The reason I want to do this is that I have indicators that are previous time-of day based, rather than "past bars" based. With these I can plot historical stats for time of day or day of week. While I can eliminate days from the indicators that I feel are outliers, I have not found a way to do teh exact opposite, which is to only apply the insicators to those outlier days. For example, what is the historical intraday volatility for FOMC days?
I could do this by applying my indicators to a chart that is comprised of just FOMC days.
Thanks.
Comment