Hello
Would anyone know or did about script/indior that will collect statistics of how frequently Typical Daily Range (14) of given instrument was achieved, not achieved and overshot and by how much pips?
So for example GBP USD has ADR of 90 pips (14 days). I'd love to have stats how many days this 90 pips was achieved/overshot/not achieved and how many pips was the gap... Some days it'll have 70 pips, some days 120 pips and some approximately 90 pips ( /- 10 pips) that is okay.