CAD Data

9월 26일

This indicator provides all of the data required to use the Context Analysis Dashboard (CAD) for live trading.

9월 26일

릴리즈 노트

Updated to properly color the opening gap field and remove clutter from spacers inside of sections that don't have data.

9월 26일

릴리즈 노트

Added table name.

9월 28일

릴리즈 노트

Simplified calculations for Globex data.

9월 28일

릴리즈 노트

Updated font to monospace and removed GapDir Range until the corresponding feature is added to CAD.

9월 29일

릴리즈 노트

CAD Data Indicator - Major Update

We're excited to release a significant update to the CAD Data indicator that introduces visual target lines and comprehensive backtesting data.

What's New

1. Visual Target Lines on Chart
The indicator now displays measured move target lines directly on your charts for three key opening range periods:

- OR12 Targets (First 12 bars): 50% and 100% measured move targets with bullish (above range) and bearish (below range) projections
- OR18 Targets (First 18 bars): 50% and 100% measured move targets for extended range analysis
- Globex/Pre-market Targets: 50% and 100% targets based on overnight/pre-market range

2. Fully Customizable Line Appearance
Each target line set offers complete visual customization:
- Colors: Choose distinct colors for bullish/bearish and 50%/100% levels
- Line Styles: Solid, Dashed, or Dotted options
- Line Width: Adjustable thickness (1-4)
- Toggle Display: Show/hide each target set independently

3. Comprehensive Data Window for Backtesting
The Data Window now includes 38 critical metrics organized into 7 sections:
- Session Statistics: Gap %, GX Range %, OR12 Range %, OR18 Range %, Current Session %
- Breakout Detection: Gap Close Bar, PDH/PDL Breakout Bars, GXH/GXL Breakout Bars
- OR12 Target Hits: Bull/Bear Breakout Bars, 50% and 100% Target Hit Bars
- OR18 Target Hits: Bull/Bear Breakout Bars, 50% and 100% Target Hit Bars
- Globex Target Hits: 50% and 100% Bull/Bear Target Hit Bars
- Directional Indicators: OR Close vs Previous Day/Globex/Open
- EMA Analysis: Closes Above/Below EMA counts

Use Cases

For Day Traders:
- Identify key measured move targets for the trading session
- Track when price hits statistical profit targets
- Monitor opening range breakout confirmations

For Systematic Traders:
- Access complete bar-by-bar data for strategy development
- Backtest measured move strategies with precise target hit timing
- Analyze opening range dynamics across different timeframes

How to Use

1. Enable Target Lines: Use the "Target Lines" settings group to show/hide each target set
2. Customize Appearance: Adjust colors, styles, and widths in the respective settings groups (OR12, OR18, Globex)
3. Access Data Window: Open TradingView's Data Window (right sidebar) to view all metrics
4. Export for Analysis: Data Window values can be copied for external analysis and backtesting

Notes

- Target lines are calculated after their respective periods complete (bar 13 for OR12, bar 19 for OR18)
- Lines extend through the trading session and lock at session close
- All calculations reset each trading day
- Data Window metrics use 0 for events that haven't occurred, and the bar number when they do occur

Thank you for your continued support. Happy trading!

10월 1일

릴리즈 노트

Bug fix for plotting Globex levels and marking the bars that test them.

10월 6일

릴리즈 노트

Address bug in OR-18 calculations

10월 8일

릴리즈 노트

Updated Globex calculations.