OPEN-SOURCE SCRIPT
Statistical Histogram with configurable bins and Data Window

Creates a Histogram for Statistical Analysis of any source.
Input Parameters:
Sample Source: Select your source here, can be any numerical source.
Sample Period: Sample size for Mean and Standard Deviation Calculations.
Enable Cumulative Mode: Will attempt to calculate the bin for every sample in the entire dataset.
Window Period: Used only in Window Mode (Enable Cumulative Mode unchecked), Calculates the bin for the past Window Period sample size.
Bin Label Spacing: Adjust horizontal spacing of Bin Labels below the histogram for easier viewing.
Center Bin: Selects the center Bin, usually set to (0 - Bin Width) < Sample <= 0 standard deviations or (z_score)
Bin Width: Selects the Bin Width in standard deviations.
How you can use it:
View characteristics of dataset such as unimodal/bimodal and skewness to determine preferred statistical analysis.
Additional Reference:
Credits:
Thanks goes out to https://www.tradingview.com/u/e2e4mfck/, for cleaning up some of the code and https://www.tradingview.com/u/alexgrover/ for the original idea.
Usage Tips:
When adjusting the bin parameters, center bin and bin width, verify that the total sum of the bins (Sum Frequency in the Data Window) is close to the Total Samples. If your Sum Frequency is drastically lower it means you need to adjust your center bin and/or bin width to capture more of the data available.
Input Parameters:
Sample Source: Select your source here, can be any numerical source.
Sample Period: Sample size for Mean and Standard Deviation Calculations.
Enable Cumulative Mode: Will attempt to calculate the bin for every sample in the entire dataset.
Window Period: Used only in Window Mode (Enable Cumulative Mode unchecked), Calculates the bin for the past Window Period sample size.
Bin Label Spacing: Adjust horizontal spacing of Bin Labels below the histogram for easier viewing.
Center Bin: Selects the center Bin, usually set to (0 - Bin Width) < Sample <= 0 standard deviations or (z_score)
Bin Width: Selects the Bin Width in standard deviations.
How you can use it:
View characteristics of dataset such as unimodal/bimodal and skewness to determine preferred statistical analysis.
Additional Reference:
Credits:
Thanks goes out to https://www.tradingview.com/u/e2e4mfck/, for cleaning up some of the code and https://www.tradingview.com/u/alexgrover/ for the original idea.
Usage Tips:
When adjusting the bin parameters, center bin and bin width, verify that the total sum of the bins (Sum Frequency in the Data Window) is close to the Total Samples. If your Sum Frequency is drastically lower it means you need to adjust your center bin and/or bin width to capture more of the data available.
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。