Note the 7:46 candle and the possibilities...........
surrounding the period. It has become common where rules are tested concerning boundaries. This once was not so. The E-Mini markets had greater volume and action reliability. It appears as though stops are being run in a Naz stock. As more and more E-Mini markets become open and available, volume in all disburses to the new and novelty markets. But if the general principles of the ball-trade method were incorporated for the period, boundaries would be 1570.50 and 1575.00. Using inside-out would have been 1573.00 and 1575.00 and a test of nerves would follow (although one might not trade at 7:46 A.M. - risk increases).
Ball-trade appears safer in more volatile periods while inside-out proves more rewarding if not stopped out.
Can volatility be quantified to determine which method should be used? I have read a few gurus saying nearly all meaningful price moves occur once a threshold range activity has been violated. In other words, and theoretically, MSFT will not print a substancial price move until it completes $1.91 in any one direction in a single action.
Do these methods have that theory covered in its operation? A quest, perhaps, now insues.
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