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Intraday Seasonality
Overview
Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest.
Features
Metrics Explained
Usage
Notes
Overview
Analyzes historical patterns by time of day. Identifies when volatility, volume, and open interest changes tend to be highest or lowest.
Features
- Multiple Metrics: TR (volatility), Volume, and Open Interest changes
- Flexible Grouping: View patterns by weekday or month to spot day-of-week or seasonal effects
- Heatmap Visualization: Blue (low) to Red (high) color scale for quick pattern recognition
- Percentile Mode: Reduces outlier impact by using 5th-95th percentile range
- Timezone Support: Display in UTC alongside your local time
Metrics Explained
- TR: Volatility - when markets move most
- Volume: Liquidity - when participation is highest
- OI Increase: When new positions are opened
- OI Decrease: When positions are closed
- OI Net: Net open interest change
Usage
- Set your timezone and preferred slot size (30min/1H)
- Choose a date range (relative or custom)
- Select a metric to analyze
- Use "Group By" to see weekday or monthly patterns
- Switch to Percentile color scale if outliers dominate
Notes
- Chart timeframe should be equal to or smaller than Slot Size
- OI metrics require Binance Perpetual symbols
- DST is not automatically adjusted; consider seasonal shifts for US/EU sessions
發行說明
Add Feature- Current Time Highlight: Yellow text marks your current time slot
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開源腳本
秉持TradingView一貫精神,這個腳本的創作者將其設為開源,以便交易者檢視並驗證其功能。向作者致敬!您可以免費使用此腳本,但請注意,重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。