Seasonality Overnight Gaps - Tabular Form

2022년 10월 23일

Use this indicator on Daily Timeframe

This script calculates the overnight gaps above a specific threshold (that can be set through input parameters) and displays the data in a tabular form with Year in the rows and the day of the week in the columns.
Also a summary row is displayed at the bottom for day of the week.
Detailed Gap info is displayed as tooltip for the cell data
Gap - Open should be outside the previous day's Open and Close
Gap % - open/prev. close - 1 if Gap is there

2022년 10월 24일

릴리즈 노트

Changed DOW Logic to use time_close as some US instruments trade Sunday night and DOW is not reflected properly for those instruments.