Distribution Of Returns Indicator

• 05/21/2019 at 3:01 PM #99021
  Vonasi

  After reading this:

  https://www.managedfuturesinvesting.com/analyzing-a-ctas-daily-returns-part-1/

  I decided to try to code a distribution of returns indicator. I post it here in case it of any use to anyone.

  The indicator checks all the candles between the latest one and whatever start date you set (or all candles if you set StartDate to zero) and calculates the rate of return from close to close of each candle. It then counts how many candles fit into each specific range (in buckets of 0.25%) from -5% return to +5% return and displays it as a bar chart.

  The values above the bars represent the (rounded) percentage of candles whose return fell into that specific range.

  The values below the chart indicates rate of return. Each bar represents a 0.25% range of return (so 0.0% to 0.25% then 0.25% to 0.5% and so on). The bars at either end of the chart represent returns greater than 5% and returns lower than -5%.

  //Distribution Of Returns Indicator //Coded by Vonasi //Date 20190221 defparam drawonlastbaronly = true //startdate = 20170101 //Set to zero to analyse all dates. if opendate >= startdate or startdate = 0 then dailyreturn = ((close[1] - close) / close[1]) * 100 if dailyreturn >= 0 and dailyreturn < 0.25 then dr025 = dr025 + 1 endif if dailyreturn >= 0.25 and dailyreturn < 0.50 then dr050 = dr050 + 1 endif if dailyreturn >= 0.50 and dailyreturn < 0.75 then dr075 = dr075 + 1 endif if dailyreturn >= 0.75 and dailyreturn < 1.00 then dr100 = dr100 + 1 endif if dailyreturn >= 1 and dailyreturn < 1.25 then dr125 = dr125 + 1 endif if dailyreturn >= 1.25 and dailyreturn < 1.50 then dr150 = dr150 + 1 endif if dailyreturn >= 1.55 and dailyreturn < 1.75 then dr175 = dr175 + 1 endif if dailyreturn >= 1.75 and dailyreturn < 2.00 then dr200 = dr200 + 1 endif if dailyreturn >= 2.00 and dailyreturn < 2.25 then dr225 = dr225 + 1 endif if dailyreturn >= 2.25 and dailyreturn < 2.50 then dr250 = dr250 + 1 endif if dailyreturn >= 2.50 and dailyreturn < 2.75 then dr275 = dr275 + 1 endif if dailyreturn >= 2.75 and dailyreturn < 3.00 then dr300 = dr300 + 1 endif if dailyreturn >= 3.00 and dailyreturn < 3.25 then dr325 = dr325 + 1 endif if dailyreturn >= 3.25 and dailyreturn < 3.50 then dr350 = dr350 + 1 endif if dailyreturn >= 3.50 and dailyreturn < 3.75 then dr375 = dr375 + 1 endif if dailyreturn >= 3.75 and dailyreturn < 4.00 then dr400 = dr400 + 1 endif if dailyreturn >= 4.00 and dailyreturn < 4.25 then dr425 = dr425 + 1 endif if dailyreturn >= 4.25 and dailyreturn < 4.50 then dr450 = dr450 + 1 endif if dailyreturn >= 4.50 and dailyreturn < 4.75 then dr475 = dr475 + 1 endif if dailyreturn >= 4.75 and dailyreturn < 5.00 then dr500 = dr500 + 1 endif if dailyreturn >= 5.00 then dr525 = dr525 + 1 endif if dailyreturn < 0 and dailyreturn > -0.25 then dr025n = dr025n + 1 endif if dailyreturn <= -0.25 and dailyreturn > -0.50 then dr050n = dr050n + 1 endif if dailyreturn <= -0.50 and dailyreturn > -0.75 then dr075n = dr075n + 1 endif if dailyreturn <= -0.75 and dailyreturn > -1.00 then dr100n = dr100n + 1 endif if dailyreturn <= -1 and dailyreturn > -1.25 then dr125n = dr125n + 1 endif if dailyreturn <= -1.25 and dailyreturn > -1.50 then dr150n = dr150n + 1 endif if dailyreturn <= -1.55 and dailyreturn > -1.75 then dr175n = dr175n + 1 endif if dailyreturn <= -1.75 and dailyreturn > -2.00 then dr200n = dr200n + 1 endif if dailyreturn <= -2.00 and dailyreturn > -2.25 then dr225n = dr225n + 1 endif if dailyreturn <= -2.25 and dailyreturn > -2.50 then dr250n = dr250n + 1 endif if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 endif if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 endif if dailyreturn <= -3.00 and dailyreturn > -3.25 then dr325n = dr325n + 1 endif if dailyreturn <= -3.25 and dailyreturn > -3.50 then dr350n = dr350n + 1 endif if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 endif if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 endif if dailyreturn <= -3.00 and dailyreturn > 3.25 then dr325n = dr325n + 1 endif if dailyreturn <= -3.25 and dailyreturn > -3.75 then dr375n = dr375n + 1 endif if dailyreturn <= -3.75 and dailyreturn > -4.00 then dr400n = dr400n + 1 endif if dailyreturn <= -4.00 and dailyreturn > -4.25 then dr425n = dr425n + 1 endif if dailyreturn <= -4.25 and dailyreturn > -4.50 then dr450n = dr450n + 1 endif if dailyreturn <= -4.50 and dailyreturn > -4.75 then dr475n = dr475n + 1 endif if dailyreturn <= -4.75 and dailyreturn > -5.00 then dr500n = dr500n + 1 endif if dailyreturn <= -5.00 then dr525n = dr525n + 1 endif total = total + 1 upperline = max(dr025,dr025n) * 1.02 lowerline = 0 - (upperline * 0.02) endif dr525perc = round((dr525 / total) * 100) dr500perc = round((dr500 / total) * 100) dr475perc = round((dr475 / total) * 100) dr450perc = round((dr450 / total) * 100) dr425perc = round((dr425 / total) * 100) dr400perc = round((dr400 / total) * 100) dr375perc = round((dr375 / total) * 100) dr350perc = round((dr350 / total) * 100) dr325perc = round((dr325 / total) * 100) dr300perc = round((dr300 / total) * 100) dr275perc = round((dr275 / total) * 100) dr250perc = round((dr250 / total) * 100) dr225perc = round((dr225 / total) * 100) dr200perc = round((dr200 / total) * 100) dr175perc = round((dr175 / total) * 100) dr150perc = round((dr150 / total) * 100) dr125perc = round((dr125 / total) * 100) dr100perc = round((dr100 / total) * 100) dr075perc = round((dr075 / total) * 100) dr050perc = round((dr050 / total) * 100) dr025perc = round((dr025 / total) * 100) dr525nperc = round((dr525n / total) * 100) dr500nperc = round((dr500n / total) * 100) dr475nperc = round((dr475n / total) * 100) dr450nperc = round((dr450n / total) * 100) dr425nperc = round((dr425n / total) * 100) dr400nperc = round((dr400n / total) * 100) dr375nperc = round((dr375n / total) * 100) dr350nperc = round((dr350n / total) * 100) dr325nperc = round((dr325n / total) * 100) dr300nperc = round((dr300n / total) * 100) dr275nperc = round((dr275n / total) * 100) dr250nperc = round((dr250n / total) * 100) dr225nperc = round((dr225n / total) * 100) dr200nperc = round((dr200n / total) * 100) dr175nperc = round((dr175n / total) * 100) dr150nperc = round((dr150n / total) * 100) dr125nperc = round((dr125n / total) * 100) dr100nperc = round((dr100n / total) * 100) dr075nperc = round((dr075n / total) * 100) dr050nperc = round((dr050n / total) * 100) dr025nperc = round((dr025n / total) * 100) dr025nperc = round((dr025n / total) * 