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30-min VPOC testing


I looked into data to see how often do we re-test the first 30-min VPOC during the remainder of the day. This study was done only with RTH data.
I did this study on the Dec 2014 contract from 8/1/2014 to 12/18/2014

There were a total of 100 trading days.
Out of the 100 trading days, there were 13 days on which the 30-min VPOC was not tested. This gives us 87% probability of the 30-min VPOC retest.
There was 1 occasion when there were 2 consecutive days of the VPOC not being restested. Which means that there is a 1% chance that we miss the restest 2 days in a row.

Keep in mind that this data does not tell us how close the next 30-min bar opens relative to the VPOC or how much we need to move in order to hit the VPOC

Let me know if you have any questions and I will attempt to answer them.
Awesome work NewKid! Thanks for sharing this!
great new kid.....thank you.......can u take a quick look and see what happens on days where we don't test that VPOC ? Do we leave single prints behind on the 30 , 60 or 90 minute range ? Do we open in or out of the time VA on most of these days ? On most days that we do test the vpoc does the vpoc form at the high of the 30 minute range , low of the range or the OPEN price print ?Hope that isn't asking for too much......I'm curious...some other things might run through my brain later but those are my key questions right now...;
Originally posted by NewKid

I looked into data to see how often do we re-test the first 30-min VPOC during the remainder of the day. This study was done only with RTH data.
I did this study on the Dec 2014 contract from 8/1/2014 to 12/18/2014

There were a total of 100 trading days.
Out of the 100 trading days, there were 13 days on which the 30-min VPOC was not tested. This gives us 87% probability of the 30-min VPOC retest.
There was 1 occasion when there were 2 consecutive days of the VPOC not being restested. Which means that there is a 1% chance that we miss the restest 2 days in a row.

Keep in mind that this data does not tell us how close the next 30-min bar opens relative to the VPOC or how much we need to move in order to hit the VPOC

Let me know if you have any questions and I will attempt to answer them.
Bruce, these questions will take a little longer to answer so I will get to them as soon as I have some time. This will require me going back and looking at the charts themselves.

DT, this is the least I could do after all the value I have gotten from your wonderful forum. I actually do not mind doing research as long as I know what I am looking for :)