 3.0038 | 0.7400 |
| 8 | 6 | 1028 | 3.0466 | 10.9265 | 2.9487 | 3.0796 | 0.7200 |
| 9 | 7 | 1028 | 3.0286 | 11.3512 | 3.0301 | 3.0797 | 0.6700 |
| 10 | 8 | 1028 | 3.0223 | 11.1483 | 2.8989 | 3.0801 | 0.6600 |
| 11 | 9 | 1028 | 3.0460 | 11.6345 | 2.9307 | 3.0609 | 0.6600 |
| 12 | 10 | 1028 | 2.9280 | 10.9015 | 2.8647 | 3.0029 | 0.6600 |
| 13 | 11 | 1028 | 3.0340 | 11.4712 | 2.9591 | 2.9472 | 0.6600 |
| 14 | 12 | 1028 | 3.0986 | 11.3282 | 2.9412 | 3.1407 | 0.7000 |
| 15 | 13 | 1028 | 3.4014 | 12.3343 | 3.1077 | 3.4228 | 0.7300 |
| 16 | 14 | 1028 | 3.5074 | 11.3628 | 3.3960 | 3.6569 | 0.6900 |
| 17 | 15 | 1028 | 3.4514 | 11.8982 | 3.4124 | 3.6733 | 0.6700 |
| 18 | 16 | 1028 | 3.1275 | 12.5155 | 3.2038 | 3.3061 | 0.6700 |
| 19 | 17 | 1020 | 2.9826 | 12.6435 | 3.0064 | 3.1008 | 0.6900 |
| 20 | 18 | 1015 | 2.8721 | 12.5480 | 2.9101 | 2.9996 | 0.6900 |
| 21 | 19 | 1004 | 2.8637 | 12.1335 | 2.8824 | 2.9454 | 0.6900 |
| 22 | 20 | 996 | 2.8006 | 11.9325 | 2.8486 | 2.8577 | 0.7600 |
| 23 | 21 | 335 | 1.1085 | 4.8600 | 1.1212 | 1.2034 | 0.9400 |
| 24 | 22 | 676 | 4.0827 | 13.6787 | 4.8422 | 4.6761 | 0.8300 |
| 25 | 23 | 1027 | 3.2722 | 12.5725 | 3.5617 | 3.7747 | 0.8700 |