Ticker Summary v2 provides at-a-glance summary information about a ticker near the current bar on the chart:
Floating shares vs. total shares outstanding
Total market capitalization
Short Ratio
Average True Range Percentage (ATRP)
"R-frequency", explained below
An optional "ATR Reticule" is shown near the price. This is useful for traders that use ATR as a guideline for price targets and stop losses. On the left is the # of ATRs the stock is currently above the session open. On the right is the # of ATRs the stock is extended above a moving average.
R-frequency: a measure of liquidity relevant to your own trading size. It is the frequency at which 1-R of your trading account is traded for a stock. Formula:
(1-R worth of shares) / (average dollar value traded per second), where:
"1-R worth of shares" is how many shares you would buy for a stop loss of -1 ATR, with max risk dollar value based on the Balance and Max Risk % indicator options.
"Average dollar value traded per second" is the 14-day average of (avg(high, low and close) * daily volume)
R-frequency of a second or less is very liquid. If the value is higher (for example, over 60 seconds) the stock is less liquid and you may have some trouble filling limit orders quickly.
Updates v1 -> v2:
Removed P/E ratio, Fwd P/E ratio and PEG ratio as the FINRA data for this is unreliable
Replaced 3-day average short volume with more useful Short Ratio metric
Removed extension from moving average - Keltner channel indicator is a good substitute
Added options for text/reticule colors and ATRP moving average length