rumpypumpydumpy

Sigma Spike Filtered Binned OPR ( Adam H. Grimes )

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As originally described by Adam H. Grimes.

For analyzing the location of Open within the day's range (OPR). The OPR histogram displays the binned distribution of OPR values for the chart history. Fat tails at the extremes indicates that Open occurred more often close to the day's high or low.

The OPR results are filtered according to volatility using Grime's Sigma Spike. So that OPR values are only recorded when volatility exceeds a threshold (relative high range days).

This may (strong emphasis on may) indicate the opportunity for trades early in the day on days that begin with a high amount of relative volatility and trading with the direction that price is moving away from the open.
版本注释: There is now also a follow on script here which allows further breakdown by hour of the day and day of the week
开源脚本

本着真正的TradingView精神,该脚本的作者将其开源发布,因此交易者可以理解和验证它。为作者加油! 您可以免费使用它,但是在发布中重复使用此代码受网站规则的约束。您可以收藏它以在图表上使用。

想在图表上使用此脚本?

评论

500 代币
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Very nice work, really like your presentation!
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@allanster, Thanks :)
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I don'T think I'm understanding it correctly. Could you provide a basic description how to read the diagram?
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@berishaz, Analyses how often the location of candle open occurs near the high or low for relatively large candles. So for example with the script's chart above, it shows that for high range days, BTC's open often occurs quite close to either the high or low (red and green bars on the histo).
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berishaz rumpypumpydumpy
@rumpypumpydumpy, Thanks. Appreciate that you took the time. Cleared up confusion that I had.
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This publication is now featured in our Editors' Picks. In the name of all TradingView traders, thank you for your valuable contribution to the TradingView community, and congrats!
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