rumpypumpydumpy

Sigma Spike Filtered Binned OPR ( Adam H. Grimes )

4321 görüntülenme
288
As originally described by Adam H. Grimes.

For analyzing the location of Open within the day's range (OPR). The OPR histogram displays the binned distribution of OPR values for the chart history. Fat tails at the extremes indicates that Open occurred more often close to the day's high or low.

The OPR results are filtered according to volatility using Grime's Sigma Spike. So that OPR values are only recorded when volatility exceeds a threshold (relative high range days).

This may (strong emphasis on may) indicate the opportunity for trades early in the day on days that begin with a high amount of relative volatility and trading with the direction that price is moving away from the open.
Sürüm Notları: There is now also a follow on script here which allows further breakdown by hour of the day and day of the week
Açık kaynak kodlu komut dosyası

Gerçek TradingView ruhuyla, bu komut dosyasının yazarı açık kaynak olarak yayınladı, böylece yatırımcılar bunu anlayabilir ve doğrulayabilir. Yazara tebrikler! Ücretsiz olarak kullanabilirsiniz, ancak bu kodun bir yayında yeniden kullanımı Kullanım Koşulları tarafından belirlenmektedir. Bir grafikte kullanmak için favorilerinize ekleyebilirsiniz.

Bu komut dosyasını bir grafikte kullanmak ister misiniz?

Yorumlar

500 koin
Cevap Gönder
Thanks for your nice work. Is it possible to have a diferent plot for the orange and grey bars on the histogram?
Cevap Gönder
aldenfi aldenfi
Cevap Gönder
@aldenfi, What do you mean by a different plot?
Cevap Gönder
Very nice work, really like your presentation!
Cevap Gönder
@allanster, Thanks :)
Cevap Gönder
I don'T think I'm understanding it correctly. Could you provide a basic description how to read the diagram?
Cevap Gönder
@berishaz, Analyses how often the location of candle open occurs near the high or low for relatively large candles. So for example with the script's chart above, it shows that for high range days, BTC's open often occurs quite close to either the high or low (red and green bars on the histo).
Cevap Gönder
berishaz rumpypumpydumpy
@rumpypumpydumpy, Thanks. Appreciate that you took the time. Cleared up confusion that I had.
Cevap Gönder