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
Skrypt open-source
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Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.
Skrypt open-source
W zgodzie z duchem TradingView twórca tego skryptu udostępnił go jako open-source, aby użytkownicy mogli przejrzeć i zweryfikować jego działanie. Ukłony dla autora. Korzystanie jest bezpłatne, jednak ponowna publikacja kodu podlega naszym Zasadom serwisu.
Wyłączenie odpowiedzialności
Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.