Hi everybody!
I decided to release this script to help traders keeping track of market gaps on the CME.
The script works in general for any market and at any timeframe.
The script allows the user to:
- Identify price gaps of a customized amplitude (Gap Width)
- Compute the probabilities of filling them (specific for bullish and bearish gaps or cumulative)
- Visualize gaps on the chart through red and green price areas.
- Visualize the last N unfilled bullish and bearish gaps together with their time of creation.
I decided to release this script to help traders keeping track of market gaps on the CME.
The script works in general for any market and at any timeframe.
The script allows the user to:
- Identify price gaps of a customized amplitude (Gap Width)
- Compute the probabilities of filling them (specific for bullish and bearish gaps or cumulative)
- Visualize gaps on the chart through red and green price areas.
- Visualize the last N unfilled bullish and bearish gaps together with their time of creation.
Notes de version:
Major improvements regarding:
- Flexibility in handling the data
- Customization of labels and tables
- Flexibility in handling the data
- Customization of labels and tables
Notes de version:
Minor bug fixed
Notes de version:
Minor bug fixed
Notes de version:
- More customizability (All the labels can be now removed)
- Bug fixed on coexisting bull and bear gaps
- Bug fixed on coexisting bull and bear gaps
Notes de version:
- Improved calculations
- Minor bug fix
- Minor bug fix
Notes de version:
- Box_counting extended
- Table update improvement
- Table update improvement