News Evaluator
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    Senior Member fxtester's Avatar
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    Nov 2008

    Default News Evaluator

    An indicator to evaluate all the major impact news on most of the pairs, indexes, metals, and energies.

    We take the respective news, we calculate the average of the absolute reaction on the market (absolute [high - open] - [open - low]) over 1, 5, 10 and 20 candles. Minus one spread (we suppose that we have one pending order triggered at each news, minus commission.

    We have to attach the indicator to all pairs, timeframe M30, then we modify the news event and currency into the MetaEditor.

    Finally we collect the result.

    I have posted my results in the Elite section.

    The news have been set manually inside the indicator (between 2014.08 and 2015.10).


    Annual Budget Release
    Building Approvals m/m
    Cash Rate
    CPI q/q
    Employment Change
    GDP q/q
    Mid-Year Economic and Fiscal Outlook
    Monetary Policy Meeting Minutes
    NAB Business Confidence
    PPI q/q
    Private Capital Expenditure q/q
    RBA Gov Stevens Speaks
    RBA Monetary Policy Statement
    RBA Rate Statement
    Retail Sales m/m
    Trade Balance
    Unemployment Rate


    BOC Gov Poloz Speaks
    BOC Monetary Policy Report
    BOC Press Conference
    BOC Rate Statement
    Building Permits m/m
    Core CPI m/m
    Core Retail Sales m/m
    Employment Change
    GDP m/m
    Ivey PMI
    Manufacturing Sales m/m
    Overnight Rate
    Trade Balance
    Unemployment Rate
    Wholesale Sales m/m


    Foreign Currency Reserves
    Gov Board Member Zurbrugg Speaks
    Libor Rate
    SNB Chairman Jordan Speaks
    SNB Monetary Policy Assessment
    SNB Press Conference


    Caixin Flash Manufacturing PMI
    Caixin Manufacturing PMI
    CPI y/y
    GDP q/y
    Industrial Production y/y
    Manufacturing PMI
    Non-Manufacturing PMI
    Trade Balance


    CPI Flash Estimate y/y
    EBA Bank Stress Test Results
    ECB Monetary Policy Meeting Accounts
    ECB President Draghi Speaks
    ECB Press Conference
    ECB Stress Test Results
    European Court of Justice Ruling
    French Flash Manufacturing PMI
    French Prelim GDP q/q
    German Buba President Weidmann Speaks
    German Factory Orders m/m
    German Flash Manufacturing PMI
    German Ifo Business Climate
    German Prelim GDP q/q
    German ZEW Economic Sentiment
    Greek Gov Debt Crisis Vote
    Minimum Bid Rate
    Spanish Unemployment Change
    Targeted LTRO


    Annual Budget Release
    Autumn Forecast Statement
    Asset Purchase Facility
    Average Earnings Index 3m/y
    Bank Stress Test Results
    BOE Gov Carney Speaks
    BOE Inflation Report
    Claimant Count Change
    Construction PMI
    Current Account
    CPI y/y
    Inflation Report Hearings
    Manufacturing PMI
    Manufacturing Production m/m
    MPC Asset Purchase Facility Votes
    MPC Official Bank Rate Votes
    Monetary Policy Summary
    Official Bank Rate
    Prelim GDP q/q
    Retail Sales m/m
    Second Estimate GDP q/q
    Services PMI


    BOJ Gov Kuroda Speaks
    BOJ Press Conference
    Monetary Policy Statement
    Prelim GDP q/q


    ANZ Business Confidence
    CPI q/q
    Current Account
    Employment Change q/q
    GDP q/q
    GDT Price Index
    Inflation Expectations q/q
    NZIER Business Confidence
    Official Cash Rate
    PPI Input q/q
    RBNZ Financial Stability Report
    RBNZ Gov Wheeler Speaks
    RBNZ Monetary Policy Statement
    RBNZ Press Conference
    RBNZ Rate Statement
    Retail Sales q/q
    Trade Balance
    Unemployment Rate


    ADP Non-Farm Employment Change
    Advance GDP q/q
    Average Hourly Earnings m/m
    Building Permits
    CB Consumer Confidence
    Chicago PMI
    Core CPI m/m
    Core Durable Goods Orders m/m
    Core Retail Sales m/m
    CPI m/m
    Durable Goods Orders m/m
    Existing Home Sales
    Fed Chair Yellen Speaks
    Fed Chair Yellen Testifies
    Federal Funds Rate
    Final GDP q/q
    FOMC Economic Projections
    FOMC Meeting Minutes
    FOMC Member Dudley Speaks
    FOMC Member Fischer Speaks
    FOMC Member Lacker Speaks
    FOMC Member Lockhart Speaks
    FOMC Member Powell Speaks
    FOMC Press Conference
    FOMC Statement
    Goods Trade Balance
    Industrial Production m/m
    ISM Manufacturing PMI
    ISM Non-Manufacturing PMI
    New Home Sales
    Non-Farm Employment Change
    Pending Home Sales m/m
    Philly Fed Manufacturing Index
    PPI m/m
    Prelim GDP q/q
    Prelim Unit Labor Costs q/q
    Prelim UoM Consumer Sentiment
    Retail Sales m/m
    Trade Balance
    Unemployment Claims
    Unemployment Rate

    Attached Files Attached Files
    Last edited by fxtester; 10-20-2015 at 15:31.

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News Evaluator