100) drawrectangle(barindex-1,0,barindex,dr525) coloured(0,0,255) drawrectangle(barindex-2,0,barindex-1,dr500) coloured(0,0,255) drawrectangle(barindex-3,0,barindex-2,dr475) coloured(0,0,255) drawrectangle(barindex-4,0,barindex-3,dr450) coloured(0,0,255) drawrectangle(barindex-5,0,barindex-4,dr425) coloured(0,0,255) drawrectangle(barindex-6,0,barindex-5,dr400) coloured(0,0,255) drawrectangle(barindex-7,0,barindex-6,dr375) coloured(0,0,255) drawrectangle(barindex-8,0,barindex-7,dr350) coloured(0,0,255) drawrectangle(barindex-9,0,barindex-8,dr325) coloured(0,0,255) drawrectangle(barindex-10,0,barindex-9,dr300) coloured(0,0,255) drawrectangle(barindex-11,0,barindex-10,dr275) coloured(0,0,255) drawrectangle(barindex-12,0,barindex-11,dr250) coloured(0,0,255) drawrectangle(barindex-13,0,barindex-12,dr225) coloured(0,0,255) drawrectangle(barindex-14,0,barindex-13,dr200) coloured(0,0,255) drawrectangle(barindex-15,0,barindex-14,dr175) coloured(0,0,255) drawrectangle(barindex-16,0,barindex-15,dr150) coloured(0,0,255) drawrectangle(barindex-17,0,barindex-16,dr125) coloured(0,0,255) drawrectangle(barindex-18,0,barindex-17,dr100) coloured(0,0,255) drawrectangle(barindex-19,0,barindex-18,dr075) coloured(0,0,255) drawrectangle(barindex-20,0,barindex-19,dr050) coloured(0,0,255) drawrectangle(barindex-21,0,barindex-20,dr025) coloured(0,0,255) drawrectangle(barindex-22,0,barindex-21,dr025n) coloured(0,0,255) drawrectangle(barindex-23,0,barindex-22,dr050n) coloured(0,0,255) drawrectangle(barindex-24,0,barindex-23,dr075n) coloured(0,0,255) drawrectangle(barindex-25,0,barindex-24,dr100n) coloured(0,0,255) drawrectangle(barindex-26,0,barindex-25,dr125n) coloured(0,0,255) drawrectangle(barindex-27,0,barindex-26,dr150n) coloured(0,0,255) drawrectangle(barindex-28,0,barindex-27,dr175n) coloured(0,0,255) drawrectangle(barindex-29,0,barindex-28,dr200n) coloured(0,0,255) drawrectangle(barindex-30,0,barindex-29,dr225n) coloured(0,0,255) drawrectangle(barindex-31,0,barindex-30,dr250n) coloured(0,0,255) drawrectangle(barindex-32,0,barindex-31,dr275n) coloured(0,0,255) drawrectangle(barindex-33,0,barindex-32,dr300n) coloured(0,0,255) drawrectangle(barindex-34,0,barindex-33,dr325n) coloured(0,0,255) drawrectangle(barindex-35,0,barindex-34,dr350n) coloured(0,0,255) drawrectangle(barindex-36,0,barindex-35,dr375n) coloured(0,0,255) drawrectangle(barindex-37,0,barindex-36,dr400n) coloured(0,0,255) drawrectangle(barindex-38,0,barindex-37,dr425n) coloured(0,0,255) drawrectangle(barindex-39,0,barindex-38,dr450n) coloured(0,0,255) drawrectangle(barindex-40,0,barindex-39,dr475n) coloured(0,0,255) drawrectangle(barindex-41,0,barindex-40,dr500n) coloured(0,0,255) drawrectangle(barindex-42,0,barindex-41,dr525n) coloured(0,0,255) drawtext("#dr525perc# ",barindex,upperline) coloured(255,0,0) drawtext("#dr500perc# ",barindex-1,upperline) coloured(255,0,0) drawtext("#dr475perc# ",barindex-2,upperline) coloured(255,0,0) drawtext("#dr450perc# ",barindex-3,upperline) coloured(255,0,0) drawtext("#dr425perc# ",barindex-4,upperline) coloured(255,0,0) drawtext("#dr400perc# ",barindex-5,upperline) coloured(255,0,0) drawtext("#dr375perc# ",barindex-6,upperline) coloured(255,0,0) drawtext("#dr350perc# ",barindex-7,upperline) coloured(255,0,0) drawtext("#dr325perc# ",barindex-8,upperline) coloured(255,0,0) drawtext("#dr300perc# ",barindex-9,upperline) coloured(255,0,0) drawtext("#dr275perc# ",barindex-10,upperline) coloured(255,0,0) drawtext("#dr250perc# ",barindex-11,upperline) coloured(255,0,0) drawtext("#dr225perc# ",barindex-12,upperline) coloured(255,0,0) drawtext("#dr200perc# ",barindex-13,upperline) coloured(255,0,0) drawtext("#dr175perc# ",barindex-14,upperline) coloured(255,0,0) drawtext("#dr150perc# ",barindex-15,upperline) coloured(255,0,0) drawtext("#dr125perc# ",barindex-16,upperline) coloured(255,0,0) drawtext("#dr100perc# ",barindex-17,upperline) coloured(255,0,0) drawtext("#dr075perc# ",barindex-18,upperline) coloured(255,0,0) drawtext("#dr050perc# ",barindex-19,upperline) coloured(255,0,0) drawtext("#dr025perc# ",barindex-20,upperline) coloured(255,0,0) drawtext("#dr525nperc# ",barindex-41,upperline) coloured(255,0,0) drawtext("#dr500nperc# ",barindex-40,upperline) coloured(255,0,0) drawtext("#dr475nperc# ",barindex-39,upperline) coloured(255,0,0) drawtext("#dr450nperc# ",barindex-38,upperline) coloured(255,0,0) drawtext("#dr425nperc# ",barindex-37,upperline) coloured(255,0,0) drawtext("#dr400nperc# ",barindex-36,upperline) coloured(255,0,0) drawtext("#dr375nperc# ",barindex-35,upperline) coloured(255,0,0) drawtext("#dr350nperc# ",barindex-34,upperline) coloured(255,0,0) drawtext("#dr325nperc# ",barindex-33,upperline) coloured(255,0,0) drawtext("#dr300nperc# ",barindex-32,upperline) coloured(255,0,0) drawtext("#dr275nperc# ",barindex-31,upperline) coloured(255,0,0) drawtext("#dr250nperc# ",barindex-30,upperline) coloured(255,0,0) drawtext("#dr225nperc# ",barindex-29,upperline) coloured(255,0,0) drawtext("#dr200nperc# ",barindex-28,upperline) coloured(255,0,0) drawtext("#dr175nperc# ",barindex-27,upperline) coloured(255,0,0) drawtext("#dr150nperc# ",barindex-26,upperline) coloured(255,0,0) drawtext("#dr125nperc# ",barindex-25,upperline) coloured(255,0,0) drawtext("#dr100nperc# ",barindex-24,upperline) coloured(255,0,0) drawtext("#dr075nperc# ",barindex-23,upperline) coloured(255,0,0) drawtext("#dr050nperc# ",barindex-22,upperline) coloured(255,0,0) drawtext("#dr025nperc# ",barindex-21,upperline) coloured(255,0,0) drawtext("5.0%",barindex-1,lowerline) coloured(255,0,0) drawtext("4.5%",barindex-3,lowerline) coloured(255,0,0) drawtext("4.0%",barindex-5,lowerline) coloured(255,0,0) drawtext("3.5%",barindex-7,lowerline) coloured(255,0,0) drawtext("3.0%",barindex-9,lowerline) coloured(255,0,0) drawtext("2.5%",barindex-11,lowerline) coloured(255,0,0) drawtext("2.0%",barindex-13,lowerline) coloured(255,0,0) drawtext("1.5%",barindex-15,lowerline) coloured(255,0,0) drawtext("1.0%",barindex-17,lowerline) coloured(255,0,0) drawtext("0.5%",barindex-19,lowerline) coloured(255,0,0) drawtext("-5.0%",barindex-41,lowerline) coloured(255,0,0) drawtext("-4.5%",barindex-39,lowerline) coloured(255,0,0) drawtext("-4.0%",barindex-37,lowerline) coloured(255,0,0) drawtext("-3.5%",barindex-35,lowerline) coloured(255,0,0) drawtext("-3.0%",barindex-33,lowerline) coloured(255,0,0) drawtext("-2.5%",barindex-31,lowerline) coloured(255,0,0) drawtext("-2.0%",barindex-29,lowerline) coloured(255,0,0) drawtext("-1.5%",barindex-27,lowerline) coloured(255,0,0) drawtext("-1.0%",barindex-25,lowerline) coloured(255,0,0) drawtext("-0.5%",barindex-23,lowerline) coloured(255,0,0) drawtext("%",barindex-42,upperline) coloured(255,0,0) drawsegment(barindex-21,lowerline-25,barindex-21,upperline+25)COLOURED(0,0,0) return upperline*1.05 coloured(0,0,0,0) as "-", -25 coloured(0,0,0,0) as "-"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357

