Hi, I'm trying to calculate stats not on one symbol but for portfolio. Lets say I want to count gaps bigger then x percent.
I built a Signal and used it with Signal Statistics to get result for one symbol. In my case I want to calculate more variables and for many symbols at once.
In the Homework #10 there are example how to use backtesting and Long/Short trades at the session end to calculate desired result.
But in this case can get max 2 results ( by number Long and Short trades)
Signal Statistics (SSTAT)
The Signal Statistics indicator (SSTAT) allows for statistical calculations on signals, including summation, consecutive signals, frequency, bars since last signal, change since last signal, and more. SSTAT allows the user to select any existing scan or signal, and any custom statistical result to calculate on that scan/signal. Currently, the available statistical results are: