OPEN-SOURCE SCRIPT
已更新

Seasonality Overnight Gaps - Tabular Form

3 144
Use this indicator on Daily Timeframe

This script calculates the overnight gaps above a specific threshold (that can be set through input parameters) and displays the data in a tabular form with Year in the rows and the day of the week in the columns.
Also a summary row is displayed at the bottom for day of the week.
Detailed Gap info is displayed as tooltip for the cell data
Gap - Open should be outside the previous day's Open and Close
Gap % - open/prev. close - 1 if Gap is there
版本注释
Changed DOW Logic to use time_close as some US instruments trade Sunday night and DOW is not reflected properly for those instruments.

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