The indicator provides a statistical analysis of price changes (in points) in relation to the period of time (in bars), for which these changes occurred. He expects a full array of statistics for different time periods and price changes, and then shows the distribution of either price changes for a given interval in the bars or slots in the bars, which were needed to produce a given change in price.
It is important to note that the indicator always shows the number of times in history when there was a corresponding change in the context of pricing and bars; the only change is the cut itself, under which part of the data output from the matrix.
- HistoryDepth – the number of bars for the construction statistics; default – 5000;
- TimeDeltaBars – the desired interval in bars, for which statistics are displayed at various price changes; If greater than 0, and RangeDeltaPoints is 0 (default) display shows a histogram in which prices are changes in items on the vertical axis and the horizontal axis – the number of times that a specified interval in finished bars corresponding change rates; ; 10 – by default maximum value – 1000;
- RangeDeltaPoints – the required change in price points, for which statistics are displayed at various intervals bars; If greater than 0, the indicator shows a histogram in which the intervals are in the bars and on the vertical axis, the horizontal axis – the amount of time specified price change happened during the same interval of the bars; Default – 0, which means that the priority setting TimeDeltaBars; maximum value – 2000 5-sign 200 4-mark;
- MA – period SMA smoothing; Default – 11;
- Offset – the number of bars to shift the statistical calculations on stories;
RangeDeltaPoints and TimeDeltaBars can not be equal to 0 at the same time. If RangeDeltaPoints not 0, the histogram is displayed in intervals of bars, regardless of the value TimeDeltaBars. If RangeDeltaPoints – 0 TimeDeltaBars It must be greater than 0, and displays a histogram of price changes.
The indicator may be used to detect the specificity of various tools and features for quotations stream. It also provides important information for the statistical prediction of future price changes – for example, the same matrix is used in another related indicator – PriceProbablility.
The indicator used to calculate the price of open and redrawn by ticks.
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