• Overview
  • Reviews (1)
  • Comments (2)

Returns Distribution

The Returns Distribution utility delivers you the stats beneath the chart.

  • Analyze the historical volatility of an asset.
  • Discover the best assets to trade by comparing your assets with one another.
  • Understand the asset's risky behavior, fat-tails, and how it compares to a normal distribution.


Sample Config

  • Timeframe
  • Date From - Initial date from which the sample is to be extracted.
  • Date To - Final date from which the sample is to be extracted.


Visual Config

  • Frequency Unit - Unit of the frequency in the distribution chart (Y-Axis of the chart). In case of Percentage, the sum of all frequencies in the chart (visible and not visible) will result in 100%.
  • Returns Unit - Unit of the returns (X-Axis of the chart). Min, Max and Step use Returns Unit. In case of Percentage, the unit is calculated is the percentual change from candle to candle.
    • Returns Min - Defines the minimum value to be showed in the distribution chart (X-Axis).
    • Returns Max - Defines the maximum value to be showed in the distribution chart (X-Axis).
    • Returns Step - Defines the interval value between each bar in the distribution chart (X-Axis). If Min and Max aren't multiple of Step, then they will be automatically adjusted.
  • Bar Width - Defines the width in pixels of each bar.
  • Show Descriptive Statistics - If set to true, a complementary area with new statistical information will show up, below the distribution chart.
    • Color of Values - only affects the Descriptive Statistics

Enjoy and Evolve!

Leonid Kasyanov
32
2017.05.15 16:49 
 

Спасибо разработчику за отличный анализатор!