  //Distribution Of Returns Indicator //Coded by Vonasi //Date 20190221   defparam drawonlastbaronly = true   //startdate = 20170101 //Set to zero to analyse all dates.   if opendate >= startdate or startdate = 0 then dailyreturn = ((close[1] - close) / close[1]) * 100   if dailyreturn >= 0 and dailyreturn < 0.25 then dr025 = dr025 + 1 endif   if dailyreturn >= 0.25 and dailyreturn < 0.50 then dr050 = dr050 + 1 endif   if dailyreturn >= 0.50 and dailyreturn < 0.75 then dr075 = dr075 + 1 endif   if dailyreturn >= 0.75 and dailyreturn < 1.00 then dr100 = dr100 + 1 endif   if dailyreturn >= 1 and dailyreturn < 1.25 then dr125 = dr125 + 1 endif   if dailyreturn >= 1.25 and dailyreturn < 1.50 then dr150 = dr150 + 1 endif   if dailyreturn >= 1.55 and dailyreturn < 1.75 then dr175 = dr175 + 1 endif   if dailyreturn >= 1.75 and dailyreturn < 2.00 then dr200 = dr200 + 1 endif   if dailyreturn >= 2.00 and dailyreturn < 2.25 then dr225 = dr225 + 1 endif   if dailyreturn >= 2.25 and dailyreturn < 2.50 then dr250 = dr250 + 1 endif   if dailyreturn >= 2.50 and dailyreturn < 2.75 then dr275 = dr275 + 1 endif   if dailyreturn >= 2.75 and dailyreturn < 3.00 then dr300 = dr300 + 1 endif   if dailyreturn >= 3.00 and dailyreturn < 3.25 then dr325 = dr325 + 1 endif   if dailyreturn >= 3.25 and dailyreturn < 3.50 then dr350 = dr350 + 1 endif   if dailyreturn >= 3.50 and dailyreturn < 3.75 then dr375 = dr375 + 1 endif   if dailyreturn >= 3.75 and dailyreturn < 4.00 then dr400 = dr400 + 1 endif   if dailyreturn >= 4.00 and dailyreturn < 4.25 then dr425 = dr425 + 1 endif   if dailyreturn >= 4.25 and dailyreturn < 4.50 then dr450 = dr450 + 1 endif   if dailyreturn >= 4.50 and dailyreturn < 4.75 then dr475 = dr475 + 1 endif   if dailyreturn >= 4.75 and dailyreturn < 5.00 then dr500 = dr500 + 1 endif   if dailyreturn >= 5.00 then dr525 = dr525 + 1 endif     if dailyreturn < 0 and dailyreturn > -0.25 then dr025n = dr025n + 1 endif   if dailyreturn <= -0.25 and dailyreturn > -0.50 then dr050n = dr050n + 1 endif   if dailyreturn <= -0.50 and dailyreturn > -0.75 then dr075n = dr075n + 1 endif   if dailyreturn <= -0.75 and dailyreturn > -1.00 then dr100n = dr100n + 1 endif   if dailyreturn <= -1 and dailyreturn > -1.25 then dr125n = dr125n + 1 endif   if dailyreturn <= -1.25 and dailyreturn > -1.50 then dr150n = dr150n + 1 endif   if dailyreturn <= -1.55 and dailyreturn > -1.75 then dr175n = dr175n + 1 endif   if dailyreturn <= -1.75 and dailyreturn > -2.00 then dr200n = dr200n + 1 endif   if dailyreturn <= -2.00 and dailyreturn > -2.25 then dr225n = dr225n + 1 endif   if dailyreturn <= -2.25 and dailyreturn > -2.50 then dr250n = dr250n + 1 endif   if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 endif   if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 endif   if dailyreturn <= -3.00 and dailyreturn > -3.25 then dr325n = dr325n + 1 endif   if dailyreturn <= -3.25 and dailyreturn > -3.50 then dr350n = dr350n + 1 endif   if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 endif   if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 endif   if dailyreturn <= -3.00 and dailyreturn > 3.25 then dr325n = dr325n + 1 endif   if dailyreturn <= -3.25 and dailyreturn > -3.75 then dr375n = dr375n + 1 endif   if dailyreturn <= -3.75 and dailyreturn > -4.00 then dr400n = dr400n + 1 endif   if dailyreturn <= -4.00 and dailyreturn > -4.25 then dr425n = dr425n + 1 endif   if dailyreturn <= -4.25 and dailyreturn > -4.50 then dr450n = dr450n + 1 endif   if dailyreturn <= -4.50 and dailyreturn > -4.75 then dr475n = dr475n + 1 endif   if dailyreturn <= -4.75 and dailyreturn > -5.00 then dr500n = dr500n + 1 endif   if dailyreturn <= -5.00 then dr525n = dr525n + 1 endif   total = total + 1   upperline = max(dr025,dr025n) * 1.02 lowerline = 0 - (upperline * 0.02) endif   dr525perc = round((dr525 / total) * 100) dr500perc = round((dr500 / total) * 100) dr475perc = round((dr475 / total) * 100) dr450perc = round((dr450 / total) * 100) dr425perc = round((dr425 / total) * 100) dr400perc = round((dr400 / total) * 100) dr375perc = round((dr375 / total) * 100) dr350perc = round((dr350 / total) * 100) dr325perc = round((dr325 / total) * 100) dr300perc = round((dr300 / total) * 100) dr275perc = round((dr275 / total) * 100) dr250perc = round((dr250 / total) * 100) dr225perc = round((dr225 / total) * 100) dr200perc = round((dr200 / total) * 100) dr175perc = round((dr175 / total) * 100) dr150perc = round((dr150 / total) * 100) dr125perc = round((dr125 / total) * 100) dr100perc = round((dr100 / total) * 100) dr075perc = round((dr075 / total) * 100) dr050perc = round((dr050 / total) * 100) dr025perc = round((dr025 / total) * 100)   dr525nperc = round((dr525n / total) * 100) dr500nperc = round((dr500n / total) * 100) dr475nperc = round((dr475n / total) * 100) dr450nperc = round((dr450n / total) * 100) dr425nperc = round((dr425n / total) * 100) dr400nperc = round((dr400n / total) * 100) dr375nperc = round((dr375n / total) * 100) dr350nperc = round((dr350n / total) * 100) dr325nperc = round((dr325n / total) * 100) dr300nperc = round((dr300n / total) * 100) dr275nperc = round((dr275n / total) * 100) dr250nperc = round((dr250n / total) * 100) dr225nperc = round((dr225n / total) * 100) dr200nperc = round((dr200n / total) * 100) dr175nperc = round((dr175n / total) * 100) dr150nperc = round((dr150n / total) * 100) dr125nperc = round((dr125n / total) * 100) dr100nperc = round((dr100n / total) * 100) dr075nperc = round((dr075n / total) * 100) dr050nperc = round((dr050n / total) * 100) dr025nperc = round((dr025n / total) * 100) dr025nperc = round((dr025n / total) * 100)   drawrectangle(barindex-1,0,barindex,dr525) coloured(0,0,255) drawrectangle(barindex-2,0,barindex-1,dr500) coloured(0,0,255) drawrectangle(barindex-3,0,barindex-2,dr475) coloured(0,0,255) drawrectangle(barindex-4,0,barindex-3,dr450) coloured(0,0,255) drawrectangle(barindex-5,0,barindex-4,dr425) coloured(0,0,255) drawrectangle(barindex-6,0,barindex-5,dr400) coloured(0,0,255) drawrectangle(barindex-7,0,barindex-6,dr375) coloured(0,0,255) drawrectangle(barindex-8,0,barindex-7,dr350) coloured(0,0,255) drawrectangle(barindex-9,0,barindex-8,dr325) coloured(0,0,255) drawrectangle(barindex-10,0,barindex-9,dr300) coloured(0,0,255) drawrectangle(barindex-11,0,barindex-10,dr275) coloured(0,0,255) drawrectangle(barindex-12,0,barindex-11,dr250) coloured(0,0,255) drawrectangle(barindex-13,0,barindex-12,dr225) coloured(0,0,255) drawrectangle(barindex-14,0,barindex-13,dr200) coloured(0,0,255) drawrectangle(barindex-15,0,barindex-14,dr175) coloured(0,0,255) drawrectangle(barindex-16,0,barindex-15,dr150) coloured(0,0,255) drawrectangle(barindex-17,0,barindex-16,dr125) coloured(0,0,255) drawrectangle(barindex-18,0,barindex-17,dr100) coloured(0,0,255) drawrectangle(barindex-19,0,barindex-18,dr075) coloured(0,0,255) drawrectangle(barindex-20,0,barindex-19,dr050) coloured(0,0,255) drawrectangle(barindex-21,0,barindex-20,dr025) coloured(0,0,255)   drawrectangle(barindex-22,0,barindex-21,dr025n) coloured(0,0,255) drawrectangle(barindex-23,0,barindex-22,dr050n) coloured(0,0,255) drawrectangle(barindex-24,0,barindex-23,dr075n) coloured(0,0,255) drawrectangle(barindex-25,0,barindex-24,dr100n) coloured(0,0,255) drawrectangle(barindex-26,0,barindex-25,dr125n) coloured(0,0,255) drawrectangle(barindex-27,0,barindex-26,dr150n) coloured(0,0,255) drawrectangle(barindex-28,0,barindex-27,dr175n) coloured(0,0,255) drawrectangle(barindex-29,0,barindex-28,dr200n) coloured(0,0,255) drawrectangle(barindex-30,0,barindex-29,dr225n) coloured(0,0,255) drawrectangle(barindex-31,0,barindex-30,dr250n) coloured(0,0,255) drawrectangle(barindex-32,0,barindex-31,dr275n) coloured(0,0,255) drawrectangle(barindex-33,0,barindex-32,dr300n) coloured(0,0,255) drawrectangle(barindex-34,0,barindex-33,dr325n) coloured(0,0,255) drawrectangle(barindex-35,0,barindex-34,dr350n) coloured(0,0,255) drawrectangle(barindex-36,0,barindex-35,dr375n) coloured(0,0,255) drawrectangle(barindex-37,0,barindex-36,dr400n) coloured(0,0,255) drawrectangle(barindex-38,0,barindex-37,dr425n) coloured(0,0,255) drawrectangle(barindex-39,0,barindex-38,dr450n) coloured(0,0,255) drawrectangle(barindex-40,0,barindex-39,dr475n) coloured(0,0,255) drawrectangle(barindex-41,0,barindex-40,dr500n) coloured(0,0,255) drawrectangle(barindex-42,0,barindex-41,dr525n) coloured(0,0,255)   drawtext("#dr525perc#      ",barindex,upperline) coloured(255,0,0) drawtext("#dr500perc#      ",barindex-1,upperline) coloured(255,0,0) drawtext("#dr475perc#      ",barindex-2,upperline) coloured(255,0,0) drawtext("#dr450perc#      ",barindex-3,upperline) coloured(255,0,0) drawtext("#dr425perc#      ",barindex-4,upperline) coloured(255,0,0) drawtext("#dr400perc#      ",barindex-5,upperline) coloured(255,0,0) drawtext("#dr375perc#      ",barindex-6,upperline) coloured(255,0,0) drawtext("#dr350perc#      ",barindex-7,upperline) coloured(255,0,0) drawtext("#dr325perc#      ",barindex-8,upperline) coloured(255,0,0) drawtext("#dr300perc#      ",barindex-9,upperline) coloured(255,0,0) drawtext("#dr275perc#      ",barindex-10,upperline) coloured(255,0,0) drawtext("#dr250perc#      ",barindex-11,upperline) coloured(255,0,0) drawtext("#dr225perc#      ",barindex-12,upperline) coloured(255,0,0) drawtext("#dr200perc#      ",barindex-13,upperline) coloured(255,0,0) drawtext("#dr175perc#      ",barindex-14,upperline) coloured(255,0,0) drawtext("#dr150perc#      ",barindex-15,upperline) coloured(255,0,0) drawtext("#dr125perc#      ",barindex-16,upperline) coloured(255,0,0) drawtext("#dr100perc#      ",barindex-17,upperline) coloured(255,0,0) drawtext("#dr075perc#      ",barindex-18,upperline) coloured(255,0,0) drawtext("#dr050perc#      ",barindex-19,upperline) coloured(255,0,0) drawtext("#dr025perc#      ",barindex-20,upperline) coloured(255,0,0)   drawtext("#dr525nperc#      ",barindex-41,upperline) coloured(255,0,0) drawtext("#dr500nperc#      ",barindex-40,upperline) coloured(255,0,0) drawtext("#dr475nperc#      ",barindex-39,upperline) coloured(255,0,0) drawtext("#dr450nperc#      ",barindex-38,upperline) coloured(255,0,0) drawtext("#dr425nperc#      ",barindex-37,upperline) coloured(255,0,0) drawtext("#dr400nperc#      ",barindex-36,upperline) coloured(255,0,0) drawtext("#dr375nperc#      ",barindex-35,upperline) coloured(255,0,0) drawtext("#dr350nperc#      ",barindex-34,upperline) coloured(255,0,0) drawtext("#dr325nperc#      ",barindex-33,upperline) coloured(255,0,0) drawtext("#dr300nperc#      ",barindex-32,upperline) coloured(255,0,0) drawtext("#dr275nperc#      ",barindex-31,upperline) coloured(255,0,0) drawtext("#dr250nperc#      ",barindex-30,upperline) coloured(255,0,0) drawtext("#dr225nperc#      ",barindex-29,upperline) coloured(255,0,0) drawtext("#dr200nperc#      ",barindex-28,upperline) coloured(255,0,0) drawtext("#dr175nperc#      ",barindex-27,upperline) coloured(255,0,0) drawtext("#dr150nperc#      ",barindex-26,upperline) coloured(255,0,0) drawtext("#dr125nperc#      ",barindex-25,upperline) coloured(255,0,0) drawtext("#dr100nperc#      ",barindex-24,upperline) coloured(255,0,0) drawtext("#dr075nperc#      ",barindex-23,upperline) coloured(255,0,0) drawtext("#dr050nperc#      ",barindex-22,upperline) coloured(255,0,0) drawtext("#dr025nperc#      ",barindex-21,upperline) coloured(255,0,0)   drawtext("5.0%",barindex-1,lowerline) coloured(255,0,0) drawtext("4.5%",barindex-3,lowerline) coloured(255,0,0) drawtext("4.0%",barindex-5,lowerline) coloured(255,0,0) drawtext("3.5%",barindex-7,lowerline) coloured(255,0,0) drawtext("3.0%",barindex-9,lowerline) coloured(255,0,0) drawtext("2.5%",barindex-11,lowerline) coloured(255,0,0) drawtext("2.0%",barindex-13,lowerline) coloured(255,0,0) drawtext("1.5%",barindex-15,lowerline) coloured(255,0,0) drawtext("1.0%",barindex-17,lowerline) coloured(255,0,0) drawtext("0.5%",barindex-19,lowerline) coloured(255,0,0)   drawtext("-5.0%",barindex-41,lowerline) coloured(255,0,0) drawtext("-4.5%",barindex-39,lowerline) coloured(255,0,0) drawtext("-4.0%",barindex-37,lowerline) coloured(255,0,0) drawtext("-3.5%",barindex-35,lowerline) coloured(255,0,0) drawtext("-3.0%",barindex-33,lowerline) coloured(255,0,0) drawtext("-2.5%",barindex-31,lowerline) coloured(255,0,0) drawtext("-2.0%",barindex-29,lowerline) coloured(255,0,0) drawtext("-1.5%",barindex-27,lowerline) coloured(255,0,0) drawtext("-1.0%",barindex-25,lowerline) coloured(255,0,0) drawtext("-0.5%",barindex-23,lowerline) coloured(255,0,0)   drawtext("%",barindex-42,upperline) coloured(255,0,0) drawsegment(barindex-21,lowerline-25,barindex-21,upperline+25)COLOURED(0,0,0)   return upperline*1.05 coloured(0,0,0,0) as "-", -25 coloured(0,0,0,0) as "-"

