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SPX (S&P 500 Index)

Relative Strength ComparisonThis script plots the ratio between a ticker and the selected index. Currently, I have US equities indexes listed + BTC. It's a great way to check for relative strength, determine if absolute highs relative to the ratio are being made, etc. Additionally, optional comparison of the RSI is included. I was just testing something out but figured I'd leave in here because why not. If you use this, enable the 1.0 line. Script is a bit slow, will try to optimize eventually.
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imbes2 tarafından
SMART4TRADER-US STOCKSThe indicator is intended to evaluate the stock market , as it takes into account the data on the BUY and SELL of all US shares. In the indicator, you can select various methods for providing data. Priority = (BUY - SELL) with a intraday cumulative effect. Ratio = (BUY / SELL) with a intraday cumulative effect. Delta = (BUY - SELL) on each candle. Volume = (BUY + SELL) on each candle. Cumulative = (BUY - SELL) with cumulative for all available history. ------------------------------ Индикатор предназначен для оценки фондового рынка , так как в себе учитывает данные о покупка и продажах всех акций США. В индикаторе можно выбрать различные методы предоставления данных. PRIORITY = (BUY - SELL) с накопительным эффектом внутри дня. RATIO= (BUY / SELL) с накопительным эффектом внутри дня. DELTA= (BUY - SELL) на каждой свече. VOLUME= (BUY + SELL) на каждой свече. CUMULATIVE= (BUY - SELL) с накопительным за всю доступную историю на графике.
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smart4trader tarafından
Improved Bollinger Swing Strategy Stock NasdaqThis is an improved bollinger band strategy adapted to Nasdaq Index/Stocks. The new update include a multiple logic calculation BB adapted for long and short, together with a risk management using movement in %. Rules for entry For long we have a crossover between the close and the lower band from the bb For long we have a crossover between the close and the upper band from the bb Rules for exit We exit when we either find a reverse condition, or if we hit the take profit/stop loss levels. If you have any questions, let me know !
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exlux tarafından
3
Stock trending strategy This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well. Components: VWAP MACD histogram EMA 9 Rules for entry Long : For VWAP: close is above the vwap daily EMA: close is above the moving average MACD histogram is above 0 Short: For VWAP: close is belowthe vwap daily EMA: close is below the moving average MACD histogram is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
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exlux tarafından
Ichimoku with MACD/ CMF/ TSIThis is a very powerful trend strategy designed for markets such as stocks market , stock index and crypto. For time frames I found out that 1h seems to do the trick. Components: Ichimoku full pack MACD histogram CMF oscillator TSI oscillator Rules for entry Long : For Ichimoku:Tenkan part of cloud is bigger than kijun, Chikou is above 0 , close of a candle is above the Senkou MACD histogram is above 0 CMF oscillator is positive and bigger than 0.1 TSI oscillator is above 0 Short: For Ichimoku:Tenkan part of cloud is smaller than kijun, Chikou is below 0 , close of a candle is belowthe Senkou MACD histogram is below 0 CMF oscillator is negative and below -0.1 TSI oscillator is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !
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exlux tarafından
SMART4TRADER-INDEX PATTERN BREAKOUT MULTIThis indicator is designed to analyze the breakdown of previous values ​​of the candles, not only on the selected tool, but also on others. The indicator is well used on the indices of the stock market. In the default indicator, recommended indexes are configured. The indicator summarizes the results of the analysis of all tools and shows in the form of columns that are above and \ or below the zero line. Additionally, the indicator has two horizontal lines above zero (green) and two horizontal lines below zero (red). The breakdown of these nearest to zero lines signals the possible beginning of the move towards which the column is directed. If the column reached the left line, this means that a very strong trend is noticeable on all the tools selected in the settings. Additionally, the indicator has a blue line that shows the average value of the columns both above and below the zero line. And also added Hull Moving Average Period (9). BUY signal: HIGH > HIGH(1) и LOW > LOW(1) SELL signal: HIGH < HIGH(1) и LOW < LOW(1) и LOW < LOW(2) -------------------------------------------------------- Этот индикатор предназначен для анализа пробития предыдущих значений свечей, не только на выбранном инструменте, но и на других. Индикатор хорошо использовать на индексах фондового рынка. В индикаторе по умолчанию настроены рекомендуемые индексы для анализа. Индикатор суммирует результаты анализа всех инструментов и показывает в виде столбиков, которые находиться выше и\или ниже нулевой линии. Дополнительно на индикаторе есть две горизонтальные линии выше нуля (зеленый) и две горизонтальные линии ниже нуля (красный). Пробитие этих ближайших к нулю линий сигнализирует о возможном начале движения в сторону, в которую направлен столбик. Если столбик достиг крайней линии, то это значит, что очень сильный тренд заметен на всех инструментах выбранных в настройках. Дополнительно в индикаторе есть синяя линия, которая показывает среднее значение столбиков как выше, так и ниже нулевой линии. А также добавлена HULL MOVING AVERAGE период (9). Сигнал на покупку: HIGH > HIGH(1) и LOW > LOW(1) Сигнал на продажу: HIGH < HIGH(1) и LOW < LOW(1) и LOW < LOW(2)
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smart4trader tarafından
Vix Jump for Selling Puts or Buying CallsThis script aims to identify optimal times when to write Puts for premium, for example using the SPX Weeklies model or simply buying Calls. Not perfect but provides some additional confidence when playing Puts on SPX or the Wheel on SPY. What it does: We compare current VIX with a lookback VIX for X% delta. If there is a jump of say 20% over a defined period then that would indicate an opportunity to sell Puts, run a straddle or buy Calls. We use VVIX as a check to stop to many false positives ie VVIX falls of faster than VIX. You can also use this loosely as a bottom finder.
