OPEN-SOURCE SCRIPT
已更新 Gap Size Outcome Statistics [vnhilton]

This indicator displays a table with statistics showing the outcomes of gap ups or downs based on your threshold (i.e. does the day end in green or red?). This can be useful for trading, where you're using relevant ETFs & see that they've gapped up/down, & can assume based on statistics that the ETF will end in green/red depending on which has the higher probability (however, you can use these on any other instruments such as stocks to find edges e.g. seeing whether stock XYZ is more likely to end in green/red when it gaps up 100%).
The table also includes sample sizes for your threshold tests for more confidence in the statistics, & also displays average gap up & downs & their respective sample sizes as well. This indicator is intended to be used on the daily timeframe, but can be used on lower or higher timeframes if you prefer.
In the chart snapshot image above, we can see that when the SPY gaps up > 1%, the day is more likely to end in green than in red. But when the SPY gaps down < -1%, it's also more likely to end in green than in red.
(IMPORTANT NOTE: There's 1 limitation with this indicator & it's that it assumes that days where close=open are green days, & that 0% gaps exact are considered gap ups.)
The table also includes sample sizes for your threshold tests for more confidence in the statistics, & also displays average gap up & downs & their respective sample sizes as well. This indicator is intended to be used on the daily timeframe, but can be used on lower or higher timeframes if you prefer.
In the chart snapshot image above, we can see that when the SPY gaps up > 1%, the day is more likely to end in green than in red. But when the SPY gaps down < -1%, it's also more likely to end in green than in red.
(IMPORTANT NOTE: There's 1 limitation with this indicator & it's that it assumes that days where close=open are green days, & that 0% gaps exact are considered gap ups.)
發行說明
- Fixed a bug for gap down input (forgot minus sign for minimum value input of -100)發行說明
-Fixed chart snapshot image發行說明
- fixed chart snapshot image (again)發行說明
- Rearranged some columns & made headers clearer 開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。