   

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  05/21/2019 at 4:34 PM #99049
  Nicolas

  Nice bell curve! well done 🙂

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4742 times
  05/21/2019 at 7:05 PM #99072
  Vonasi

  I have a few ideas to add to it like maybe an indication of where current price is on the bell curve. If I manage to find time to develop it a bit further and it looks useful then I will post it to the library.

  1 user thanked author for this post.

  Wilko

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  05/21/2019 at 10:13 PM #99088
  Vonasi

  I really shouldn’t rush to post stuff! In the process of trying to improve this indicator I spotted a major flaw in the calculation of returns and a mass of typos due to cut and paste. Please ignore the previously posted code and ITF file as it is pants!

  Here is a new and improved (correct I hope) version with not only the corrections but it also draws an arrow to show in which bucket the latest bar on the charts return is on the chart.

  //Distribution Of Returns Indicator v1.1 //Coded by Vonasi //Date 20190221 defparam drawonlastbaronly = true //startdate = 20170101 //Set to zero to analyse all dates. if opendate >= startdate or startdate = 0 then dailyreturn = ((close - close[1]) / close[1]) * 100 t = 0 if dailyreturn >= 0 and dailyreturn < 0.25 then dr025 = dr025 + 1 x = barindex - 20 y = dr025 t = 1 endif if dailyreturn >= 0.25 and dailyreturn < 0.50 then dr050 = dr050 + 1 x = barindex - 19 y = dr050 t = 1 endif if dailyreturn >= 0.50 and dailyreturn < 0.75 then dr075 = dr075 + 1 x = barindex - 18 y = dr075 t = 1 endif if dailyreturn >= 0.75 and dailyreturn < 1.00 then dr100 = dr100 + 1 x = barindex - 17 y = dr100 t = 1 endif if dailyreturn >= 1 and dailyreturn < 1.25 then dr125 = dr125 + 1 x = barindex - 16 y = dr125 t = 1 endif if dailyreturn >= 1.25 and dailyreturn < 1.50 then dr150 = dr150 + 1 x = barindex - 15 y = dr150 t = 1 endif if dailyreturn >= 1.50 and dailyreturn < 1.75 then dr175 = dr175 + 1 x = barindex - 14 y = dr175 t = 1 endif if dailyreturn >= 1.75 and dailyreturn < 2.00 then dr200 = dr200 + 1 x = barindex - 13 y = dr200 t = 1 endif if dailyreturn >= 2.00 and dailyreturn < 2.25 then dr225 = dr225 + 1 x = barindex - 12 y = dr225 t = 1 endif if dailyreturn >= 2.25 and dailyreturn < 2.50 then dr250 = dr250 + 1 x = barindex - 11 y = dr250 t = 1 endif if dailyreturn >= 2.50 and dailyreturn < 2.75 then dr275 = dr275 + 1 x = barindex - 10 y = dr275 t = 1 endif if dailyreturn >= 2.75 and dailyreturn < 3.00 then dr300 = dr300 + 1 x = barindex - 9 y = dr300 t = 1 endif if dailyreturn >= 3.00 and dailyreturn < 3.25 then dr325 = dr325 + 1 x = barindex - 8 y = dr325 t = 1 endif if dailyreturn >= 3.25 and dailyreturn < 3.50 then dr350 = dr350 + 1 x = barindex - 7 y = dr350 t = 1 endif if dailyreturn >= 3.50 and dailyreturn < 3.75 then dr375 = dr375 + 1 x = barindex - 6 y = dr375 t = 1 endif if dailyreturn >= 3.75 and dailyreturn < 4.00 then dr400 = dr400 + 1 x = barindex - 5 y = dr400 t = 1 endif if dailyreturn >= 4.00 and dailyreturn < 4.25 then dr425 = dr425 + 1 x = barindex - 4 y = dr425 t = 1 endif if dailyreturn >= 4.25 and dailyreturn < 4.50 then dr450 = dr450 + 1 x = barindex - 3 y = dr450 t = 1 endif if dailyreturn >= 4.50 and dailyreturn < 4.75 then dr475 = dr475 + 1 x = barindex - 2 y = dr475 t = 1 endif if dailyreturn >= 4.75 and dailyreturn < 5.00 then dr500 = dr500 + 1 x = barindex - 1 y = dr500 t = 1 endif if dailyreturn >= 5.00 then dr525 = dr525 + 1 x = barindex y = dr525 t = 1 endif if dailyreturn < 0 and dailyreturn > -0.25 then dr025n = dr025n + 1 x = barindex - 22 y = dr025n t = -1 endif if dailyreturn <= -0.25 and dailyreturn > -0.50 then dr050n = dr050n + 1 x = barindex - 23 y = dr050n t = -1 endif if dailyreturn <= -0.50 and dailyreturn > -0.75 then dr075n = dr075n + 1 x = barindex - 24 y = dr075n t = -1 endif if dailyreturn <= -0.75 and dailyreturn > -1.00 then dr100n = dr100n + 1 x = barindex - 25 y = dr100n t = -1 endif if dailyreturn <= -1.00 and dailyreturn > -1.25 then dr125n = dr125n + 1 x = barindex - 26 y = dr125 t = -1 endif if dailyreturn <= -1.25 and dailyreturn > -1.50 then dr150n = dr150n + 1 x = barindex - 27 y = dr150n t = -1 endif if dailyreturn <= -1.50 and dailyreturn > -1.75 then dr175n = dr175n + 1 x = barindex - 28 y = dr175n t = -1 endif if dailyreturn <= -1.75 and dailyreturn > -2.00 then dr200n = dr200n + 1 x = barindex - 29 y = dr200n t = -1 endif if dailyreturn <= -2.00 and dailyreturn > -2.25 then dr225n = dr225n + 1 x = barindex - 30 y = dr225n t = -1 endif if dailyreturn <= -2.25 and dailyreturn > -2.50 then dr250n = dr250n + 1 x = barindex - 31 y = dr250n t = -1 endif if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 x = barindex - 32 y = dr275n t = -1 endif if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 x = barindex - 33 y = dr300n t = -1 endif if dailyreturn <= -3.00 and dailyreturn > -3.25 then dr325n = dr325n + 1 x = barindex - 34 y = dr325n t = -1 endif if dailyreturn <= -3.25 and dailyreturn > -3.50 then dr350n = dr350n + 1 x = barindex - 35 y = dr350n t = -1 endif if dailyreturn <= -3.50 and dailyreturn > -3.75 then dr375n = dr375n + 1 x = barindex - 36 y = dr375n t = -1 endif if dailyreturn <= -3.75 and dailyreturn > -4.00 then dr400n = dr400n + 1 x = barindex - 37 y = dr400n t = -1 endif if dailyreturn <= -4.00 and dailyreturn > -4.25 then dr425n = dr425n + 1 x = barindex - 38 y = dr425n t = -1 endif if dailyreturn <= -4.25 and dailyreturn > -4.50 then dr450n = dr450n + 1 x = barindex - 39 y = dr450n t = -1 endif if dailyreturn <= -4.50 and dailyreturn > -4.75 then dr475n = dr475n + 1 x = barindex - 40 y = dr475n t = -1 endif if dailyreturn <= -4.75 and dailyreturn > -5.00 then dr500n = dr500n + 1 x = barindex - 41 y = dr500n t = -1 endif if dailyreturn <= -5.00 then dr525n = dr525n + 1 x = barindex - 42 y = dr525n t = -1 endif total = total + 1 upperline = max(dr025,dr025n) * 1.02 lowerline = 0 - (upperline * 0.02) endif dr525perc = round((dr525 / total) * 100) dr500perc = round((dr500 / total) * 100) dr475perc = round((dr475 / total) * 100) dr450perc = round((dr450 / total) * 100) dr425perc = round((dr425 / total) * 100) dr400perc = round((dr400 / total) * 100) dr375perc = round((dr375 / total) * 100) dr350perc = round((dr350 / total) * 100) dr325perc = round((dr325 / total) * 100) dr300perc = round((dr300 / total) * 100) dr275perc = round((dr275 / total) * 100) dr250perc = round((dr250 / total) * 100) dr225perc = round((dr225 / total) * 100) dr200perc = round((dr200 / total) * 100) dr175perc = round((dr175 / total) * 100) dr150perc = round((dr150 / total) * 100) dr125perc = round((dr125 / total) * 100) dr100perc = round((dr100 / total) * 100) dr075perc = round((dr075 / total) * 100) dr050perc = round((dr050 / total) * 100) dr025perc = round((dr025 / total) * 100) dr525nperc = round((dr525n / total) * 100) dr500nperc = round((dr500n / total) * 100) dr475nperc = round((dr475n / total) * 100) dr450nperc = round((dr450n / total) * 100) dr425nperc = round((dr425n / total) * 100) dr400nperc = round((dr400n / total) * 100) dr375nperc = round((dr375n / total) * 100) dr350nperc = round((dr350n / total) * 100) dr325nperc = round((dr325n / total) * 100) dr300nperc = round((dr300n / total) * 100) dr275nperc = round((dr275n / total) * 100) dr250nperc = round((dr250n / total) * 100) dr225nperc = round((dr225n / total) * 100) dr200nperc = round((dr200n / total) * 100) dr175nperc = round((dr175n / total) * 100) dr150nperc = round((dr150n / total) * 100) dr125nperc = round((dr125n / total) * 100) dr100nperc = round((dr100n / total) * 100) dr075nperc = round((dr075n / total) * 100) dr050nperc = round((dr050n / total) * 100) dr025nperc = round((dr025n / total) * 100) dr025nperc = round((dr025n / total) * 100) drawrectangle(barindex-1,0,barindex,dr525) coloured(0,0,255) drawrectangle(barindex-2,0,barindex-1,dr500) coloured(0,0,255) drawrectangle(barindex-3,0,barindex-2,dr475) coloured(0,0,255) drawrectangle(barindex-4,0,barindex-3,dr450) coloured(0,0,255) drawrectangle(barindex-5,0,barindex-4,dr425) coloured(0,0,255) drawrectangle(barindex-6,0,barindex-5,dr400) coloured(0,0,255) drawrectangle(barindex-7,0,barindex-6,dr375) coloured(0,0,255) drawrectangle(barindex-8,0,barindex-7,dr350) coloured(0,0,255) drawrectangle(barindex-9,0,barindex-8,dr325) coloured(0,0,255) drawrectangle(barindex-10,0,barindex-9,dr300) coloured(0,0,255) drawrectangle(barindex-11,0,barindex-10,dr275) coloured(0,0,255) drawrectangle(barindex-12,0,barindex-11,dr250) coloured(0,0,255) drawrectangle(barindex-13,0,barindex-12,dr225) coloured(0,0,255) drawrectangle(barindex-14,0,barindex-13,dr200) coloured(0,0,255) drawrectangle(barindex-15,0,barindex-14,dr175) coloured(0,0,255) drawrectangle(barindex-16,0,barindex-15,dr150) coloured(0,0,255) drawrectangle(barindex-17,0,barindex-16,dr125) coloured(0,0,255) drawrectangle(barindex-18,0,barindex-17,dr100) coloured(0,0,255) drawrectangle(barindex-19,0,barindex-18,dr075) coloured(0,0,255) drawrectangle(barindex-20,0,barindex-19,dr050) coloured(0,0,255) drawrectangle(barindex-21,0,barindex-20,dr025) coloured(0,0,255) drawrectangle(barindex-22,0,barindex-21,dr025n) coloured(0,0,255) drawrectangle(barindex-23,0,barindex-22,dr050n) coloured(0,0,255) drawrectangle(barindex-24,0,barindex-23,dr075n) coloured(0,0,255) drawrectangle(barindex-25,0,barindex-24,dr100n) coloured(0,0,255) drawrectangle(barindex-26,0,barindex-25,dr125n) coloured(0,0,255) drawrectangle(barindex-27,0,barindex-26,dr150n) coloured(0,0,255) drawrectangle(barindex-28,0,barindex-27,dr175n) coloured(0,0,255) drawrectangle(barindex-29,0,barindex-28,dr200n) coloured(0,0,255) drawrectangle(barindex-30,0,barindex-29,dr225n) coloured(0,0,255) drawrectangle(barindex-31,0,barindex-30,dr250n) coloured(0,0,255) drawrectangle(barindex-32,0,barindex-31,dr275n) coloured(0,0,255) drawrectangle(barindex-33,0,barindex-32,dr300n) coloured(0,0,255) drawrectangle(barindex-34,0,barindex-33,dr325n) coloured(0,0,255) drawrectangle(barindex-35,0,barindex-34,dr350n) coloured(0,0,255) drawrectangle(barindex-36,0,barindex-35,dr375n) coloured(0,0,255) drawrectangle(barindex-37,0,barindex-36,dr400n) coloured(0,0,255) drawrectangle(barindex-38,0,barindex-37,dr425n) coloured(0,0,255) drawrectangle(barindex-39,0,barindex-38,dr450n) coloured(0,0,255) drawrectangle(barindex-40,0,barindex-39,dr475n) coloured(0,0,255) drawrectangle(barindex-41,0,barindex-40,dr500n) coloured(0,0,255) drawrectangle(barindex-42,0,barindex-41,dr525n) coloured(0,0,255) drawtext("#dr525perc# ",barindex,upperline) coloured(255,0,0) drawtext("#dr500perc# ",barindex-1,upperline) coloured(255,0,0) drawtext("#dr475perc# ",barindex-2,upperline) coloured(255,0,0) drawtext("#dr450perc# ",barindex-3,upperline) coloured(255,0,0) drawtext("#dr425perc# ",barindex-4,upperline) coloured(255,0,0) drawtext("#dr400perc# ",barindex-5,upperline) coloured(255,0,0) drawtext("#dr375perc# ",barindex-6,upperline) coloured(255,0,0) drawtext("#dr350perc# ",barindex-7,upperline) coloured(255,0,0) drawtext("#dr325perc# ",barindex-8,upperline) coloured(255,0,0) drawtext("#dr300perc# ",barindex-9,upperline) coloured(255,0,0) drawtext("#dr275perc# ",barindex-10,upperline) coloured(255,0,0) drawtext("#dr250perc# ",barindex-11,upperline) coloured(255,0,0) drawtext("#dr225perc# ",barindex-12,upperline) coloured(255,0,0) drawtext("#dr200perc# ",barindex-13,upperline) coloured(255,0,0) drawtext("#dr175perc# ",barindex-14,upperline) coloured(255,0,0) drawtext("#dr150perc# ",barindex-15,upperline) coloured(255,0,0) drawtext("#dr125perc# ",barindex-16,upperline) coloured(255,0,0) drawtext("#dr100perc# ",barindex-17,upperline) coloured(255,0,0) drawtext("#dr075perc# ",barindex-18,upperline) coloured(255,0,0) drawtext("#dr050perc# ",barindex-19,upperline) coloured(255,0,0) drawtext("#dr025perc# ",barindex-20,upperline) coloured(255,0,0) drawtext("#dr525nperc# ",barindex-41,upperline) coloured(255,0,0) drawtext("#dr500nperc# ",barindex-40,upperline) coloured(255,0,0) drawtext("#dr475nperc# ",barindex-39,upperline) coloured(255,0,0) drawtext("#dr450nperc# ",barindex-38,upperline) coloured(255,0,0) drawtext("#dr425nperc# ",barindex-37,upperline) coloured(255,0,0) drawtext("#dr400nperc# ",barindex-36,upperline) coloured(255,0,0) drawtext("#dr375nperc# ",barindex-35,upperline) coloured(255,0,0) drawtext("#dr350nperc# ",barindex-34,upperline) coloured(255,0,0) drawtext("#dr325nperc# ",barindex-33,upperline) coloured(255,0,0) drawtext("#dr300nperc# ",barindex-32,upperline) coloured(255,0,0) drawtext("#dr275nperc# ",barindex-31,upperline) coloured(255,0,0) drawtext("#dr250nperc# ",barindex-30,upperline) coloured(255,0,0) drawtext("#dr225nperc# ",barindex-29,upperline) coloured(255,0,0) drawtext("#dr200nperc# ",barindex-28,upperline) coloured(255,0,0) drawtext("#dr175nperc# ",barindex-27,upperline) coloured(255,0,0) drawtext("#dr150nperc# ",barindex-26,upperline) coloured(255,0,0) drawtext("#dr125nperc# ",barindex-25,upperline) coloured(255,0,0) drawtext("#dr100nperc# ",barindex-24,upperline) coloured(255,0,0) drawtext("#dr075nperc# ",barindex-23,upperline) coloured(255,0,0) drawtext("#dr050nperc# ",barindex-22,upperline) coloured(255,0,0) drawtext("#dr025nperc# ",barindex-21,upperline) coloured(255,0,0) drawtext("5.0%",barindex-1,lowerline) coloured(255,0,0) drawtext("4.5%",barindex-3,lowerline) coloured(255,0,0) drawtext("4.0%",barindex-5,lowerline) coloured(255,0,0) drawtext("3.5%",barindex-7,lowerline) coloured(255,0,0) drawtext("3.0%",barindex-9,lowerline) coloured(255,0,0) drawtext("2.5%",barindex-11,lowerline) coloured(255,0,0) drawtext("2.0%",barindex-13,lowerline) coloured(255,0,0) drawtext("1.5%",barindex-15,lowerline) coloured(255,0,0) drawtext("1.0%",barindex-17,lowerline) coloured(255,0,0) drawtext("0.5%",barindex-19,lowerline) coloured(255,0,0) drawtext("-5.0%",barindex-41,lowerline) coloured(255,0,0) drawtext("-4.5%",barindex-39,lowerline) coloured(255,0,0) drawtext("-4.0%",barindex-37,lowerline) coloured(255,0,0) drawtext("-3.5%",barindex-35,lowerline) coloured(255,0,0) drawtext("-3.0%",barindex-33,lowerline) coloured(255,0,0) drawtext("-2.5%",barindex-31,lowerline) coloured(255,0,0) drawtext("-2.0%",barindex-29,lowerline) coloured(255,0,0) drawtext("-1.5%",barindex-27,lowerline) coloured(255,0,0) drawtext("-1.0%",barindex-25,lowerline) coloured(255,0,0) drawtext("-0.5%",barindex-23,lowerline) coloured(255,0,0) drawtext("%",barindex-42,upperline) coloured(255,0,0) drawsegment(barindex-21,lowerline-25,barindex-21,upperline+25)COLOURED(0,0,0) if t = 1 then drawarrowup(x,y) coloured(0,255,0) endif if t = -1 then drawarrowdown(x,y) coloured(255,0,0) endif return upperline*1.05 coloured(0,0,0,0) as "-", -25 coloured(0,0,0,0) as "-"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481

