OPEN-SOURCE SCRIPT
Daily + RTH Wick Percentile
Wick Percentile [Daily + RTH]
Visualizes the current daily and RTH (Regular Trading Hours) candle wick
sizes as a projected candle to the right of price, with historical
percentile context drawn directly on the chart.
── HOW IT WORKS ──
Two candles are drawn to the right of price:
- 1D — the live Globex daily candle (18:00–18:00 ET)
- RTH — the live or most recent RTH session candle (09:30–16:00 ET)
Each candle shows colored stat boxes for the upper and lower wick:
▲ Xpts Nth → current wick size in points and its percentile rank
P50 X P75 X → historical median and 75th percentile wick sizes
(Nd) → number of days in the lookback window
── WICK LOGIC ──
Upper wick = High − max(Open, Close)
Lower wick = min(Open, Close) − Low
The wick grows as price moves away from the body and retraces back.
A large lower wick means price has rejected significantly off the lows.
A large upper wick means price has rejected significantly off the highs.
── PERCENTILE COLOR ──
Gray < 50th — below median, wick is small
Yellow 50–74th — above median, notable rejection
Orange ≥ 75th — historically large wick, high exhaustion probability
── HOW TO READ ──
- Wick below P50 → range still developing, do not fade the extreme
- Wick at P50–P75 → average to above-average rejection, watch for stall
- Wick above P75 → statistically large rejection, extreme may be in
- Daily and RTH diverging → remaining range likely develops outside RTH
── SETTINGS ──
- Daily Lookback Days — history window for daily wick distribution (default 126)
- RTH Lookback Days — history window for RTH wick distribution (default 63)
- Candle offset — how far right of price the daily candle sits
- RTH gap — spacing between daily and RTH candles
- Box width — width of the stat boxes
- Body/wick colors — fully customizable bull/bear colors
── NOTES ──
- Designed for ES/NQ CME Globex futures on 1m–5m charts
- RTH session is hardcoded to America/New_York timezone
- Requires sufficient bar history — load at least 3 months of data
- Works in replay mode but candle updates freeze at the replay cursor
Visualizes the current daily and RTH (Regular Trading Hours) candle wick
sizes as a projected candle to the right of price, with historical
percentile context drawn directly on the chart.
── HOW IT WORKS ──
Two candles are drawn to the right of price:
- 1D — the live Globex daily candle (18:00–18:00 ET)
- RTH — the live or most recent RTH session candle (09:30–16:00 ET)
Each candle shows colored stat boxes for the upper and lower wick:
▲ Xpts Nth → current wick size in points and its percentile rank
P50 X P75 X → historical median and 75th percentile wick sizes
(Nd) → number of days in the lookback window
── WICK LOGIC ──
Upper wick = High − max(Open, Close)
Lower wick = min(Open, Close) − Low
The wick grows as price moves away from the body and retraces back.
A large lower wick means price has rejected significantly off the lows.
A large upper wick means price has rejected significantly off the highs.
── PERCENTILE COLOR ──
Gray < 50th — below median, wick is small
Yellow 50–74th — above median, notable rejection
Orange ≥ 75th — historically large wick, high exhaustion probability
── HOW TO READ ──
- Wick below P50 → range still developing, do not fade the extreme
- Wick at P50–P75 → average to above-average rejection, watch for stall
- Wick above P75 → statistically large rejection, extreme may be in
- Daily and RTH diverging → remaining range likely develops outside RTH
── SETTINGS ──
- Daily Lookback Days — history window for daily wick distribution (default 126)
- RTH Lookback Days — history window for RTH wick distribution (default 63)
- Candle offset — how far right of price the daily candle sits
- RTH gap — spacing between daily and RTH candles
- Box width — width of the stat boxes
- Body/wick colors — fully customizable bull/bear colors
── NOTES ──
- Designed for ES/NQ CME Globex futures on 1m–5m charts
- RTH session is hardcoded to America/New_York timezone
- Requires sufficient bar history — load at least 3 months of data
- Works in replay mode but candle updates freeze at the replay cursor
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免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。