Using the finantic.FOREX extension, the finantic.InteractiveGraphics extension and
a scripted WL strategy I created a plot "Forex Intraday Volatility Profile" with the relevant exchange hours in the same plot:
In EURUSD there is a mysterious volatility peak at 12:30 UTC:
Has anybody an idea where this peak comes from?
None of the major exchanges opens or closes....
a scripted WL strategy I created a plot "Forex Intraday Volatility Profile" with the relevant exchange hours in the same plot:
In EURUSD there is a mysterious volatility peak at 12:30 UTC:
Has anybody an idea where this peak comes from?
None of the major exchanges opens or closes....
Rename
Seems to peak on the hour and less every half-hour.
Automated strategies running at those intervals?
Automated strategies running at those intervals?
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