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NYSE Market Sentiment Oscillator - Intraday w/ alertsThe ULTIMATE market sentiment indicator that combines the sentiments from the MARKET INTERNALS : $ADD ( NYSE $ADV minus $DECL ), $VOLD ( NYSE $UVOL minus $DVOL ) and $TICK ( NYSE Cumulative tick ). Sentiment is based on calculating the crossovers of moving average pairs for each of the market internals. As a result, 3 corresponding signal lines are generated + 1 combined Market Sentiment Oscillator (aka MSO) signal line. **Important** This indicator is only meant to be used for intraday 1min-5 min timeframe only *** It may not function at higher timeframes without updating some moving average periods. WHAT IS IT SHOWING? Each signal lines represents the trend of the 3 market internals (TICK, ADD, VOLD). If signal line is above zero, it is in a bullish trend; below zero, bearish. The oscillating frequency of these lines are dependent on the length of moving average pairs of your choosing. A combined MSO signal line shows the combined trends of those 3 market internals, hence it represents real time market sentiment of the NYSE. FEATURES There are 2 display modes for this indicator: 1) On a separate pane - in this mode, the signal lines can be toggled to oscillate along the zero line 2) On the price chart - in this mode, the signal lines can be toggled to oscillate along the OHLC line of the price chart - comes with Nadaraya-Watson Envelope and ATR bands BUY/SELL SIGNALS AND STRATEGIES By default, this indicator comes with two day trading strategies and offers long and short signals with alerts. These strategies attempts to leverage on the oscillating nature of market price movement on major NYSE indices, such as SPY, SPX, QQQ, NAS, all of which have high correlation with the market internals. However, please note that these signals offers no guarantee to profitability, so use at your own risk. BACKGROUND COLORS SIGNIFYING TRENDS There are options to display the background colors in 2 colors and shades. 1) Short-term sentiment - Bright green = ADD / VOLD / TICK all in up trend - Dimmed green = ADD / VOLD in up trend, but not TICK - Bright red = ADD / VOLD / TICK all in down trend - Dimmed red = ADD / VOLD in down trend, but not TICK 2) Trend Convergence - Green = ADD / VOLD / TICK all bullish - Red = ADD / VOLD / TICK all bearish 3) MSO - Green = MSO bullish ( MSO signal line > 0 ) - Red = MSO bearish ( MSO signal line < 0 ) MARKET INTERNALS REAL-TIME DATA TABLE A data table can be toggled on / off that shows the real-time sentiment and values of the three market internals. It may be useful in making quick trading decisions. The table cells are colored according to their corresponding trends.
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PtGambler tarafından
54
VWAP Push StrategyThis strategy is unfortunately not finished yet. A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop. Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy . Should work great scalping 5min charts (when scripting, I used the SPX for reference).
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christopher451 tarafından
[Pt] TICK Supertrend Strategy, 5 minBackground: It is well known that the indices such as SPY and QQQ follow/represent market sentiment. The TICK index literally represents the market sentiment as it compares the number of stocks that are rising and falling on the NYSE. By default, the TICK index is a short term indicator. Therefore it isn't reliable for swing trading or long term strategies. However, it is perfect for scalping. Although TICK is well known, many does not know how to use it effectively. As part of the background mechanism of this script, I’ve divided TICK into 5 major zones based on the close of each candle: Overbought (neutral with bearish bias), Bullish, Neutral, Bearish, and Oversold (neutral with bullish bias). Along with the use of Heikin Ashi technique, RSI, moving averages and candle analysis, this strategy aims to provide accurate representation of market sentiment and profitable entry and exit points. *** At the time of publication, this strategy has proved to be consistently profitable. HOWEVER, this DOES NOT guarantee future profitability. So use at your own risk! *** What is it showing? This strategy is an intraday scalping strategy that uses TICK data to predict market directions for optimal entry and exit points. It is displayed similarly to the famous Supertrend indicator, which is one of the most common ATR based trailing stop indicators, so visually it is easy to read. This strategy is suitable for trading indices such as SPX , SPY , SPX500USD , QQQ , DJI and any other tickers that have high positive correlation with TICK. Script is proprietary, but as mentioned it incorporates the following elements with additional candlestick analysis, pattern recognition, stop-loss and profit taking strategy: - NYSE TICK data - Heikin Ashi candle technique - ATR - RSI - Moving Averages Bullish trend is determined by a confluence of said indicators and analyses, and is displayed as a green line under the price action. The distance is defined by an adjustable value that is based on a percentage of the previous daily ATR value. When a long order is in play, that line also acts as the stop-loss level. Bearish trend is the opposite and is displayed in red, by default. What's unique? Detecting a ranging market structure and avoiding overtrading in a choppy market has always proven to be difficult, even for the most professional traders. This strategy has built-in “choppiness” and volatility filtering scripts that attempts to help reduce the number of false entries. These elements are what makes this strategy unique and different from other indictors mashup strategies. In addition, this strategy takes previous trades into account and “learn” from past trades when determining the optimal stop-loss level to maximize profitability. This allows this strategy to better adapts to changing and evolving market conditions. Strategy statistics All parameters are designed for 5min time frame. At the time of publication, this strategy has proved to be consistently profitable through limited back testing data. Initial capital = $10000 Pyramiding = 1 Slippage = 3 ticks to account for spread Default leverage shown = 9x Quantity per trade = 100% of account Back testing period at time of publication = Apr 11, 2022 - July 22, 2022 Trading Session = 1000 - 1530 Mon-Fri Timeframe = 5 min Gain = 1338.48% Total trades = 253 % Profitable = 45.85% Profit Factor = 2.506 Max Drawdown = 19.36% Extras This release includes default AutoView alerts for trading SPX500USD on Oanda. It includes both long and short order entry alerts, and trailing stop-loss alerts. Please DM for free trial.