  //Distribution Of Returns Indicator v1.1 //Coded by Vonasi //Date 20190221   defparam drawonlastbaronly = true   //startdate = 20170101 //Set to zero to analyse all dates.   if opendate >= startdate or startdate = 0 then dailyreturn = ((close - close[1]) / close[1]) * 100   t = 0   if dailyreturn >= 0 and dailyreturn < 0.25 then dr025 = dr025 + 1 x = barindex - 20 y = dr025 t = 1 endif   if dailyreturn >= 0.25 and dailyreturn < 0.50 then dr050 = dr050 + 1 x = barindex - 19 y = dr050 t = 1 endif   if dailyreturn >= 0.50 and dailyreturn < 0.75 then dr075 = dr075 + 1 x = barindex - 18 y = dr075 t = 1 endif   if dailyreturn >= 0.75 and dailyreturn < 1.00 then dr100 = dr100 + 1 x = barindex - 17 y = dr100 t = 1 endif   if dailyreturn >= 1 and dailyreturn < 1.25 then dr125 = dr125 + 1 x = barindex - 16 y = dr125 t = 1 endif   if dailyreturn >= 1.25 and dailyreturn < 1.50 then dr150 = dr150 + 1 x = barindex - 15 y = dr150 t = 1 endif   if dailyreturn >= 1.50 and dailyreturn < 1.75 then dr175 = dr175 + 1 x = barindex - 14 y = dr175 t = 1 endif   if dailyreturn >= 1.75 and dailyreturn < 2.00 then dr200 = dr200 + 1 x = barindex - 13 y = dr200 t = 1 endif   if dailyreturn >= 2.00 and dailyreturn < 2.25 then dr225 = dr225 + 1 x = barindex - 12 y = dr225 t = 1 endif   if dailyreturn >= 2.25 and dailyreturn < 2.50 then dr250 = dr250 + 1 x = barindex - 11 y = dr250 t = 1 endif   if dailyreturn >= 2.50 and dailyreturn < 2.75 then dr275 = dr275 + 1 x = barindex - 10 y = dr275 t = 1 endif   if dailyreturn >= 2.75 and dailyreturn < 3.00 then dr300 = dr300 + 1 x = barindex - 9 y = dr300 t = 1 endif   if dailyreturn >= 3.00 and dailyreturn < 3.25 then dr325 = dr325 + 1 x = barindex - 8 y = dr325 t = 1 endif   if dailyreturn >= 3.25 and dailyreturn < 3.50 then dr350 = dr350 + 1 x = barindex - 7 y = dr350 t = 1 endif   if dailyreturn >= 3.50 and dailyreturn < 3.75 then dr375 = dr375 + 1 x = barindex - 6 y = dr375 t = 1 endif   if dailyreturn >= 3.75 and dailyreturn < 4.00 then dr400 = dr400 + 1 x = barindex - 5 y = dr400 t = 1 endif   if dailyreturn >= 4.00 and dailyreturn < 4.25 then dr425 = dr425 + 1 x = barindex - 4 y = dr425 t = 1 endif   if dailyreturn >= 4.25 and dailyreturn < 4.50 then dr450 = dr450 + 1 x = barindex - 3 y = dr450 t = 1 endif   if dailyreturn >= 4.50 and dailyreturn < 4.75 then dr475 = dr475 + 1 x = barindex - 2 y = dr475 t = 1 endif   if dailyreturn >= 4.75 and dailyreturn < 5.00 then dr500 = dr500 + 1 x = barindex - 1 y = dr500 t = 1 endif   if dailyreturn >= 5.00 then dr525 = dr525 + 1 x = barindex y = dr525 t = 1 endif     if dailyreturn < 0 and dailyreturn > -0.25 then dr025n = dr025n + 1 x = barindex - 22 y = dr025n t = -1 endif   if dailyreturn <= -0.25 and dailyreturn > -0.50 then dr050n = dr050n + 1 x = barindex - 23 y = dr050n t = -1 endif   if dailyreturn <= -0.50 and dailyreturn > -0.75 then dr075n = dr075n + 1 x = barindex - 24 y = dr075n t = -1 endif   if dailyreturn <= -0.75 and dailyreturn > -1.00 then dr100n = dr100n + 1 x = barindex - 25 y = dr100n t = -1 endif   if dailyreturn <= -1.00 and dailyreturn > -1.25 then dr125n = dr125n + 1 x = barindex - 26 y = dr125 t = -1 endif   if dailyreturn <= -1.25 and dailyreturn > -1.50 then dr150n = dr150n + 1 x = barindex - 27 y = dr150n t = -1 endif   if dailyreturn <= -1.50 and dailyreturn > -1.75 then dr175n = dr175n + 1 x = barindex - 28 y = dr175n t = -1 endif   if dailyreturn <= -1.75 and dailyreturn > -2.00 then dr200n = dr200n + 1 x = barindex - 29 y = dr200n t = -1 endif   if dailyreturn <= -2.00 and dailyreturn > -2.25 then dr225n = dr225n + 1 x = barindex - 30 y = dr225n t = -1 endif   if dailyreturn <= -2.25 and dailyreturn > -2.50 then dr250n = dr250n + 1 x = barindex - 31 y = dr250n t = -1 endif   if dailyreturn <= -2.50 and dailyreturn > -2.75 then dr275n = dr275n + 1 x = barindex - 32 y = dr275n t = -1 endif   if dailyreturn <= -2.75 and dailyreturn > -3.00 then dr300n = dr300n + 1 x = barindex - 33 y = dr300n t = -1 endif   if dailyreturn <= -3.00 and dailyreturn > -3.25 then dr325n = dr325n + 1 x = barindex - 34 y = dr325n t = -1 endif   if dailyreturn <= -3.25 and dailyreturn > -3.50 then dr350n = dr350n + 1 x = barindex - 35 y = dr350n t = -1 endif   if dailyreturn <= -3.50 and dailyreturn > -3.75 then dr375n = dr375n + 1 x = barindex - 36 y = dr375n t = -1 endif   if dailyreturn <= -3.75 and dailyreturn > -4.00 then dr400n = dr400n + 1 x = barindex - 37 y = dr400n t = -1 endif   if dailyreturn <= -4.00 and dailyreturn > -4.25 then dr425n = dr425n + 1 x = barindex - 38 y = dr425n t = -1 endif   if dailyreturn <= -4.25 and dailyreturn > -4.50 then dr450n = dr450n + 1 x = barindex - 39 y = dr450n t = -1 endif   if dailyreturn <= -4.50 and dailyreturn > -4.75 then dr475n = dr475n + 1 x = barindex - 40 y = dr475n t = -1 endif   if dailyreturn <= -4.75 and dailyreturn > -5.00 then dr500n = dr500n + 1 x = barindex - 41 y = dr500n t = -1 endif   if dailyreturn <= -5.00 then dr525n = dr525n + 1 x = barindex - 42 y = dr525n t = -1 endif   total = total + 1   upperline = max(dr025,dr025n) * 1.02 lowerline = 0 - (upperline * 0.02) endif   dr525perc = round((dr525 / total) * 100) dr500perc = round((dr500 / total) * 100) dr475perc = round((dr475 / total) * 100) dr450perc = round((dr450 / total) * 100) dr425perc = round((dr425 / total) * 100) dr400perc = round((dr400 / total) * 100) dr375perc = round((dr375 / total) * 100) dr350perc = round((dr350 / total) * 100) dr325perc = round((dr325 / total) * 100) dr300perc = round((dr300 / total) * 100) dr275perc = round((dr275 / total) * 100) dr250perc = round((dr250 / total) * 100) dr225perc = round((dr225 / total) * 100) dr200perc = round((dr200 / total) * 100) dr175perc = round((dr175 / total) * 100) dr150perc = round((dr150 / total) * 100) dr125perc = round((dr125 / total) * 100) dr100perc = round((dr100 / total) * 100) dr075perc = round((dr075 / total) * 100) dr050perc = round((dr050 / total) * 100) dr025perc = round((dr025 / total) * 100)   dr525nperc = round((dr525n / total) * 100) dr500nperc = round((dr500n / total) * 100) dr475nperc = round((dr475n / total) * 100) dr450nperc = round((dr450n / total) * 100) dr425nperc = round((dr425n / total) * 100) dr400nperc = round((dr400n / total) * 100) dr375nperc = round((dr375n / total) * 100) dr350nperc = round((dr350n / total) * 100) dr325nperc = round((dr325n / total) * 100) dr300nperc = round((dr300n / total) * 100) dr275nperc = round((dr275n / total) * 100) dr250nperc = round((dr250n / total) * 100) dr225nperc = round((dr225n / total) * 100) dr200nperc = round((dr200n / total) * 100) dr175nperc = round((dr175n / total) * 100) dr150nperc = round((dr150n / total) * 100) dr125nperc = round((dr125n / total) * 100) dr100nperc = round((dr100n / total) * 100) dr075nperc = round((dr075n / total) * 100) dr050nperc = round((dr050n / total) * 100) dr025nperc = round((dr025n / total) * 100) dr025nperc = round((dr025n / total) * 100)   