level_stats

2021년 12월 10일

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.

2021년 12월 12일

릴리즈 노트

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.

2021년 12월 12일

릴리즈 노트

removed some debug code

2021년 12월 12일

릴리즈 노트

added mean, median, and stdev

2021년 12월 13일

릴리즈 노트

Added a date selection. The statistics and histogram will reflect only the period [ start, end ).

2021년 12월 14일

릴리즈 노트

added a horizontal line (light red) to indicate the level

2021년 12월 15일

릴리즈 노트

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.