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
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.