PINE LIBRARY
GapDetect
Gap Severity Analysis Library
This library, GapDetect, simplifies the identification and evaluation of overnight gaps by leveraging statistical metrics such as standard deviation and percentage moves. It is ideal for detecting large abnormal gaps which may be used to modify how strategies may decide to enter or exit.
Key Features:
Overnight Gap Detection
Provides two core functions:
Volatility Analysis
Includes functions for statistical gap analysis:
Gap Severity Metric
Customizable Parameters
Supports custom session specifications, resolutions, and outlier thresholds.
This library, GapDetect, simplifies the identification and evaluation of overnight gaps by leveraging statistical metrics such as standard deviation and percentage moves. It is ideal for detecting large abnormal gaps which may be used to modify how strategies may decide to enter or exit.
Key Features:
Overnight Gap Detection
Provides two core functions:
- today: Computes the value of today's overnight gap.
- todayPercent: Computes the percentage change for today's overnight gap.
Volatility Analysis
Includes functions for statistical gap analysis:
- normal: Calculates the normal daily standard deviation of the overnight gap, filtering outliers using customizable thresholds.
- normalPercent: Similar to normal, but for percentage-based gap moves.
Gap Severity Metric
- severity: a positive or negative value that represents the ratio of the current overnight move compared to the standard deviation of previous ones.
Customizable Parameters
Supports custom session specifications, resolutions, and outlier thresholds.
Pine kitaplığı
Gerçek TradingView ruhuyla, yazar bu Pine kodunu açık kaynaklı bir kütüphane olarak yayınladı, böylece topluluğumuzdaki diğer Pine programcıları onu yeniden kullanabilir. Yazar çok yaşa! Bu kütüphaneyi özel olarak veya diğer açık kaynaklı yayınlarda kullanabilirsiniz, ancak bu kodun bir yayında yeniden kullanılması Ev kuralları tarafından yönetilir.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.