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PtGambler tarafından
62
PuetzUWS [time, price] multiFractal mirrors, SPX 1872-2020This script is simply provided because a few rare people may actually be able to use one or two coding ideas. It is not possible to provide useful (description, explanation)s here. Maybe you can find those with a webSearch. If anybody is interested in the basic concept, just copy the code and run with it. As the original was in violation of PineScript rules, I've removed many links, including : - documentation of my code - external sources of code - blog solutions to Pine script programming - math, science references, people Hopefully it will won't be rejected this time, if so, too bad. I only made it through 10% of the conceptual objectives, and I do not believe any of the rest of the concepts are do-able in Pine Script. The current coding is (incomplete, unstable) but does give a faint idea of my "first step" intents. I have stopped all work, as I have to get back to my real projects (nothing to do with markets).
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Bill_Howell tarafından
Volatility Calculator for Daily Top and Bottom RangeWith the usage of ATR, applied on the close of the daily candle, I am calculated the volatility channels for the TOP and BOTTOM Based on this logic, we can estimate, with a huge confidence factor, where the prices are going to be compressed for the trading day. Having said that, lets take a look at the data gathered among the most important financial markets: SPX TOP CROSSES : 2116 BOT CROSSES : 1954 Total Daily Candles : 18908 Occurance ratio = 0.215 NDX TOP CROSSES : 1212 BOT CROSSES : 1183 Total Daily Candles : 9386 Occurance ratio = 0.255 DIA TOP CROSSES : 759 BOT CROSSES : 769 Total Daily Candles : 6109 Occurance ratio = 0.25 DXY TOP CROSSES : 1597 BOT CROSSES : 1598 Total Daily Candles : 13156 Occurance ratio = 0.243 DAX TOP CROSSES : 1878 BOT CROSSES : 1848 Total Daily Candles : 13155 Occurance ratio = 0.283 BTC USD TOP CROSSES : 416 BOT CROSSES : 417 Total Daily Candles : 4290 Occurance ratio = 0.194 ETH USD TOP CROSSES : 247 BOT CROSSES : 268 Total Daily Candles : 2452 Occurance ratio = 0.21 EUR USD TOP CROSSES : 820 BOT CROSSES : 805 Total Daily Candles : 7489 Occurance ratio = 0.217 GOLD TOP CROSSES : 1722 BOT CROSSES : 1569 Total Daily Candles : 13747 Occurance ratio = 0.239 USOIL TOP CROSSES : 1077 BOT CROSSES : 1089 Total Daily Candles : 10231 Occurance ratio = 0.212 US 10Y TOP CROSSES : 1302 BOT CROSSES : 1365 Total Daily Candles : 9075 Occurance ratio = 0.294 Based on this, we can assume with a very high confidence ( 70-80%) that the market is going to stay, within the range created from the BOT and TOP ATR points.
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exlux tarafından
4
PClose Levels 2.0This script plots the levels generated via a combination of SPX 2Y Quartiles for everyday, red days, and green days. It is intended for use solely with SPX. These quartiles are also sorted by VIX averages into bands that expand and contract with VIX. It gives us an idea of what levels to potentially expect resistance/support fairly well, but is designed to be used in conjunction with other indicators and macroeconomic information. Green Dashed is your Expected Max Range (EMR+) based on Green Day averages. Green Dotted is your Expected Range (ER+) based on full dataset averages. Green solid lines are POS2 and POS1, based on Green Day averages. White Dotted is your Expected Move (EM), based on full dataset averages. Red solid lines are NEG1 and NEG2, based on Red Day averages. Red Dotted is your Expected Range (ER-) based on full dataset averages. Red Dashed is your Expected Max Range (EMR-) based on Red Day averages.
