OPEN-SOURCE SCRIPT

Percentage Change

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This is a very simple script. It calculations the percentage the stocks price has changed with 3 different metrics over the configured lookback period.

- Close to Open: calculates the percentage difference between the opening bar at the beginning of the lookback period to the closing current bar.
- Low to High: calculates the percentage difference between the lowest low to the highest high over the period.
- High to Low: calculates the percentage difference between the highest high to the lowest low over the period.

This indicator is used to call out especially volatile periods allowing traders to target spikes up or down.

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