2,707 answered market questions

WITH
px AS
(
    SELECT
        date,
        toFloat64(any(close)) AS c,
        toFloat64(any(high))  AS h,
        toFloat64(any(low))   AS l
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'KO'
      AND date >= '2025-11-03'
      AND date <  '2026-04-01'
    GROUP BY date
),
tr AS
(
    SELECT
        date,
        c,
        h,
        l,
        lagInFrame(c) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_c
    FROM px
),
stat AS
(
    SELECT
        date,
        concat(formatDateTime(date, '%b'), ' ', toString(toDayOfMonth(date))) AS date_label,
        avg(c)       OVER (ORDER BY date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) AS basis,
        stddevPop(c) OVER (ORDER BY date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) AS sd,
        count()      OVER (ORDER BY date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) AS bars,
        avg(if(prev_c > 0, greatest(h - l, abs(h - prev_c), abs(l - prev_c)), h - l))
                     OVER (ORDER BY date ROWS BETWEEN 19 PRECEDING AND CURRENT ROW) AS atr
    FROM tr
)
SELECT
    toString(date)                  AS date,
    date_label,
    round(100 * 4 * sd / basis, 2)  AS bb_width_pct,
    round(100 * 3 * atr / basis, 2) AS kc_width_pct,
    round(4 * sd / (3 * atr), 3)    AS squeeze_ratio
FROM stat
WHERE bars = 20
  AND date >= '2026-01-02'
ORDER BY date