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TheWaysian tarafından
3
S&P Sector Advance/Decline Weighted -Tom1traderEnjoy, enhance your trading (I hope), copy or adapt to your needs and keep smiling! Thanks to @MartinShkreli. The sector variables and the "repaint" option (approx lines 20 through 32 of this script) are used directly from your script "Sectors" RECOMMENDATION: Update the sector weightings -inputs are provided. They change as often as monthly and the annual changes are certainly significant. When updating weighting percentages use the decimal value. I.E. 29% is .29 Good on any time frame. Especially SPY, SPX and ES scalpers and 0DTE options traders may like this a lot. This gives good signals on S & P and related (ES, SPY) and indicates / plots differently than the AD line or ratio. Each sector's entire % weight is added or subtracted depending of whether that sector advanced or declined. Example: Information Tech weight at 29% so that % of 500 (145) is added if InfoTech is up a penny and subtracted if it is down a penny. All sectors processed the same way so that for a given bar/candle the value will be between +500 (all sectors up) and -500 (all sectors down). This weighted AD line of sectors is scaled to +/- 350 and plotted as a red/green line along with aqua/fuchsia columns of its 5 period ema. The line is actual sector behavior and the columns seem to make a good signal with column zero crosses standing out. The columns aqua / fuchsia are a 5 period ema of the Sector AD line and give pretty good signals at zero cross for SPX. I colored the AD red green line also to emphasize the times it opposes the ema for example the histo/colums zero cross signal is NOT true when the AD line is showing all or most sectors going the other way. For readability, the AD line itself is scaled to 350. This lets the columns of the ema stand out better. The hlines at 350 and at 175 give an idea for the AD green red line how much of the sector's weight is up or down. 350 is all sectors up (advancing) and -350 is all sectors down (declining). The hlines at +/- 175 seem to outline a more or less "neutral" zone. For example in an uptrend with most of the AD level positive and the columns positive; a negative spike that does not pass the -175 line and returns positive does not seem to impact the price as much as a deeper negative spike.
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Tom1trader tarafından
29
vol_premiaThis script shows the volatility risk premium for several instruments. The premium is simply "IV30 - RV20". Although Tradingview doesn't provide options prices, CBOE publishes 30-day implied volatilities for many instruments (most of which are VIX variations). CBOE calculates these in a standard way, weighting at- and out-of-the-money IVs for options that expire in 30 days, on average. For realized volatility, I used the standard deviation of log returns. Since there are twenty trading periods in 30 calendar days, IV30 can be compared to RV20. The "premium" is the difference, which reflects market participants' expectation for how much upcoming volatility will over- or under-shoot recent volatility. The script loads pretty slow since there are lots of symbols, so feel free to delete the ones you don't care about. Hopefully the code is straightforward enough. I won't list the meaning of every symbols here, since I might change them later, but you can type them into tradingview for data, and read about their volatility index on CBOE's website. Some of the more well-known ones are: ES: S&P futures, which I prefer to the SPX index). Its implied volatility is VIX. USO: the oil ETF representing WTI future prices. Its IV is OVX. GDX: the gold miner's ETF, which is usually more volatile than gold. Its IV is VXGDX. FXI: a china ETF, whose volatility is VXFXI. And so on. In addition to the premium, the "percentile" column shows where this premium ranks among the previous 252 trading days. 100 = the highest premium, 0 = the lowest premium.
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taylor_o tarafından
VIX Implied Move Bands for ES/Emini futuresThis script uses the close of the VIX on a daily resolution to provide the 'implied move' for the E-mini SP500 futures. While it can be applied to any equity index, it's crucial to know that the VIX is calculated using SPX options, and may not reflect the implied volatility of other indices. The user can adjust the length of the moving average used to calculate the bands, the window of days used to calculate the implied move, and the multiplier that effects the width of the bands.
