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HPDR Bands with projection

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HPDR: Historical Price Delta Range
What is it? The HPDR indicator measures how much an asset’s price typically changes over a specific timeframe. It looks at historical price movements ("deltas") and organizes them into percentiles. These are then plotted on your chart as a median line surrounded by statistical bands.

This tool helps you understand an asset’s unique character and its typical price deviations.
Because the median is in this context a statistically relative stable value(if you add 7 values to 1000 it doesn't change much), it allows for high-probability projections of the future median.

For a clearer understanding of the indicator's logic, try setting the Range to 7 and the Offset to -7.
The 50% percentile Band signifies that in 50% of all bars, the price remained within this statistical range.
릴리즈 노트
  • Rolling Window – Improved and streamlined historical data handling
  • Color Scheme – Updated colors with better compatibility for both light and dark themes
  • Code Optimization – Simplified and optimized the calculation and overall code structure
릴리즈 노트
better preview
릴리즈 노트
better preview

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