$Price & Time
Metric | Description |
High | High of the target day |
High Before Low | High before the Low of Day 1 |
High After Low | High after the Low of Day 1 |
High Time | Time of the High of the Day 1 |
High Before Low Time | Time of High before the Low |
High After Low Time | Time of High after the Low |
Low | Low of the target day |
Low Before High | Low before the High of Day 1 |
Low After High | Low after the High of Day 1 |
Low Time | Time of the Low of the Day 1 |
Low Before High Time | Time of Low before the High |
Low After High Time | Time of Low after the High |
Example 1
Example 2
%Percent
Metric | Description |
High% | Percent distance between the target days High and the Previous Days Close |
High% From Open | Percent distance between the target days High and Open |
Low% | Percent distance between the target days Low and the Days Close |
Low% From Open | Percent distance between the target days Low and Open |
High Low % | Percent distance between High and Low |
Chg From Open ( %, $ )
Metric | Description |
Chg From Open | Price difference between target days Open and Close |
Chg% From Open | Percent distance between target days Open and Close |
PosRng%
Metric | Description |
PosRng% | Percent Position within the Range between high and low (Intraday), where the High = 100% and the Low = 0% |
OpenDrive (R, ATR%)
OpenDriveATR%
Metric | Description |
OpenDriveATR% | Volatility after 5, 10, 15min of the Open in relation to the ATR17 in percent (Max(Open - Low , High - Open ) / D[-1]ATR14 ) * 100 |
ROpenDrive
Metric | Description |
ROpenDrive | Volatility after 5, 10, 15min of the Open in relation to the Avg Volatility of the last 5days |
Vwap, VW
Metric | Description |
Vwap | Volume weighted Average Price is the average price weighted by volume, showing where most trading happened. Above Vwap, Longs are in control, bellow -> Shorts are in control |
Volume, Trades
Metric | Description |
Vol To Hod | Accumulative traded Volume from the start of Premarket until the Premarket High for the target days |
Vol To Lod | Accumulative traded Volume from the start of Premarket until the Premarket Low for the target days |
Vol | Accumulative traded Volume of the target day (including PM & AH) |
Trades | Targets days Count of placed Trades |
High 1min Vol | Volume of the 1min Volume bar at the High |
Low 1min Vol | Volume of the 1min Volume bar at the Low |
Vol Xmin Before High | Accumulative traded Volume X minutes leading up to the High |
Vol Xmin After High | Accumulative traded Volume from the High until X minutes after |
Vol Xmin Before Low | Accumulative traded Volume X minutes leading up to the Low |
Vol Xmin After Low | Accumulative traded Volume from the Low until X minutes after |
RVOL 5min | Relative Volume after 5, 10, 15, 30min into the day, Against the Avg of the last 5days |
Example 1
Example 2
HLCV after X minutes
Only available as History Metric!
Metric | Description |
High after X minutes | High after X minutes of the Open |
Low after X minutes | Low after X minutes of the Open |
Close after X minutes | Close after X minutes of the Open |
Vol after X minutes | Volume after X minutes of the Open |
Example: After "30min"
$ Price
High%, Low%, Chg% -After X minutes
Metric | Description |
High% After X min | Percent distance between the days Open and High after X minutes of the Open |
Low% After X min | Percent distance between the days Open and Low after X minutes of the Open |
Chg% After X min | Percent distance between the days Open and Close after X minutes of the Open |
30min Brackets D[-1]
Metric | Description |
H 0930 1000 High | Every 30min High for yesterday Intraday |
H 0930 1000 Low | Every 30min Low for yesterday Intraday |
Spike & Drop
Metric | Description |
Max Spike 5min High | High Price after the Spike Max Price within X minutes. The Max Spike signifies the fastest/furthest move within X minutes |
Max Spike 5min Vol | Accumulative traded Volume over X minutes measured from the top of the Spike |
Max Spike 5min VW | Vwap at the Spike Max Price within X minutes |
Max Spike 5min High% | Percent distance between the High and Low that the price has travelled at the moment of the Spike Max within X minutes |
Max Spike 5min High Time | Time of the Spike Max Price after X minutes |
Max Drop 5min Low | Low Price after the Max Drop Price within X minutes. The Max Drop signifies the fastest/furthest downward move within 5 minutes |
Max Drop 5min Vol | Accumulative traded Volume over X minutes measured from the Top of the Drop (the highest point) |
Max Drop 5min VW | Vwap (Volume Weighted Average Price) at the Drop Max Price (the lowest price) within X minutes |
Max Drop 5min Low% | Percent distance between the High and Low that the price has travelled at the moment of the Drop Max (the lowest point) within X minutes |
Max Drop 5min Low Time | Time of the Drop Max Price (the lowest price) after X minutes |
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⚠️ This Metric return only one Entry per day for a ticker. The Entry represents the fastest Spike or Drop on that day.