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CSC1 tarafından
7
Horus RSI Stoch BTC - SPX EMA SpreadHello Traders, Horus RSI Stoch BTC - SPX EMA Spread is an oscillator based on BITSTAMP:BTC and the SPX500USD EMA spread and may indicate Bitcoin oversold / overbought conditions compared to SPX. You can also setup an other time frame. How it works? - Like an RSI but only for BTC - Setup any time frame you want - Display Stochastic - Display StochRSI - Display Crosses for potential breakout / breakdown If its indicated overbought, this does not mean it can't go higher. Same the other way around. Use other indicators and PA for more confluence. Wuuzzaa
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TechTrendDude tarafından
XPloRR S&P500 Stock Market Crash Detection Strategy v2XPloRR S&P500 Stock Market Crash Detection Strategy v2 Long-Term Trailing-Stop strategy detecting S&P500 Stock Market Crashes/Corrections and showing Volatility as warning signal for upcoming crashes Detecting or avoiding stock market crashes seems to be the 'Holy Grail' of strategies. Since none of the strategies that I tested can beat the long term Buy&Hold strategy, the purpose was to detect a stock market crash on the S&P500 and step out in time to minimize losses and beat the Buy&Hold strategy. So beat the Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. With the default parameters the strategy generates 10262% profit (starting at 01/01/1962 until release date), with 10 closed trades, 100% profitable, while the Buy&Hold strategy only generates 3633% profit, so this strategy beats the Buy&Hold strategy by 2.82 times ! Also the strategy detects all major S&P500 stock market crashes and corrections since 1962 depending on the Trailing Stop Smoothness parameter, and steps out in time to cut losses and steps in again after the bottom has been reached. The 5 major crashes/corrections of 1987, 1990, 2001, 2008 and 2010 were successfully detected with the default parameters. The script was first released on November 03 2019 and detected the Corona Crash on March 04 2020 with a Volatility crash-alert and a Sell crash-alert. I have also created an Alerter Study Script based on the engine of this script, which generates Buy, Sell and Volatility signals. If you are interested in this Alerter version script, please drop me a mail. The script shows a lot of graphical information: the Close value is shown in light-green. When the Close value is temporarily lower than the Buy value, the Close value is shown in light-red. This way it is possible to evaluate the virtual losses during the current trade. the Trailing Stop value is shown in dark-green. When the Sell value is lower than the Buy value, the last color of the trade will be red (best viewed when zoomed) the EMA and SMA values for both Buy and Sell signals are shown as colored graphs the Buy signals are labeled in blue and the Sell signals are labeled in purple the Volatility is shown below in green and red. The Alert Threshold (red) is default set to 2 (see Volatility Threshold parameter below) How to use this Strategy? Select the SPX (S&P500) graph and add this script to the graph. Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters), then keep using these parameters for future Buy/Sell signals on the S&P500. More trades don't necessarily generate more overall profit. It is important to detect only the major crashes and avoid closing trades on the smaller corrections. Bearing the smaller corrections generates a higher profit. Watch out for the Volatility Alerts generated at the bottom (red). The Threshold can by changed by the Volatility Threshold parameter (default=2% ATR). In almost all crashes/corrections there is an alert ahead of the crash. Although the signal doesn't predict the exact timing of the crash/correction, it is a clear warning signal that bearish times are ahead! The correction in December 2018 was not a major crash but there was already a red Volatility warning alert. If the Volatility Alert repeats the next weeks/months, chances are higher that a bigger crash or correction is near. As can be seen in the graphic, the deeper the crash is, the higher and wider the red Volatility signal goes. So keep an eye on the red flag! Here are the parameters: Fast MA Buy: buy trigger when Fast MA Buy crosses over the Slow MA Buy value (use values between 10-20) Slow MA Buy: buy trigger when Fast MA Buy crosses over the Slow MA Buy value (use values between 21-50) Minimum Buy Strength: minimum upward trend value of the Fast MA Buy value (directional coefficient)(use values between 10-100) Fast MA Sell: sell trigger when Fast MA Sell crosses under the Slow MA Sell value (use values between 10-20) Slow MA Sell: sell trigger when Fast MA Sell crosses under the Slow MA Sell value (use values between 21-50) Minimum Sell Strength: minimum downward trend value of the Fast MA Sell value (directional coefficient)(use values between 10-100) Trailing Stop ATR: trailing stop % distance from the smoothed Close value (use values between 2-20) Trailing Stop Smoothness: MA value for smoothing out the Trailing Stop close value Buy On Start Date: force Buy on start date even without Buy signal (default: true) Sell On End Date: force Sell on end date even without Sell signal (default: true) Volatility EMA Period: MA value of the Volatility value (default 15) Volatility Threshold: Threshold value to change volatility graph to red (default 2) Volatility Graph Scaler: Scaling of the volatility graph (default 5) Important : optimizing and using these parameters is no guarantee for future winning trades!
