OPEN-SOURCE SCRIPT
تم تحديثه Level survival tracker
Everyone trades PDH. Almost nobody knows their own numbers on it.
Description
Tracks six session reference levels every day: prior day high, prior day low, overnight high, overnight low, opening range high, opening range low. For each, over a rolling window of sessions, it reports the probability the level gets tested, the probability it breaks given a test, how failure probability changes with repeated tests, and the median rejection distance and time from first touch to break.
How it calculates
Prior day levels come from the last completed exchange daily bar via the documented non-repainting request idiom, or optionally from the previous custom chart session. Overnight high and low accumulate outside the session and freeze at the open; the opening range freezes when its window completes, and the bars that built it cannot also test it. A touch is a bar overlapping the level within a tolerance frozen at the session open, counted in episodes. A break is a confirmed close beyond the level plus tolerance, after a touch. A session whose open is already beyond a level, or where price closed through it without any bar ever overlapping it, is recorded as opened-beyond and excluded from every rate, because that level was never fairly testable. Completed sessions are written once, after the session ends.
The tolerance can be defined in ticks, points, a fraction of prior daily ATR, or a fraction of chart ATR. Statistics can be conditioned on the session's opening gap against the prior daily range, or on prior daily volatility versus its own 20-day mean. The break rate can display a 95% Wilson interval so the uncertainty is visible next to the point estimate. Break rates and touch-failure rates require their own minimum number of actual tests before anything is shown.
How to read it
Today's column shows each level's live state: untested, testing with its touch count, broke with the touch it broke on and the time, or opened beyond. P(test) is tests over eligible sessions. P(break | test) is breaks over actual tests, with the interval underneath if enabled. Touch failure answers: of past sessions that reached this many touches on this level, how often did the level eventually break. Reaction and time are the median rejection distance in points and the median minutes from first touch to confirmed break. Every figure carries its sample size, and figures below the minimums show the count instead of a percentage.
Repainting
Closed bars do not repaint. Touches and breaks are decided on confirmed bars only, and a session's outcomes enter history only after the session completes.
Originality and attribution
The levels are common knowledge. What is original is the survival accounting: episode-counted touches, conditional failure by touch number, opened-beyond exclusion, frozen per-session tolerance, regime conditioning, and interval-honest break rates with sample sizes shown. This is not derived from and does not reuse code from any existing published script.
Honest limitations
These are empirical frequencies, not forecasts or trade signals.
Intrabar path is unknowable from OHLC bars. A same-bar touch and break records as a first-touch break with zero measured rejection.
Overnight rows need extended-hours bars on the chart.
The session must not cross midnight in the chosen time zone.
Previous-RTH prior levels need one completed chart session to warm.
The chart timeframe must divide the session start and length exactly, so bars align to the session boundaries. For a 09:30 to 16:00 session that is 1, 2, 3, 5, 6, 10, 15, or 30 minutes. This is not a fixed ceiling: it follows your session. A session starting on the hour, such as 09:00 to 16:00 or 08:00 to 17:00, also accepts 20 and 60 minutes. Misaligned timeframes are refused rather than measured against fuzzy session boundaries, because a bar straddling the open would corrupt the opened-beyond classification, which reads the session-open price.
The opening range is rounded up to a whole number of chart bars, so no bar can straddle its boundary. On a 2-minute chart a 15-minute range becomes 16. The effective value is in the table header tooltip.
Results depend on instrument, session, tolerance, timeframe, and sample. Change any one and the numbers change.
Description
Tracks six session reference levels every day: prior day high, prior day low, overnight high, overnight low, opening range high, opening range low. For each, over a rolling window of sessions, it reports the probability the level gets tested, the probability it breaks given a test, how failure probability changes with repeated tests, and the median rejection distance and time from first touch to break.
How it calculates
Prior day levels come from the last completed exchange daily bar via the documented non-repainting request idiom, or optionally from the previous custom chart session. Overnight high and low accumulate outside the session and freeze at the open; the opening range freezes when its window completes, and the bars that built it cannot also test it. A touch is a bar overlapping the level within a tolerance frozen at the session open, counted in episodes. A break is a confirmed close beyond the level plus tolerance, after a touch. A session whose open is already beyond a level, or where price closed through it without any bar ever overlapping it, is recorded as opened-beyond and excluded from every rate, because that level was never fairly testable. Completed sessions are written once, after the session ends.
The tolerance can be defined in ticks, points, a fraction of prior daily ATR, or a fraction of chart ATR. Statistics can be conditioned on the session's opening gap against the prior daily range, or on prior daily volatility versus its own 20-day mean. The break rate can display a 95% Wilson interval so the uncertainty is visible next to the point estimate. Break rates and touch-failure rates require their own minimum number of actual tests before anything is shown.
How to read it
Today's column shows each level's live state: untested, testing with its touch count, broke with the touch it broke on and the time, or opened beyond. P(test) is tests over eligible sessions. P(break | test) is breaks over actual tests, with the interval underneath if enabled. Touch failure answers: of past sessions that reached this many touches on this level, how often did the level eventually break. Reaction and time are the median rejection distance in points and the median minutes from first touch to confirmed break. Every figure carries its sample size, and figures below the minimums show the count instead of a percentage.