drawrectangle(barindex-1,0,barindex,dr525) coloured(0,0,255) drawrectangle(barindex-2,0,barindex-1,dr500) coloured(0,0,255) drawrectangle(barindex-3,0,barindex-2,dr475) coloured(0,0,255) drawrectangle(barindex-4,0,barindex-3,dr450) coloured(0,0,255) drawrectangle(barindex-5,0,barindex-4,dr425) coloured(0,0,255) drawrectangle(barindex-6,0,barindex-5,dr400) coloured(0,0,255) drawrectangle(barindex-7,0,barindex-6,dr375) coloured(0,0,255) drawrectangle(barindex-8,0,barindex-7,dr350) coloured(0,0,255) drawrectangle(barindex-9,0,barindex-8,dr325) coloured(0,0,255) drawrectangle(barindex-10,0,barindex-9,dr300) coloured(0,0,255) drawrectangle(barindex-11,0,barindex-10,dr275) coloured(0,0,255) drawrectangle(barindex-12,0,barindex-11,dr250) coloured(0,0,255) drawrectangle(barindex-13,0,barindex-12,dr225) coloured(0,0,255) drawrectangle(barindex-14,0,barindex-13,dr200) coloured(0,0,255) drawrectangle(barindex-15,0,barindex-14,dr175) coloured(0,0,255) drawrectangle(barindex-16,0,barindex-15,dr150) coloured(0,0,255) drawrectangle(barindex-17,0,barindex-16,dr125) coloured(0,0,255) drawrectangle(barindex-18,0,barindex-17,dr100) coloured(0,0,255) drawrectangle(barindex-19,0,barindex-18,dr075) coloured(0,0,255) drawrectangle(barindex-20,0,barindex-19,dr050) coloured(0,0,255) drawrectangle(barindex-21,0,barindex-20,dr025) coloured(0,0,255)   drawrectangle(barindex-22,0,barindex-21,dr025n) coloured(0,0,255) drawrectangle(barindex-23,0,barindex-22,dr050n) coloured(0,0,255) drawrectangle(barindex-24,0,barindex-23,dr075n) coloured(0,0,255) drawrectangle(barindex-25,0,barindex-24,dr100n) coloured(0,0,255) drawrectangle(barindex-26,0,barindex-25,dr125n) coloured(0,0,255) drawrectangle(barindex-27,0,barindex-26,dr150n) coloured(0,0,255) drawrectangle(barindex-28,0,barindex-27,dr175n) coloured(0,0,255) drawrectangle(barindex-29,0,barindex-28,dr200n) coloured(0,0,255) drawrectangle(barindex-30,0,barindex-29,dr225n) coloured(0,0,255) drawrectangle(barindex-31,0,barindex-30,dr250n) coloured(0,0,255) drawrectangle(barindex-32,0,barindex-31,dr275n) coloured(0,0,255) drawrectangle(barindex-33,0,barindex-32,dr300n) coloured(0,0,255) drawrectangle(barindex-34,0,barindex-33,dr325n) coloured(0,0,255) drawrectangle(barindex-35,0,barindex-34,dr350n) coloured(0,0,255) drawrectangle(barindex-36,0,barindex-35,dr375n) coloured(0,0,255) drawrectangle(barindex-37,0,barindex-36,dr400n) coloured(0,0,255) drawrectangle(barindex-38,0,barindex-37,dr425n) coloured(0,0,255) drawrectangle(barindex-39,0,barindex-38,dr450n) coloured(0,0,255) drawrectangle(barindex-40,0,barindex-39,dr475n) coloured(0,0,255) drawrectangle(barindex-41,0,barindex-40,dr500n) coloured(0,0,255) drawrectangle(barindex-42,0,barindex-41,dr525n) coloured(0,0,255)   drawtext("#dr525perc#      ",barindex,upperline) coloured(255,0,0) drawtext("#dr500perc#      ",barindex-1,upperline) coloured(255,0,0) drawtext("#dr475perc#      ",barindex-2,upperline) coloured(255,0,0) drawtext("#dr450perc#      ",barindex-3,upperline) coloured(255,0,0) drawtext("#dr425perc#      ",barindex-4,upperline) coloured(255,0,0) drawtext("#dr400perc#      ",barindex-5,upperline) coloured(255,0,0) drawtext("#dr375perc#      ",barindex-6,upperline) coloured(255,0,0) drawtext("#dr350perc#      ",barindex-7,upperline) coloured(255,0,0) drawtext("#dr325perc#      ",barindex-8,upperline) coloured(255,0,0) drawtext("#dr300perc#      ",barindex-9,upperline) coloured(255,0,0) drawtext("#dr275perc#      ",barindex-10,upperline) coloured(255,0,0) drawtext("#dr250perc#      ",barindex-11,upperline) coloured(255,0,0) drawtext("#dr225perc#      ",barindex-12,upperline) coloured(255,0,0) drawtext("#dr200perc#      ",barindex-13,upperline) coloured(255,0,0) drawtext("#dr175perc#      ",barindex-14,upperline) coloured(255,0,0) drawtext("#dr150perc#      ",barindex-15,upperline) coloured(255,0,0) drawtext("#dr125perc#      ",barindex-16,upperline) coloured(255,0,0) drawtext("#dr100perc#      ",barindex-17,upperline) coloured(255,0,0) drawtext("#dr075perc#      ",barindex-18,upperline) coloured(255,0,0) drawtext("#dr050perc#      ",barindex-19,upperline) coloured(255,0,0) drawtext("#dr025perc#      ",barindex-20,upperline) coloured(255,0,0)   drawtext("#dr525nperc#      ",barindex-41,upperline) coloured(255,0,0) drawtext("#dr500nperc#      ",barindex-40,upperline) coloured(255,0,0) drawtext("#dr475nperc#      ",barindex-39,upperline) coloured(255,0,0) drawtext("#dr450nperc#      ",barindex-38,upperline) coloured(255,0,0) drawtext("#dr425nperc#      ",barindex-37,upperline) coloured(255,0,0) drawtext("#dr400nperc#      ",barindex-36,upperline) coloured(255,0,0) drawtext("#dr375nperc#      ",barindex-35,upperline) coloured(255,0,0) drawtext("#dr350nperc#      ",barindex-34,upperline) coloured(255,0,0) drawtext("#dr325nperc#      ",barindex-33,upperline) coloured(255,0,0) drawtext("#dr300nperc#      ",barindex-32,upperline) coloured(255,0,0) drawtext("#dr275nperc#      ",barindex-31,upperline) coloured(255,0,0) drawtext("#dr250nperc#      ",barindex-30,upperline) coloured(255,0,0) drawtext("#dr225nperc#      ",barindex-29,upperline) coloured(255,0,0) drawtext("#dr200nperc#      ",barindex-28,upperline) coloured(255,0,0) drawtext("#dr175nperc#      ",barindex-27,upperline) coloured(255,0,0) drawtext("#dr150nperc#      ",barindex-26,upperline) coloured(255,0,0) drawtext("#dr125nperc#      ",barindex-25,upperline) coloured(255,0,0) drawtext("#dr100nperc#      ",barindex-24,upperline) coloured(255,0,0) drawtext("#dr075nperc#      ",barindex-23,upperline) coloured(255,0,0) drawtext("#dr050nperc#      ",barindex-22,upperline) coloured(255,0,0) drawtext("#dr025nperc#      ",barindex-21,upperline) coloured(255,0,0)   drawtext("5.0%",barindex-1,lowerline) coloured(255,0,0) drawtext("4.5%",barindex-3,lowerline) coloured(255,0,0) drawtext("4.0%",barindex-5,lowerline) coloured(255,0,0) drawtext("3.5%",barindex-7,lowerline) coloured(255,0,0) drawtext("3.0%",barindex-9,lowerline) coloured(255,0,0) drawtext("2.5%",barindex-11,lowerline) coloured(255,0,0) drawtext("2.0%",barindex-13,lowerline) coloured(255,0,0) drawtext("1.5%",barindex-15,lowerline) coloured(255,0,0) drawtext("1.0%",barindex-17,lowerline) coloured(255,0,0) drawtext("0.5%",barindex-19,lowerline) coloured(255,0,0)   drawtext("-5.0%",barindex-41,lowerline) coloured(255,0,0) drawtext("-4.5%",barindex-39,lowerline) coloured(255,0,0) drawtext("-4.0%",barindex-37,lowerline) coloured(255,0,0) drawtext("-3.5%",barindex-35,lowerline) coloured(255,0,0) drawtext("-3.0%",barindex-33,lowerline) coloured(255,0,0) drawtext("-2.5%",barindex-31,lowerline) coloured(255,0,0) drawtext("-2.0%",barindex-29,lowerline) coloured(255,0,0) drawtext("-1.5%",barindex-27,lowerline) coloured(255,0,0) drawtext("-1.0%",barindex-25,lowerline) coloured(255,0,0) drawtext("-0.5%",barindex-23,lowerline) coloured(255,0,0)   drawtext("%",barindex-42,upperline) coloured(255,0,0) drawsegment(barindex-21,lowerline-25,barindex-21,upperline+25)COLOURED(0,0,0)   if t = 1 then drawarrowup(x,y) coloured(0,255,0) endif   if t = -1 then drawarrowdown(x,y) coloured(255,0,0) endif   return upperline*1.05 coloured(0,0,0,0) as "-", -25 coloured(0,0,0,0) as "-"

