Atty Execution Reality
Point it at any level — prior day high, overnight low, or any other indicator's plot — and it tells you how often price actually traded to it versus gapped straight past, what the slippage really was, and whether the move you are playing for is even bigger than the round turn.
Effective spread is recovered from open, high, low and close alone — no tick data, no order book — using a method published in the peer-reviewed literature and validated here against a synthetic bid-ask bounce with a known answer. On ES one-minute bars it reads 0.89 ticks, which is correct: ES is one tick wide nearly all the time.
The TradingView listing public listing, invite-only access — the source stays closed