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XPl0RR tarafından
5
SPY - SPX - S&P --- DAILY MODELThis model is optimized for SPY on a daily time-frame. Even though it is still profitable (Profit factor > 1) on other time-frames, such as 1h or weekly, I strongly advise you to NOT consider these signals. You might also get positive returns on other assets, and time-frames, and I also strongly advise you to NOT consider them for your trades. For example: AAPL-1h GOOGL-D-W TSLA-D-W PYPL-D INTC-W MSFT-D-W FDN-D-W And so on … This model is an optimization (parameters tuning) of a meta-model (generic model) for the SPY. It is mainly based on a conjunction of price & volume personal indicators for both entry and exit signals. The relative portability of the model to other assets and time-frames, coupled with a "Development set -> Validation set" approach, confers it a stronger reliability, and a better warranty of not being « over-optimized ». The meta-model has also served for other model buildings, about 100 as of today. Be advised that this model applied to real data will get much lower profit factors. During high-volatility periods (such as current times), the model might also be less accurate, as "News streams", more than "prices and volumes", make the market. As always, this model is for an educational purpose only, and should never be considered as a single decision tool. So, study it, and make sure your decisions are still your own choice.
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Email-Trader tarafından
16
IV/HV ratio 1.0 [dime]This script compares the implied volatility to the historic volatility as a ratio. The plot indicates how high the current implied volatility for the next 30 days is relative to the actual volatility realized over the set period. This is most useful for options traders as it may show when the premiums paid on options are over valued relative to the historic risk. The default is set to one year (252 bars) however any number of bars can be set for the lookback period for HV. The default is set to VIX for the IV on SPX or SPY but other CBOE implied volatility indexes may be used. For /CL you have OVX/HV and for /GC you have GVX/HV. Note that the CBOE data for these indexes may be delayed and updated EOD and may not be suitable for intraday information. (Future versions of this script may be developed to provide a realtime intraday study. ) There is a list of many volatility indexes from CBOE listed at: www.cboe.com (Some may not yet be available on Tradingview) RVX Russell 2000 VXN NASDAQ VXO S&P 100 VXD DJIA GVX Gold OVX OIL VIX3M 3-Month VIX6M S&P 500 6-Month VIX1Y 1-Year VXEFA Cboe EFA ETF VXEEM Cboe Emerging Markets ETF VXFXI Cboe China ETF VXEWZ Cboe Brazil ETF VXSLV Cboe Silver ETF VXGDX Cboe Gold Miners ETF VXXLE Cboe Energy Sector ETF EUVIX FX Euro JYVIX FX Yen BPVIX FX British Pound EVZ Cboe EuroCurrency ETF Volatility Index Amazon VXAZN Apple VXAPL Goldman Sachs VXGS Google VXGOG IBM VXIBM
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dime tarafından
2
SPX Breadth MA 200 Trend Following Strategy [TradeSoEasy]運用「S&P 500 成分股中價格高於200日移動平均線的百分比」作為核心指標，精準捕捉市場主要趨勢。 策略核心邏輯： 📈 進場條件 (多頭)： 當S&P 500成分股中，價格高於200日均線的股票百分比超過 %時，判斷市場處於強勢，執行買入操作。 📉 出場條件 (平倉)： 當該百分比跌破 %時，判斷市場趨勢可能轉弱，執行平倉操作。 重要提示：數據來源與計算 本策略透過request.security()函數引用外部市場廣度數據S5TH，請確保您了解該數據的來源與特性。 ⚠️ 重要免責聲明與風險提示： 回測結果不代表未來表現： 歷史績效數據僅供參考，不保證未來也能取得相同或類似的回報。 ------------------------------------- Strategy Core Logic: S&P 500 Breadth & Trend Following This strategy utilizes the "Percentage of S&P 500 Components Above their 200-Day Moving Average" as its core indicator to accurately capture the market's primary trend. 📈 Entry Condition (Long): When the percentage of S&P 500 components whose price is above their 200-day MA exceeds %, the strategy identifies a strong market and executes a buy (long) operation. 📉 Exit Condition (Close Position): When this percentage falls below %, the strategy identifies a potential weakening or reversal in the market trend and executes a close position. Important Note: Data Source & Calculation This strategy uses the request.security() function to reference external market breadth data, specifically the S5TH symbol. Please ensure you understand the source and characteristics of this data, as it is not calculated internally by the Pine Script from individual S&P 500 components. ⚠️ Important Disclaimer & Risk Warning: Past performance is not indicative of future results: Historical performance data is for informational purposes only and does not guarantee similar returns in the future. Real-world trading costs: Please note that actual trading involves commissions, slippage, and liquidity factors that may differ from backtest results, impacting your final returns.
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ITradeSoEasy tarafından