   

  4 users thanked author for this post.

  Gianluca, GraHal, Fabiano, swapping

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  05/22/2019 at 6:53 AM #99105
  swapping

  wonderful vonasi 😉

  

  swapping

  Participant

  Topics: 10

  Replies: 97

  Been thanked: 38 times
  05/22/2019 at 10:53 AM #99144
  Vonasi

  The indicator is now in the library and can be found here:

  https://www.prorealcode.com/prorealtime-indicators/distribution-of-returns/

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  05/22/2019 at 3:12 PM #99175
  Vonasi

  I spotted a typo in the code. There is a minus sign missing on line 274. I have edited the code in my previous post and Nicolas will amend the code and the ITF file in the library but anyone who has already downloaded the ITF file or cut and pasted the code should change line 274 to the following for the indicator to work correctly:

  if dailyreturn <= -4.00 and dailyreturn > -4.25 then

  1	if dailyreturn <= -4.00 and dailyreturn > -4.25 then

   

  1 user thanked author for this post.

  Wilko

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  05/27/2019 at 11:57 AM #99520
  Jan

  Vonassi,

  I can see what you/ the code is doing.  Seems like a Bell curve to me.

  In all your comments I am missing WHY  you developed it, and what it is meant to tell us as users.

   

  Presumably if the curve is very steep and small, the underlying stock/indices/commodity are very stable with their price movements, which you also would expect with obligations.

  When most of its area is on the right side (not sure if this can happen using your code), the stock is in an uptrend.  And vice versa, when most of the area is on the left side, the stock is in a downtrend.

   

  Looking forward for your comments what you can do with it and what the predictive value could be.

  KR Jan

   

  1 user thanked author for this post.

  swapping

  

  Jan

  Participant

  Topics: 10

  Replies: 90

  Been thanked: 29 times
  05/27/2019 at 2:40 PM #99529
  Vonasi

  The indicator simply shows how balanced a market is. The shape of the curve tells us this and more. Remember that the curve is created by checking close to close price movements. If the bars near the centre are all tall and the rest of the curve is flat then we can see that prices (close to close) don’t move very far from where they started. If however the curve is more triangular shaped then we can see that the market has a different characteristic and price closes over a larger range. Each bar tells us the probability of price closing so far from where it started.

  The indicator is not really about trend as it needs a lot of candles to be analysed to get a curve so it is seriously lagging. If a curve is lop sided in shape then the we can see that maybe our downside risk is very different to our upside risk. If there are only one or two tall bars on the right of centre then we know that the probability of price closing at a distance of three or four bars away is seriously reduced and if there are lots of tall bars on the left of the centre line then we know that our downside risk is greater and deeper.

  I have now created a version where you can vary the bar size. Having bucket sizes fixed at 0 to 0.25% then 0.25% to 0.50% is not ideal for all instruments. I have also created an automatic bar size calculator that the indicator can call so that it works out the best bucket size for any instrument that you use it on.

  I have also been working on a similar indicator which I call ‘Distribution of Range’. On this indicator the right side of the curve shows distribution of high minus open and the left side open minus close. The number of bars has been increased to 82 and it also works with the automatic bar size indicator as well as manually sized bars.

  Hopefully I will finish these indicators and post them to the library later this week.

  1 user thanked author for this post.

  GraHal

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  10/28/2019 at 11:20 AM #111404
  Wilko

  Great coding!

   

  Did you find time and energy to finalise the adaptable indicator? One of my first thoughts would be to make bucket distribution automatic based on highest and lowest return values and a given number of buckets (which could be set in a variable).

  /F

  

  Wilko

  Participant

  Topics: 11

  Replies: 35

  Been thanked: 15 times
  10/28/2019 at 12:57 PM #111411
  Vonasi

  I spent a lot of time on it and I did create something that was automatic but unfortunately any out of the ordinary candles created massive distortions in the bucket sizes calculated meaning that the output was not really of much use as the majority of results ended up being in just two bars – so I kind of gave up on the concept.

  I’ve attached the ITF file for as far as I got.

  If you set BarSize to zero then it automatically calculates the bar size (bucket size). I have added a variable called ‘factor’ which helps spread the bell curve out by dividing the automatically calculated bar size by its value. This helps to improve the curve and stops all the results being just in the middle two bars! It is a bit of a fudged work around which is the main reason why I did not post the indicator in the library.

  There is also the issue that the bar size calculation is always changing as time goes on and it is difficult to know exactly how much this effects the final results.

  There are three arrows – the blue one is where price is right now on the bell curve and the red and green are the extremes of where it has been for the current candle.

  At the bottom of the chart it shows the size in % of each bar and also what the extreme bars represent.

  Sorry if the code is a bit of a mess but it is an abandoned project for all the many reasons mentioned!

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
  10/28/2019 at 3:46 PM #111438
  Wilko

  Thanks! Very interesting. I don’t feel I have time to dig deeper at the moment. If I had, I would of course have shared my findings. But thanks again for contributing creatively to spur my own creativity!

  /F

   

  

  Wilko

  Participant

  Topics: 11

  Replies: 35

  Been thanked: 15 times
  10/31/2019 at 4:35 PM #111755
  Bard

  A great idea for an indicator Vonasi, as the distribution of returns shows the inherent bias/skew and volatility for any market. I was reading this very interesting quant traders ideas about Returns Distribution and Cumulative Probability here:

  https://www.quanttrader.com/index.php/money-for-nothing/KahlerPhilipp2018

  https://www.quanttrader.com/index.php/tradesignal-returns-distribution-indikator

  How hard would it be to convert Kahler’s code from the second link supplied above? I think it would be a great addition to the library and maybe it could solve some of the issues you’ve encountered?

  To save having translate his post from German:

  The Returns Distribution indicator makes it possible to show the distribution of the returns of a time series. The presentation and calculation of the returns is done in percent.

  If the input “returnperiod” is set to 0, the absolute price distribution is displayed.

  The smoothing of the curve can be determined via the Input Smooth.

  In addition to the distribution of the returns, the sum of the probabilities can also be displayed. This can be used to determine what percentage of events are above or below a certain value.

   

  

  Bard

  Participant

  Topics: 131

  Replies: 809

  Been thanked: 99 times
  11/07/2019 at 12:10 PM #112309
  Bard

  Hi @Vonasi, I’m unsure of the rules about double posting. Should I add my entire last post above to: https://www.prorealcode.com/free-code-conversion/

  or https://www.prorealcode.com/forum/prorealtime-english-forum/probuilder-support/

  and what is the real difference between these two links and how do you know when to post to one or the other? Thanks.

  

  Bard

  Participant

  Topics: 131

  Replies: 809

  Been thanked: 99 times
  11/07/2019 at 2:31 PM #112336
  Vonasi

  Everything is possible  – but sometimes an awful lot of hard work. I have seen those posts that you provided links to before and have actually already started coding something similar. Unfortunately that original indicator code uses arrays and PRT does not have arrays so to create a DOR line requires a separate piece of code just to allocate each result to the correct variable (or bucket) rather than just a couple of loops. Then we have to do this again to get the other two DOR lines. I have also found deciding on the size of each bucket is impossible at the start of an indicator run unless a loop is used to check all of history in reverse first then you have to do the whole lot of distributions counting in reverse with a massive loop which either fails or is painfully slow. Starting at the beginning of history is easier and faster but then you have no idea what bucket size to use. I did overcome this with a separate indicator that calculates bucket size but then you have to manually enter it for the three DOR lines which is not ideal. Calculating a smoothed average of all the individual variable results is also not a lot of fun unless one likes repetitive typing! After all that I then need to workout all the correct locations in an indicator window to draw all the segments from one variable result to the next. The biggest DOR chart I have created so far is just 80 bars and that was a mammoth task.

  I have shelved the project at the moment but might resurrect it if I thought that I could sell it! 🙂

  

  Vonasi

  Moderator

  Topics: 192

  Replies: 5088

  Been thanked: 1810 times
• Author
  Posts