twingall

Statistics: High & Low timings of custom session; 1yr history

twingall Mis à jour   
Get statistics of the Session High and Session Low timings for any custom session; based on around 1yr of data.

//Purpose:
-To get data on the 'time of day' tendencies of an asset.
-Narrow in on a custom defined session and get statistics on that session.

//Notes:
-Input times are always in New York time (but changing the timezone after setting WILL adust both table stats and background highlight correctly.
-For particularly long sessions, make sure text size is set to 'tiny' (very long vertical table), or adjust table to display horizontally.
-You'll notice most assets show higher readings around NY equities open (9:30am NY time). Other assets will have 'hot-spots' at other times too.
-Timings represent the beginning of a 15m candle. i.e. reading for 15:45 represents a high occurring between 15:45 and 1600.
-Premium users should get 20k bars => around 1year's worth of data on a 15minute chart. Days of history is displayed in the top left corner of the table.

//Limitations
-only designed and working on 15minute timeframe (to gather a full year of meaningful/comparable % stats, need 15minute 'buckets' of time.
-sessions cannot cross through midnight, or start at midnight (00:15 is ok). 00:15 >> 23:45 is the max session length. On BTC, same applies but 01:00 instead of midnight (all in NY time).
-if your session crosses through 'dead time' (e.g. 17:00-18:00 S&P NY time); table will correctly omit these non-existent candles, but it will add on the missing hour before the start time.



//Cautionary note:
-Since markets are not uncommonly in a trending state when your defined session starts or ends, the high/low timings % readings for start and end of session may be misleadingly high. Try to look for unusually high readings that are not at the start/end of your session.


Wheat (ZW1!) 15min chart; Table displayed vertically:

Nasdaq (NQ1!) 15m chart; Table displayed horizontally and with smaller text to view a very long custom session:
Notes de version:
-Updated cover chart; Cleaned up code.
-Also, I forgot to mention user inputs in the above description:
• Custom Session • Timezone • Table (toggle on/off) • Table (toggle Vertical/Horizontal) • Use Percent vs Use Count • Decimal precision for % values • All standard color & size formatting options.
Notes de version:
-fix cover chart
Notes de version:
-changed default text color to red for those who use black chart background
Notes de version:
-Added option to choose specific day of week to test (e.g. test / get stats from only historical Wednesdays). Leave set to 'ALL' for this indicator to function as before with stats from all trading days.
-Added option of manual backtest start date (default toggled off).
~Example usage, ES1! 15m; testing only Wednesday afternoon session:

You can buy me a coffee here...

PayPal.Me/twingall
BTC: 3JrhUwNRnKyqhaa1n1AXKeAubNeEFoch6S
ETH erc20: 0x4b0400B1c18503529ab69611e82a934DDe4Ab038
ETH bep20: 0x1F0f03F184079bb1085F8C9dF3a8191C9f5869B3
Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?