OPEN-SOURCE SCRIPT
Price Move Exceed % Threshold & BE Evaluation1
Handy to see history or quick back test of moves. Enter a decimal for percentage wanted [i.e. 0.10 for 10%] and choose the time frame wanted [i.e. 1D for daily back test]. The occurrences of the up or down threshold are plotted in the panel as maroon or green squares and can be read as red or green text in the panel data and on the right hand scale [expand scale to make all values visible if wanted]. The last [blue] number in the panel is the average move for the chosen [in inputs] period.
My usage is mostly to see what % has been exceeded for break even prices of option trades. Example: in SPY a spread has a break even of 567 when the price is 570; I get the percentage of the $3 move by dividing 3/570 to get 0.0526 [rounding though not okay not to]; the results show as described above.
My usage is mostly to see what % has been exceeded for break even prices of option trades. Example: in SPY a spread has a break even of 567 when the price is 570; I get the percentage of the $3 move by dividing 3/570 to get 0.0526 [rounding though not okay not to]; the results show as described above.
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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。