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Economic Calendar (Import from Spreadsheet)This script draws vertical lines to mark Economic Calendar Events. Datetime of events is defined by user in Settings via a standardized line of text. Motivation for coding this script: All traders should be aware of economic calendar events. At times, when you really need to pay attention to an upcoming major event, you might even decide to use the vertical-line drawing tool to mark it. However, this takes manual effort. This script provides a solution to performing mundane tasks such as drawing vertical lines and dragging them ever so slightly, just to have them approximately aligned with exact time. Parameters: (1) Source data - String representation of collection of datetime referencing to Economic Calendar Events (2) Line color, & (3) Width of line - For displaying vertical lines drawn by script. Standardized format for Source Data : Example: If 'GMT;2022,6,1,14,0,0;2022,6,2,12,15,0;' is provided to PineScript, then two vertical lines will be drawn on June 6, 2022 according to the exact time in 'YYYY,MM,DD,hh,mm,ss' format at the specified timezone (GMT in this case). Template for Source Data : Included here, link below, is a shared Google Sheet that systematically processes Economic Calendar data provided in the 'Raw Data' tab. drive.google.com Users are advised to use their preferred methods* to format the string (for source data param.), and apply their own criteria to sort down the Events. (ie. only include Events of High Impact, etc.) * Preferred methods (as mentioned above) does not mean being limited to using the template as provided in this post.
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DojiEmoji tarafından
27
[TTI] Stage Analysis Alert IndexHISTORY AND CREDITS ––––––––––––––––––––––––––––––––––––––––––––––––––––––– The script is created based on lessons and interviews from Stan Weinstein. The Alert Index is being used by Stan and his team to gauge the general markets. WHAT IT DOES– –––––––––––––––––––––––––––––––––––––––––––––––––––––– This is an internal fundamental indicator that Stan and its team uses, that gauges the relationship between the 3 month T bill yield and the AAA bonds. The indicator uses the 3 colored system to determine favorable trading conditions in the market. 🟨 Yellow – OK conditions 🟩 Green – Great conditions 🟥 Red – Unfavorable conditions Remember this is a fundamentals indicator and looks at the market from a much more macro picture. HOW TO USE IT ––––––––––––––––––––––––––––––––––––––––––––––––––––––––––––– The indicator is to be used in order to determine the agressiveness of the position sizing in the market. Green conditions show very favorable market for long positions and yellow show ok conditions. However, during red condition the trader is advised not to be aggressively exposed in the market
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TintinTrading tarafından
4
Bitcoin Miner Sell PressureBitcoin miners are in pain and now (November 2022) selling more than they have in almost 5 years! Introducing: Bitcoin Miner Sell Pressure. A free, open-source indicator which tracks on-chain data to highlight when Bitcoin miners are selling more of their reserves than usual. The indicator tracks the ratio of on-chain miner Bitcoin outflows to miner Bitcoin reserves. - Higher = more selling than usual - Lower = less selling than usual - Red = extraordinary sell pressure Today , it's red. What can we see now ? Miners are not great at treasury management. They tend to sell most when they are losing money (like today). But there have been times when they sold well into high profit, such as into the 2017 $20K top and in early 2021 when Bitcoin breached $40K. Bitcoin Miner Sell Pressure identifies industry stress, excess and miner capitulation. Unsurprisingly, there is a high correlation with Bitcoin Production Cost; giving strong confluence to both. In some instances, BMSP spots capitulation before Hash Ribbons. Such as today!
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capriole_charles tarafından
8
Minervini QualifierThe Minervini Qualifier indicator calculates the qualifying conditions from Mark Minervini’s book “Trade like a Stock Market Wizard”. The condition matching is been shown as fill color inside an SMA 20day envelope curve. If the envelope color is red, current close price is below the SMA20 and when blue, current close price is above the SMA20. The fill color can be transparent (not matching qualifying conditions), yellow (matching all conditions except close is still below SMA50), green (all conditions match, SMA200 trending for at least one month up) or blue (all conditions match, SMA200 trending up for at least 5 months) As I wanted also to see which of the qualifying conditions match over time, I’ve added add. lines, each representing one conditions. If it matches, line color is blue, or red if not. Use the data windows (right side), so you know what line represents which condition. Can be turned on/off (default:on) In addition, a relative strength is been calculated, to compare the stock to a reference index. It is just one possible way to calculate it, might be different to what Mark Minervini is using. If the shown value (top right) is above 100, stock performs better compared to reference index (can be set in settings), when below 100, stock performs worse compared to reference index. Can be turned on/off (default:on) How to use it: For more details, read Mark’s book and watch his videos. Limitations: It gives only useful information on daily timeframe (No financial advise, for testing purposes only)
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Lantzwat tarafından
21
Price Comparison with Inflation and Interest RateHello dear traders. This indicator creates a label on the chart. It measures the difference between the price of the selected symbol at the beginning of the year and the current price, and tells you whether it has more returns than the inflation rate in the region you selected. The return of the selected symbol on the label since the beginning of the year, the inflation value of the selected region and the interest rate of the selected region are written. If the symbol's return since the beginning of the year is higher than the inflation return, the label color will be green, otherwise it will be red. Below you can see a stock with an above-inflationary return. You can select a region from the inputs section. Currently, Turkey, America and Europe regions can be selected. While preparing this indicator, tradingview resources were used.
