OPEN-SOURCE SCRIPT
已更新 Average price in candle
Plots the average price a security had within a candle.
So, for example: If you have a 15m candle, and price stayed near the candle's high for 10 out of the 15 minutes, you would expect the average price top be near the candle's high as well. And that's actually how it is.
(Blue 10:30 candle in the screenshot.)
I think this "average in-candle price" could be a useful thing to know. You can't gather this information from the normal chart (as you would need to go to a lower timeframe). Plus this plot can be smoother than plots of, say, closing price or hl2.
The calculation happens in a lower timeframe which is selected automatically. There is a precision selector which allows you to influence this. By default, at least 10 values are sampled for each candle.
If you have TradingView Premium, the script is able to use second-based intervals to look inside 1m candles. (Tick the corresponding checkbox to enable this.)
How it works: I collect timestamps and hl2 values from the lower timeframe. (I figure hl2 is the best choice here because a close is so arbitrary. If we don't have further information, our guess is the average is simply exactly in the middle of the candle's range.)
Then I throw the last close and current close (from the CHART timeframe) into the mix and calculate an average of the prices we collected weighted by the duration that price was in effect.
tl;dr; It's just math baby
So, for example: If you have a 15m candle, and price stayed near the candle's high for 10 out of the 15 minutes, you would expect the average price top be near the candle's high as well. And that's actually how it is.
(Blue 10:30 candle in the screenshot.)
I think this "average in-candle price" could be a useful thing to know. You can't gather this information from the normal chart (as you would need to go to a lower timeframe). Plus this plot can be smoother than plots of, say, closing price or hl2.
The calculation happens in a lower timeframe which is selected automatically. There is a precision selector which allows you to influence this. By default, at least 10 values are sampled for each candle.
If you have TradingView Premium, the script is able to use second-based intervals to look inside 1m candles. (Tick the corresponding checkbox to enable this.)
How it works: I collect timestamps and hl2 values from the lower timeframe. (I figure hl2 is the best choice here because a close is so arbitrary. If we don't have further information, our guess is the average is simply exactly in the middle of the candle's range.)
Then I throw the last close and current close (from the CHART timeframe) into the mix and calculate an average of the prices we collected weighted by the duration that price was in effect.
tl;dr; It's just math baby
版本注释
Made the line slightly transparent (nice if you put it in front of the candles)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。