Repainting
Closed bars do not repaint. Touches and breaks are decided on confirmed bars only, and a session's outcomes enter history only after the session completes.
Originality and attribution
The levels are common knowledge. What is original is the survival accounting: episode-counted touches, conditional failure by touch number, opened-beyond exclusion, frozen per-session tolerance, regime conditioning, and interval-honest break rates with sample sizes shown. This is not derived from and does not reuse code from any existing published script.
Honest limitations
These are empirical frequencies, not forecasts or trade signals.
Intrabar path is unknowable from OHLC bars. A same-bar touch and break records as a first-touch break with zero measured rejection.
Overnight rows need extended-hours bars on the chart.
The session must not cross midnight in the chosen time zone.
Previous-RTH prior levels need one completed chart session to warm.
The chart timeframe must divide the session start and length exactly, so bars align to the session boundaries. For a 09:30 to 16:00 session that is 1, 2, 3, 5, 6, 10, 15, or 30 minutes. This is not a fixed ceiling: it follows your session. A session starting on the hour, such as 09:00 to 16:00 or 08:00 to 17:00, also accepts 20 and 60 minutes. Misaligned timeframes are refused rather than measured against fuzzy session boundaries, because a bar straddling the open would corrupt the opened-beyond classification, which reads the session-open price.
The opening range is rounded up to a whole number of chart bars, so no bar can straddle its boundary. On a 2-minute chart a 15-minute range becomes 16. The effective value is in the table header tooltip.
Results depend on instrument, session, tolerance, timeframe, and sample. Change any one and the numbers change.
ملاحظات الأخبار
Everyone trades PDH. Almost nobody knows their own numbers on it.Description
Tracks six session reference levels every day: prior day high, prior day low, overnight high, overnight low, opening range high, opening range low. Over a rolling window of sessions it reports how often each level gets tested, how often it breaks once tested, how failure probability changes with repeated tests, and the median rejection distance and time from first touch to break.
How it calculates
Prior day levels come from the last completed exchange daily bar using the documented non-repainting request idiom, or optionally from the previous custom chart session. Overnight high and low accumulate outside the session and freeze at the open. The opening range freezes when its window completes, and the bars that built it cannot also test it.
A touch is a bar overlapping the level within a tolerance frozen at the session open, counted in episodes: contact must begin after at least one bar outside the band, so five consecutive bars leaning on a level is one touch and not five. A break is a confirmed close beyond the level plus tolerance, after a touch. A session whose open is already beyond a level, or where price closed through it without any bar ever overlapping it, is recorded as opened beyond and excluded from every rate, because that level was never fairly testable. Completed sessions are written once, after the session ends.
Tolerance can be defined in ticks, points, a fraction of prior daily ATR, or a fraction of chart ATR. The sample can be conditioned on the session's opening gap against the prior daily range, or on prior daily volatility against its own 20-day mean. Break rates can display a 95% Wilson interval, and break and touch-failure rates each require their own minimum number of actual tests before any percentage is shown.
How to read it
Today's column shows each level's live state: untested, testing with its touch count, broke with the touch it broke on and the time, or opened beyond. P(test) is tests over eligible sessions. P(break given test) is breaks over actual tests, with the interval underneath when enabled. Touch failure answers a specific question: of past sessions that reached this many touches on this level, how often did the level eventually break. Reaction and time are the median rejection distance in points and the median minutes from first touch to confirmed break. Every figure carries its sample size, and anything below the minimums shows the count instead of a percentage.
Repainting
Closed bars do not repaint. Touches and breaks are decided on confirmed bars only, and a session's outcomes enter history only after the session completes.
Timeframe requirements
Intraday, whole-minute timeframes. The chart timeframe must divide the session start and the session length exactly so that bars align to the session boundaries. For a 09:30 to 16:00 session that is 1, 2, 3, 5, 6, 10, 15, or 30 minutes. This follows your session and is not a fixed ceiling: a session starting on the hour, such as 09:00 to 16:00, also accepts 20 and 60 minutes. Misaligned timeframes are refused rather than measured against fuzzy boundaries, because a bar straddling the open would corrupt the opened-beyond classification, which reads the session-open price. The opening range is rounded up to a whole number of chart bars so no bar can straddle its boundary; on a 2-minute chart a 15-minute range becomes 16, and the effective value is reported in the table header tooltip.
Originality and attribution
The levels themselves are common knowledge. What is original here is the survival accounting: episode-counted touches, conditional failure by touch number, the opened-beyond exclusion, a per-session frozen tolerance, regime conditioning, and interval-honest rates with sample sizes shown rather than implied. This is not derived from and does not reuse code from any existing published script.
Honest limitations
These are empirical frequencies, not forecasts or trade signals.
Intrabar path is unknowable from OHLC bars. A same-bar touch and break records as a first-touch break with zero measured rejection.
Overnight rows need extended-hours bars on the chart. On a regular-hours-only chart they stay warming.
The session cannot cross midnight in the chosen time zone.
Previous-RTH prior levels need one completed chart session to warm up.
Rates are frequencies on a small rolling sample. Sixty sessions is sixty observations, and the sample size is printed for that reason.
Results depend on instrument, session, tolerance, timeframe, and sample. Change any one and the numbers change.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.