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only_fibonacci tarafından
Yield Curve (1-10yr)Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment. Yield curves can be constructed on varying durations. Using a 1-year as the short-term bond provides a slightly faster response than the 2-year bond; and the 1-year has more historical data on TradingView.
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capriole_charles tarafından
2
Makumup X Tesseract 2.2SuperTrend is one of the most common ATR based trailing stop indicators. In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA . The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a superindicator are 10 for average true range or trading period and three for its multiplier. The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility . The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price. It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red. A ‘Supertrend’ indicator can be used on equities, futures or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market.
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Makumup tarafından
1
SPX Fair Value Bands V2An updated version of the SPX Fair Value Bands script from dharmatech and based on the net liquidity concept by MaxJAnderson . Now with full customization of parameters through the settings (Dialog Box) and allowing the options to the use of 1) Standard Bands based on Offsets of the Fair Value 2) Bollinger Bands 3) Keltner Channels to better capture buy/sell areas rather than relying on noisy unreliably (and unevenly) updated data from the Treasury/Fed. ================================== Net Liquidity's importance in the new post-COVID QE to QT regime as described MaxJAnderson ---------------- " In past cycles, size of Fed's balance sheet changed a lot, while TGA and RRP changed relatively little. So size of balance sheet roughly equated Net Liquidity. (The Treasury General Account) TGA and (Reverse Repo) RRP didn't matter. They were rounding errors by comparison. But starting in 2020, relative changes in TGA and RRP have been THREE TIMES LARGER than the change in size of the Fed's balance sheet. As result, changes in TGA and RRP have taken over as the primary drivers Net Liquidity. This is new, and changes the game significantly. Again - the size of the Fed's balance sheet doesn't matter. What matters is the portion of it that's available to circulate in the economy (Net Liquidity). And ever since 2020, the Treasury and Reverse Repo have become what controls that. Not the size of Fed's balance sheet. ---------------- The idea that follows is simple,short when $SPX reaches extreme levels of overvaluation, and close out when SPX returns to being undervalued. Here's the formulas I currently use to determine fair value: Fair Value = (Fed Bal Sheet - TGA - RRP)/1.1 - 1625 And here's the trading rules I currently follow: Short when diff of $SPX - Fair Value > 350 Close when diff of $SPX - Fair Value < 150 When one of these rules is triggered upon market close on a given day, trades are entered at open of the following day "
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TraderLeibniz tarafından
6
Fed Net Liquidity Indicator (24-Oct-2022 update)This indicator is an implementation of the USD Liquidity Index originally proposed by Arthur Hayes based on the initial implementation of jlb05013, kudos to him! I have incorporated subsequent additions (Standing Repo Facility and Central Bank Liquidity Swaps lines) and dealt with some recent changes in reporting units from TradingView. This is a macro indicator that aims at tracking how much USD liquidity is available to chase financial assets: - When the FED is expanding liquidity, financial asset prices tend to increase - When the FED is contracting liquidity, financial asset prices tend to decrease Here is the current calculation: Net Liquidity = (+) The Fed’s Balance Sheet (FRED:WALCL) (-) NY Fed Total Amount of Accepted Reverse Repo Bids (FRED:RRPONTTLD) (-) US Treasury General Account Balance Held at NY Fed (FRED:WTREGEN) (+) NY Fed - Standing Repo Facility (FRED:RPONTSYD) (+) NY Fed - Central Bank Liquidity Swaps (FRED:SWPT)
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PragmaticMonkey tarafından
2
Implied Move with NASA Ideas & Price LineThis script allows you to customize the Implied Move Percentage and fully customize the way it is shown. Can be used on any stock that has earnings and works based on the Implied Move (Percent). Basically, it lets you visualize how the stock moved after reporting earnings and seeing if it reached the implied move or not. This is helpful as it's important to know what earnings are worth keeping an eye on and which should be avoided. There is also an added custom text input which was inspired to make from a frogman named NASA. It lets you input whatever text you want on whatever price you want. To summarize, it's basically a Post-It Note that you can add to any price level for any stock. Alerts can be set if wanted, They can be alerted for the Implied Moves (If the stock price goes Above/ Below the set percentage) and NASA Ideas (if the stock price goes Above/ Below the set price). There is also an added custom price line which is mostly for having a nonintrusive price line and label. This price line and label can be switched to show the (Open, High, Low, Close, Extended High, Extended Low, Yesterday's Open, Yesterday's High, Yesterday's Low, and Yesterday's Close).
