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Even though it had been working with 90 percentile , I would like to tell you that I made a very silly observation. Its 90 percentile and its not sigma as we know it. Its the cumulative probability that 90% of all observations fall below this value. 95 won't mean 2 sigma...it implies 95percentile. Rotation such high is rare. Better to stick with 90 percentile
I just stumbled upon this indicator and it is great. Thank you.
Is there a way to filter this by hour of day. For example, the last 30 days I want to know rotation lengths from 6:30-8:30pst and the lengths from 8:30-10:30 pst..... I know the rotations are a larger in the morning, then they're smaller midday, and large again in the evening. It would be good to be able to make adjustments for different times of the day.
This should work, the code only uses Bars.IsFirstBarOfSession, so if you create sessions of varying times it will only compute the SD's of fractals inside those times.