joebaus

Seasonal Statistics Dashboard

For a given month, this indicator will display historical, seasonal statistics for each individual day of that month.

The indicator release comes with 5 columns and more planned:
1 — Trading Day
2 — Samples
3 — Daily Average Absolute OC Range
4 — Daily Average Absoulte HL Range
5 — Bull / Bear

The Trading Day column will display a 🎯 emoji and highlight the background for the current trading day. This will only display if you're viewing the current month's stats.

Samples is the simplest column of data: it tells you how many times that trading day has been sampled. Some days are sampled rarely, or infrequently. Days in the future will always be 1 sample short of days that have passed.

Both 3 and 4 fall into the same category: Daily Average Absolute Range calculates the difference between the open and the close, or high and low, of a specified trading day through history; each difference is then made absolute (non-negative), and then the average is taken of all those differences together. This gives the average historical range a particular trading day has.

Using an example: A larger average with open to close data can be interpreted as that day having stronger directional characteristics. In contrast, a larger historical average using high to low for a given day can be interpreted as that day experiencing more volatility than other days historically on a seasonal basis.

Bull / Bear counts the number of times a day closed green ( bullish ) or red ( bearish ). Then that's used to display some simple odds in 2 ways: as a fraction, or as odds out of 100%. You can hide either of them and only display one too if you have a preference to only see odds as a fraction or out of 100%.

I plan to add more features for increasing legibility on the table and additional columns with new information as time goes on.
Release Notes:
  • Rotate the Dashboard's axis. List data by column vertically, or by row horizontally.
  • Select an upper and lower limit of rows to display. Limiting viewable rows on the table by this range. E.g. list entries for Trading Days 5 to 10.
  • Daily Absolute Average Range columns merged into one new column called Daily Seasonal Mean Range. (DSMR)
  • Select between displaying the Average or Median calculation for the daily seasonal ranges.
  • Togglable and customizable emojis for when a daily range is above, below, or at the mean range for the month.
  • Current Day's Row Highlight Color now effects all columns and uses a new color.
  • New Custom Data Source Column, where you can input another series and obtain seasonal data for it.
  • New Min / Max Column, which displays the historical minimum and maximum values for a given day; alongside a display of the year or particular sample index of the value.
  • New Sample Slice Column, which will display the slice of data points of a month for a selected sample index.
  • New Dashboard Header color input.
Release Notes:
  • 🆕 Year Filter Type input where you can exclusively take samples only from a list of specified years, sample only the years inclusive in that list, or have no filter on. The default is no filter.
  • 🆕 Year Filter List input will take all the specified years (E.g. 1999, 2000, 2001, etc), separated by commas and apply the Year Filter Type setting to it.
  • 🐜 Resolve bug: NaN values from the custom source input no longer break the indicator. Add Custom Source NaN Fill Value input to allow customization of a new value to replace NaNs with. Set to zero by default.
  • The default value for the Select Daily Range input is now "High - Low" from "Open - Close".
Release Notes:
  • 🆕 More descript header layouts for all columns.
  • 🆕 Add custom error message when the chart is anything but the 1D timeframe. This indicator requires daily data to work.
  • 🆕 The Bull / Bear column has additional options to customize the cell and header layout's separator value. Optional tick box to use line breaks as well.
  • Show Min & Max tick box is now off by default.
Release Notes:
  • 🆕 Add Before / After Year input and two new filter types: Before Year and After Year. Now in addition to filtering years through a list, you can filter out a chart's data starting from before or after a specific year.
  • 🆕 You can now use either Open to Close or Close to Close calculations for the Bull / Bear column. The calculation used is indicated in the column's header.
  • 🆕 Add Holding Days setting for the Bull / Bear column. The number of holding days used is indicated in the columns header. Use: Starting from the 10th trading day of the month, using a setting of 6 would find how often the close from the 10th trading day is above the close from 6 days prior. So, 10 - 6 gives 4. This means the odds in the 10th row of the Bull / Bear column is based on an trade entry from the 4th trading day; six days before.
  • Update Month input tooltip.
Release Notes: Update to indicator's preview chart!
Release Notes:
  • 🆕 Add Expected Value column. Get the historical expected value of a given trading day. Including the mean bullish and bearish move for a given day. Cells are highlighted from highest EV day to lowest.
  • 🔧 Update tooltips, input titles, and emoji controls for the Sample Slice column.
Release Notes:
  • 🆕 Min & Max column supports input from the Custom Data Source column.
  • 🔧 Technical improvements to a couple of Bull & Bear and Expected Value column calculations.
Release Notes:
  • 🔧 Rename two inputs for clarity: Min & Max Data Source and Sample Slice Data Source

Joe Baus
Invite-only script

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Disclaimer

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Author's instructions

Get a 2 week trial by asking for access in #seasonal-statistics in this Discord: https://discord.gg/BzKQfaYfBq Indicator access is on a monthly subscription basis after that. https://www.bausbenchmarks.com/ Notify me after your purchase!

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