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Scvvby tarafından
Capital Asset Pricing Model (CAPM) [Loxx]Capital Asset Pricing Model (CAPM) demonstrates how to calculate the Cost of Equity for an underlying asset using Pine Script. This script will only work on the monthly timeframe. While you can change the default inputs, you should study what CAPM is and how this works before doing so. This indicator pulls various types of data from SPY from various timeframes to calculate risk-free rates, market premiums, and log returns. Alpha and Beta are computed using the regression between underlying asset and SPY. This indicator only calculates on the most recent data. If you wish to change this, you'll have to save the script and make adjustments. A few examples where CAPM is used: Used as the mu factor Geometric Brownian Motion models for options pricing and forecasting price ranges and decay Calculating the Weighted Average Cost of Capital Asset pricing Efficient frontier Risk and diversification Security market line Discounted Cashflow Analysis Investment bankers use CAPM to value deals Account firms use CAPM to verify asset prices and assumptions Real estate firms use variations of CAPM to value properties ... and more Details of the calculations used here Rm is calculated using yearly simple returns data from SPY, typically this is just hard coded as 10%. Rf is pulled from US 10 year bond yields Beta and Alpha are pulled form monthly returns data of the asset and SPY In the past, typically this data is purchased from investments banks whose research arms produce values for beta, alpha, risk free rate, and risk premiums. In 2022 ,you can find free estimates for each parameter but these values might not reflect the most current data or research. History The CAPM was introduced by Jack Treynor (1961, 1962), William F. Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the 1990 Nobel Memorial Prize in Economics for this contribution to the field of financial economics. Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume the existence of a riskless asset. This version was more robust against empirical testing and was influential in the widespread adoption of the CAPM. Usage The CAPM is used to calculate the amount of return that investors need to realize to compensate for a particular level of risk. It subtracts the risk-free rate from the expected rate and weighs it with a factor – beta – to get the risk premium. It then adds the risk premium to the risk-free rate of return to get the rate of return an investor expects as compensation for the risk. The CAPM formula is expressed as follows: r = Rf + beta (Rm – Rf) + Alpha Therefore, Alpha = R – Rf – beta (Rm-Rf) Where: R represents the portfolio return Rf represents the risk-free rate of return Beta represents the systematic risk of a portfolio Rm represents the market return, per a benchmark For example, assuming that the actual return of the fund is 30, the risk-free rate is 8%, beta is 1.1, and the benchmark index return is 20%, alpha is calculated as: Alpha = (0.30-0.08) – 1.1 (0.20-0.08) = 0.088 or 8.8% The result shows that the investment in this example outperformed the benchmark index by 8.8%. The alpha of a portfolio is the excess return it produces compared to a benchmark index. Investors in mutual funds or ETFs often look for a fund with a high alpha in hopes of getting a superior return on investment (ROI). The alpha ratio is often used along with the beta coefficient, which is a measure of the volatility of an investment. The two ratios are both used in the Capital Assets Pricing Model (CAPM) to analyze a portfolio of investments and assess its theoretical performance. To see CAPM in action in terms of calculate WACC, see here for an example: finbox.com Further reading en.wikipedia.org
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loxx tarafından
3
Economic Calendar Events: FOMC, CPI, and moreThis script plots major events from the Economic Calendar that often correspond to major pivot points in various markets. It also includes built-in logic to retroactively adjust larger time intervals (i.e. greater than 1 hour) to be correctly aligned with the interval during which the event occurred. Events are taken from the Economic Calendar and will be updated periodically at the following library: The above library can be used to conveniently access date-related data for major Meetings, Releases, and Announcements as integer arrays, which can be used in other indicators. Currently, it has support for the following events: FOMC Meetings The FOMC meets eight times a year to determine the course of monetary policy. The FOMC's decisions are based on a review of economic and financial developments and its assessment of the likely effects of these developments on the economic outlook. FOMC Minutes The FOMC minutes are released three weeks after each FOMC meeting. The minutes provide a detailed account of the FOMC's discussion of economic and financial developments and its assessment of the likely effects of these developments on the economic outlook. Producer Price Index (PPI) Releases