2001年~2011年までのUSDJPY一分足で終値ー始値が+10pips動いたときのその後のローソクの挙動
結論:15分後くらいまで反転確率が高まるがその後均一化する
1分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
10 | 10 | 5 | 8 | 19 | 35 | 55 | 89 | 136 | 194 | 211 | 449 | 157 | 112 | 80 | 55 | 31 | 26 | 14 | 19 | 10 | 25 |
0.57 | 0.57 | 0.29 | 0.46 | 1.09 | 2 | 3.14 | 5.09 | 7.77 | 11.09 | 12.06 | 25.66 | 8.97 | 6.4 | 4.57 | 3.14 | 1.77 | 1.49 | 0.8 | 1.09 | 0.57 | 1.43 |
open-low risk |
---|
22 | 7 | 15 | 17 | 35 | 70 | 106 | 150 | 214 | 258 | 482 | risk | | | | | | | | | | |
1.26 | 0.4 | 0.86 | 0.97 | 2 | 4 | 6.06 | 8.57 | 12.23 | 14.74 | 27.54 | | | | | | | | | | | |
2pips minuspercent is 32.07
2pips pluspercent is 30.23
2分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
17 | 7 | 10 | 17 | 20 | 53 | 75 | 104 | 126 | 175 | 184 | 420 | 149 | 98 | 85 | 58 | 39 | 23 | 29 | 12 | 9 | 40 |
0.97 | 0.4 | 0.57 | 0.97 | 1.14 | 3.03 | 4.29 | 5.94 | 7.2 | 10 | 10.51 | 24 | 8.51 | 5.6 | 4.86 | 3.31 | 2.23 | 1.31 | 1.66 | 0.69 | 0.51 | 2.29 |
open-low risk |
---|
33 | 15 | 19 | 29 | 55 | 82 | 118 | 138 | 167 | 206 | 426 | risk | | | | | | | | | | |
1.89 | 0.86 | 1.09 | 1.66 | 3.14 | 4.69 | 6.74 | 7.89 | 9.54 | 11.77 | 24.34 | | | | | | | | | | | |
2pips minuspercent is 34.51
2pips pluspercent is 30.97
3分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
34 | 7 | 12 | 19 | 36 | 55 | 98 | 110 | 115 | 133 | 178 | 413 | 117 | 113 | 83 | 61 | 43 | 26 | 20 | 11 | 12 | 54 |
1.94 | 0.4 | 0.69 | 1.09 | 2.06 | 3.14 | 5.6 | 6.29 | 6.57 | 7.6 | 10.17 | 23.6 | 6.69 | 6.46 | 4.74 | 3.49 | 2.46 | 1.49 | 1.14 | 0.63 | 0.69 | 3.09 |
open-low risk |
---|
52 | 15 | 18 | 34 | 65 | 91 | 123 | 128 | 159 | 163 | 422 | risk | | | | | | | | | | |
2.97 | 0.86 | 1.03 | 1.94 | 3.71 | 5.2 | 7.03 | 7.31 | 9.09 | 9.31 | 24.11 | | | | | | | | | | | |
2pips minuspercent is 35.38
2pips pluspercent is 30.88
5分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
56 | 17 | 27 | 37 | 40 | 44 | 91 | 99 | 108 | 146 | 120 | 370 | 117 | 96 | 74 | 76 | 56 | 45 | 27 | 22 | 15 | 67 |
3.2 | 0.97 | 1.54 | 2.11 | 2.29 | 2.51 | 5.2 | 5.66 | 6.17 | 8.34 | 6.86 | 21.14 | 6.69 | 5.49 | 4.23 | 4.34 | 3.2 | 2.57 | 1.54 | 1.26 | 0.86 | 3.83 |
open-low risk |
---|
89 | 23 | 42 | 37 | 55 | 84 | 106 | 122 | 145 | 129 | 375 | risk | | | | | | | | | | |
5.09 | 1.31 | 2.4 | 2.11 | 3.14 | 4.8 | 6.06 | 6.97 | 8.29 | 7.37 | 21.43 | | | | | | | | | | | |
2pips minuspercent is 37.99
2pips pluspercent is 34.01
7分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
80 | 25 | 24 | 36 | 43 | 60 | 83 | 105 | 118 | 115 | 123 | 348 | 100 | 81 | 79 | 83 | 58 | 35 | 27 | 25 | 24 | 78 |
4.57 | 1.43 | 1.37 | 2.06 | 2.46 | 3.43 | 4.74 | 6 | 6.74 | 6.57 | 7.03 | 19.89 | 5.71 | 4.63 | 4.51 | 4.74 | 3.31 | 2 | 1.54 | 1.43 | 1.37 | 4.46 |
open-low risk |
---|
116 | 22 | 35 | 49 | 69 | 90 | 107 | 108 | 116 | 140 | 343 | risk | | | | | | | | | | |
6.63 | 1.26 | 2 | 2.8 | 3.94 | 5.14 | 6.11 | 6.17 | 6.63 | 8 | 19.6 | | | | | | | | | | | |
2pips minuspercent is 39.37
2pips pluspercent is 33.7
15分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
121 | 46 | 31 | 42 | 48 | 65 | 76 | 77 | 99 | 97 | 90 | 328 | 87 | 88 | 68 | 58 | 47 | 52 | 35 | 22 | 27 | 146 |
6.91 | 2.63 | 1.77 | 2.4 | 2.74 | 3.71 | 4.34 | 4.4 | 5.66 | 5.54 | 5.14 | 18.74 | 4.97 | 5.03 | 3.89 | 3.31 | 2.69 | 2.97 | 2 | 1.26 | 1.54 | 8.34 |
open-low risk |
---|
177 | 32 | 44 | 48 | 61 | 74 | 84 | 100 | 84 | 104 | 335 | risk | | | | | | | | | | |
10.11 | 1.83 | 2.51 | 2.74 | 3.49 | 4.23 | 4.8 | 5.71 | 4.8 | 5.94 | 19.14 | | | | | | | | | | | |
2pips minuspercent is 40.1
2pips pluspercent is 36
30分後
close*100-open*100=10 -20~ | -18~-20 | -16~-18 | -14~-16 | -12~-14 | -10~-12 | -8~-10 | -6~-8 | -4~-6 | -2~-4 | -0~-2 | 0~2 | 2~4 | 4~6 | 6~8 | 8~10 | 10~12 | 12~14 | 14~16 | 16~18 | 18~20 | 20~ |
208 | 31 | 24 | 36 | 48 | 56 | 58 | 69 | 71 | 78 | 71 | 317 | 73 | 67 | 59 | 61 | 57 | 35 | 34 | 27 | 25 | 245 |
11.89 | 1.77 | 1.37 | 2.06 | 2.74 | 3.2 | 3.31 | 3.94 | 4.06 | 4.46 | 4.06 | 18.11 | 4.17 | 3.83 | 3.37 | 3.49 | 3.26 | 2 | 1.94 | 1.54 | 1.43 | 14 |
open-low risk |
---|
240 | 30 | 35 | 45 | 61 | 67 | 66 | 71 | 83 | 63 | 329 | risk | | | | | | | | | | |
13.71 | 1.71 | 2 | 2.57 | 3.49 | 3.83 | 3.77 | 4.06 | 4.74 | 3.6 | 18.8 | | | | | | | | | | | |
2pips minuspercent is 38.8
2pips pluspercent is 39.03