OPEN-SOURCE SCRIPT
Zaktualizowano

level_stats

1 186
This script tells you the percentage of time an instrument's closing value is above and below a level of your choosing. The background color visually indicates periods where the instrument closed at or above the level (red) and below it (blue). For "stationary-ish" processes, you can get a loose feel for the mean, high, and low values. The historical information conveyed through the background coloring can help you plan derivatives trades. Try with your favorite pairs, commodities, or volatility indices.

Usage: pick a level of interest using the input.
Informacje o Wersji
Added a histogram to depict the distribution of closing prices. Prices less than the "level" input are blue, while those above the level are red. This color scheme is also used to color the chart background.
Informacje o Wersji
removed some debug code
Informacje o Wersji
added mean, median, and stdev
Informacje o Wersji
Added a date selection. The statistics and histogram will reflect only the period [ start, end ).
Informacje o Wersji
added a horizontal line (light red) to indicate the level
Informacje o Wersji
The histogram's width, height, and number of buckets are now adjustable inputs. More buckets will make the histogram somewhat smoother and more detailed, but at the cost of performance. The maximum number of buckets is probably around 80. The width and height units are "percentage of the screen".

I have set the defaults at levels that perform reasonably well.

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