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Kyoka Suigetsu - Range Clock & Weekday / Hour / Month Profiles

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快照快照KYOKA SUIGETSU
"Mirror Flower, Water Moon"

Named after Sosuke Aizen's zanpakuto, whose complete hypnosis controls everything its victims perceive. This indicator works the other way round. It shows what is actually typical for this hour, this weekday and this month, so the day you think you're seeing can be checked against the days that really happened.

It's a context map, not a signal generator. It tells you where today sits against its own history; what you do with that is your call.


WHAT IT SHOWS

Range clock
- Today's running range, or its net move from the 18:00 ET open, plotted live against the typical path for every hour of the trading day.
- The typical path is the median at the same time of day over the last N trading days, or the last N of today's weekday. Around it sit 25–75 and 10–90 bands.
- A neutral zone hugs the median. It's the statistical uncertainty of the median itself, so it narrows as the sample grows. Today's line changes colour depending on whether it sits above, inside or below that zone.
- Underneath, on the same time axis: an hour-of-high / hour-of-low histogram and a session strip (Asia · London · NY AM · Lunch · NY PM).
- A live label shows today's value, its percentile, its status and what's typical by now. The end label shows the typical day in % and points, with P25 / P75.

Distributions
- Day of week: range or net move % for each weekday, every day as a dot (up days green, down days red, older days fading), an all-days column for comparison, and today marked .
- Hour of high / low: which hour (ET) the trading day set its high and its low, for today's weekday or for all days.
- Month of year: net move or range % for each calendar month, contract-roll gaps removed, every year as a dot, with the month to date marked.

Cards
- Status: range so far against typical with a percentile meter, daily ATR and how much of it is used, the typical day in points and how far is left, net move against typical, how often the current hour sets the day's high or low, month to date against that month's history, and today's weekday profile.
- Weekdays, Months and Hours reference cards.
- Each card can sit on the price chart or in the indicator pane, in any corner.


HOW THE NUMBERS ARE BUILT
- Full trading day only, 18:00–17:00 ET. There's no RTH split anywhere, and all times are worked out in New York time whatever your chart's timezone is.
- Everything is a % of the open, so years at very different price levels compare fairly. Points are shown alongside.
- Only completed days and months go into the samples. Today never counts toward its own baseline.
- Monthly points come from TradingView's back-adjusted series, so a contract roll doesn't add a fake gap. The % base comes from the unadjusted series, so the % reflects the price level at the time.
- ATR comes from completed daily bars on the back-adjusted series.


BUILT FOR CONTINUOUS CONTRACTS!

Use it on NQ1!, ES1! and RTY1!. That's what it was made for.

A single contract month (NQZ2026, for example) only trades properly while it's the front month. Before and after that, its bars thin out as volume and open interest come and go, so any baseline built on it would be short and distorted. A continuous contract joins each front month onto the next, which gives the long, unbroken history the weekday, hour and month profiles need. The roll-gap removal also only works on continuous contracts.

Get TradingView's CME real-time data add-on. Without it, CME data is delayed, so the live clock, the status card and the alerts all run behind the market. You won't regret it.

Also note:
- The Range clock needs an intraday chart of 60 minutes or lower. Distributions and cards work on any timeframe.
- The hour profile and the clock's baseline are built from 60-minute bars, so how far back they reach depends on how much bar history your plan gives you.


USING IT
- Pane: Range clock, Distributions, or Cards only.
- Layout: Desktop or Mobile. Mobile uses compact cards and short labels with the numbers written into the text, because the app doesn't show tooltips.
- Theme: Auto follows your chart background.
- Baseline: last N days (the default) or same weekday.
- Neutral zone: 68 / 80 / 90 / 95%. Wider means more days read as Neutral.
- Typical path colour: left at the default it follows your chart's text colour; otherwise pick your own.
- Cards: give each card its own corner. Cards at the top sit below the indicator title, and the gap is adjustable.
- Alerts: create one alert using "Any alert() function call" to get:
– range moving above or below the neutral zone
– the typical day's range being reached
– 100% of ATR being used
Each fires once per event per day.


WORK IN PROGRESS
This is version one. More data is on the way: longer per-contract daily history with volume and open interest, ES and RTY intraday data, and the volatility indices. Kyoka Suigetsu will keep growing as each piece is tested and added, so expect updates.

One day this might arm the rest of us with the kind of equipment that can challenge a Bloomberg terminal. I'm only kidding… but with data and imagination, the sky's the limit.


CREDITS
Distribution column layout inspired by "Day Of Week Price Distribution" by LuxAlgo (CC BY-NC-SA 4.0). Written from scratch; no LuxAlgo code is used.

Open source under the Mozilla Public License 2.0. Use it, build on it, improve it.
發行說明
mobile version was kinda buns
發行說明
v1.1 — Expected range and live projection
- New EXPECTED row: today's range forecast before the open, fitted on 16 years of NQ / ES / RTY daily data, with a P25–P75 band.
- New PROJECTED row: where today is likely to finish, updated live.
- New drivers line showing what is moving today's expectation (inside day, holidays, opex Friday, turn of month, weekday, yesterday's move).
- Expected band and projection needle drawn at the end of the range clock.
- Two new alerts: expected range reached, and projection above the expected band.
- Mobile fixes: no overlapping cards, no empty grid cells, shorter headers.
發行說明
v1.2 — High / low in
- New HIGH / LOW IN row: the chance today's high and low are already set, plus σ left (one standard deviation of the move still to come) in points. Built from NQ and ES 1-minute data 2018–2026. Tested on 2025–26, it was well calibrated and 23–25% sharper than the base rate for the hour.
- Live projection refitted on NQ + ES 1-minute data: same accuracy, twice the data behind it.

- High / low in: the chance today's high (or low) is already set, from how far price is from it and how much volatility is still to come before 17:00 ET. It is random-walk geometry scaled by the expected range, not a signal. On 2025–26 it was well calibrated: 75% predicted came in at 74%, and 25% at 26%. σ left shows one standard deviation of the move still to come, in points.
發行說明
v13 · RTY 1-minute 快照data

- Live projection: weights refitted on NQ, ES and RTY 1-minute data together (2018–2026). Tested on 2025–26: NQ and ES are unchanged, and RTY is about as accurate as with weights fitted on RTY alone.
- High / low already in (RTY, M2K): now uses RTY's own volatility profile. RTY finishes more of its day by midday: at 12:00 ET about 28% of its variance is still to come vs 33% for NQ / ES, in every period tested. On RTY 2025–26 from 09:30 to 16:00, it now beats the plain base rate for each hour by 40.7% (was 39.5%), and a 50% reading came true 56% of the time (was 59%).
- Unchanged: the NQ and ES high / low-in readings, κ 0.655 (RTY measured 0.665), the expected-range model and all inputs.
- Tooltips updated. No settings to change: with Model = Auto, RTY uses its new profile automatically.

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