probability_of_touch

- level: the "level" to be touched. it can be a number of points, percentage points, or standard deviations away from the mark price. a positive level is above the mark price, and a negative level is below the mark price.
- type: determines the meaning of the "level" parameter. "price" means price points (i.e. the numbers you see on the chart). "percentage" is expressed as a whole number, not a fraction. "stdev" means number of standard deviations, which is computed from recent realized volatlity.
- mark: the point from which the "level" is measured.
- length: the number of days within which the level must be touched.
- window: the number of days used to compute realized volatility. this parameter is only used when "type" is "stdev".
- debug: displays a fuchsia "X" over periods that touched the level. note that only a limited number of labels can be drawn.
- start: only include data after this time in the calculation.
- end: only include data before this time in the calculation.
Example: You want to know how many times Apple stock fell $1 from its closing price the next day, between 2020-02-26 and today. Use the following parameters:
level: -1
type: price
mark: close
length: 1
window: [NA]
debug: [NA]
start: 2020-02-26
end: [default]
How does the script work? On every bar, the script looks back "length" days and sees if any day exceeded the "mark" price from "length" days ago, plus the limit. The probability is the ratio of such periods wherein price exceeded the limit to the total number of periods.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Untuk akses pantas pada carta, tambah skrip ini kepada kegemaran anda — ketahui lebih lanjut di sini.
Penafian
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Untuk akses pantas pada carta, tambah skrip ini kepada kegemaran anda — ketahui lebih lanjut di sini.