The Producer Price Index (PPI) measures changes in the price level of goods and services sold by domestic producers. The PPI is a weighted average of prices of a basket of goods and services, such as transportation, food, and medical care. PPI is a leading indicator of CPI. Consumer Price Index (CPI) Releases The Consumer Price Index (CPI) measures changes in the price level of goods and services purchased by households. The CPI is a weighted average of prices of a basket of consumer goods and services, such as transportation, food, and medical care. CPI is one of the most widely used measures of inflation. Consumer Sentiment Index (CSI) Releases The University of Michigan's Consumer Sentiment Index (CSI) is a measure of consumer attitudes about the economy. The CSI is based on a monthly survey of U.S. households and reflects the consumers' assessment of present and future economic conditions. The CSI is a leading indicator of consumer spending, which accounts for about two-thirds of U.S. economic activity. Consumer Confidence Index (CCI) Releases The Consumer Confidence Index is a survey that measures how optimistic or pessimistic consumers are regarding their expected financial situation. Non-Farm Payroll (NFP) Releases The Non-Farm Payroll (NFP) is a measure of the change in the number of employed persons, excluding farm workers and government employees. The NFP is a leading indicator of consumer spending, which accounts for about two-thirds of U.S. economic activity.
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jdehorty tarafından
72
Financial MetricsGives a sneak peak into some of the important financial ratios described below: 1. P/E : price to earnings ratio (Green when P/E<15) 2. PEG: Price to earnings growth ratio (Green when PEG<1) 3. P/S: Price to sales ratio (Green when P/S<2) 4. EV/FCF: Enterprise Value to Free Cashflow ratio 5. OPM: Operating Profit Margin % (Green when OPM>15%) 6. D/E: Debt to equity ratio (Green when D/E<1) 7. ROE: Return on equity % (Green when ROE>15%) 8. Div_Yield: Dividend yield Disclaimer: All the limits defined are based on the widely accepted general values, but are subjective to particular sector or group of stocks. For example IT stocks command higher valuation than cyclical stocks like metal. So Compare with other stocks of the same sector to reach any conclusion.
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Fin_WhizAB tarafından
23
Recession And Bull Run WarningThis script uses 2 moving averages of Unemployment and projects a possible recession period or bull run period. A Red Dot means a recession could've started or is coming soon - markets could possibly fall for the next few months. A Green Dot means a bull run could begin following a recessionary period - markets could possibly rally for the next few months. Using Unemployment to define recessionary periods has been highly accurate and has very often predicted many downturns and bull runs way before they occurred, as history suggests of course. Have fun with this indicator!
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chinmaysk1 tarafından
5
[TTI] IBD Market School––––History & Credit This is a game-changer! Fully based on the Market School Home Study Program (Retail Price $1,500), the script takes the strict, rule-based market timing system developed by Investor's Business Daily and makes it into a easy to ready automated indicator. So that you take the ego and emotions out of the equation! Over the years, many investors have been asking for a highly specific, quantitative method to assist them in navigating the market, stating that their existing system is too qualitative in character and focused too heavily on feel rather than predetermined principles. The IBD Market School develops a common sense strategy that will help you enter every major market uptrend and prevent you from entering every major market downtrend/ You will discover the crucial market cues you need to pay attention to in order to manage your account with this indicator. –––––What it does The indicator uses 10 buys signals that will get you into the market rally early and 14 sell signal that reduce your market exposure before a downtrend. 👉 Buy Sell signals Follow Through Days and Failed Rally Attempts Rules around the 21-Day Moving Average Rules around the 50-Day Moving Average Strength and Weakness Rules Downside Reversals Distribution Rules 👉 Investment Allocation Rules Recommended Portfolio Market Exposure at any given time Buy Switch Restrain Rules Power-Trend –––––How to use it The combination of the Buy and Sell rules, together with the portfolio management rules, make sure that you are in line with the market trend The Market Exposure box gives information on the Recommended % of total portfolio exposure, that is recommended at any given time. The proliferation of Sell rules indicate danger and the Buy Switch, Restraint Rule and Power Trend indicate show how strong or weak are the current market rallies. The indicator can be applied on any major market index.
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TintinTrading tarafından
6