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jroche1973 tarafından
3
Mayfair GoldGold Oscillator using SPX & DXY to measure the moving average cross of the 3. Gold in Orange DXY in Green SPX in Blue To use this indicator, you need to see the strength (Orange above the 50%) line, use your own configurations and settings for the two MA's as a cross. The idea is not to enter trades but to know when either SPX or/and DXY is getting stronger or weaker to help with profit-taking of gold positions. As per any Oscillator - look for patterns, cross-overs and momentum shifts. (Treat like a MACD, RSI or Stochastic).
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Mayfair_Ventures tarafından
10
SectorsThis script attempts to show the relative strength of the 11 sectors in the SPX, which can be accomplished in three ways: 1. Sectors - displays all sector indices as they appear normally 2. Sector Relativity - displays each sector divided by the sum of the other 10 sectors 3. Sector Alpha - displays the alpha of each sector as compared to the sum of the other 10 sectors I have seen some other iterations of this script that compare each sector to the SPX as a whole, a couple problems with that: 1. SPX sector weightings are unequal and change quarterly, meaning you will get an inaccurate depiction of relative sector strength across time. 2. Even if using an equal-weight SPX, you would be comparing a sector to itself as all 11 sectors are included in the SPX, not just the complementary 10 you are looking to compare one sector to. For more information on the sectors in the SPX or the calculation of Alpha, visit the links at the top of the script. *Includes an option for repainting -- default value is true, meaning the script will repaint the current bar. False = Not Repainting = Value for the current bar is not repainted, but all past values are offset by 1 bar. True = Repainting = Value for the current bar is repainted, but all past values are correct and not offset by 1 bar. In both cases, all of the historical values are correct, it is just a matter of whether you prefer the current bar to be realistically painted and the historical bars offset by 1, or the current bar to be repainted and the historical data to match their respective price bars. As explained by TradingView,`f_security()` is for coders who want to offer their users a repainting/no-repainting version of the HTF data.
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MartinShkreIi tarafından
11
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
Nico's SPX Dynamic ChannelsTest of dynamic channels and some statistics made by hand. This indicator was done specifically for the S&P500 index. As you can see, below the 125 EMA there's a lot more volatility than in the upside. I've made some kind of a dynamic linear regression of the lows and the highs. I've chosen the MA that best fits the SPX, and then calculated in Excel the percental mean and SDs of most important peaks and valleys that I've chosen in comparison to the 125 MA. This lead to the green, orange and red zones. BUT, I've calculated the peaks and valleys separately, as I assumed that a bear market and crashes have way more volatility than bull markets. That's why the difference between the upper and the lower channels. The neutral blue zone is composed by an upper EMA of the highs and lower EMA of the lows. No MA in this script uses the close price as a source. This MA makes sense because it represents a semester of trading, for this particular asset. Backtest results It's also interesting to try it here too, as it has a little bit more of data: SPCFD:SPX As it's not a trading system, I have no batting average nor ratios for this. Still, the measures of the peaks and valleys are very accurate and repeat themselves over and over again. The results were: 3rd resistance: 12.88% 2nd resistance: 10.12% 1st resistance: 7.36% 1st support: -6.42% 2nd support: -14.8% 3rd support: -23.18% All referred to the mean, which is the 125 EMA zone. After the 1950's works like magic, but not before. You will see that it doesn't work in the great depression and it's crash. How to use this indicator Green = First grade support/resistance . Orange = Second grade support/resistance . Caution. Red = Third grade support/resistance . High chances of mean reversal. Blue zone = This is the neutral zone, where the prices are not cheap nor expensive. Often in a trending market, the price will have the blue zone as it's main support and when trending the price will stick to the green MA. When the price touches the orange MA, the most probable is that it will return to the green MA. If the price touches the red zone, there's a high chance that this is a big turning point and it will reverse to the mean (green or blue zone). Imagine you've bought each time the price touched the red support, check that and you'll start liking this indicator. I think it is a great entry point for investors. The red resistance is good too, but of course it works for a short period of time. I've backtested this indicator since the beginning of the dataset and it works like magic, but ONLY for the SPX index (spot price). Leave a comment or some coins if you like it!!! (I've posted it before like an analysis, not as a script, my bad)
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NicolasRZ tarafından
7
Cyclic Smoothed RSI with Divergence IndicatorI created a single indicator that combines 1) Cyclic Smoothed RSI and 2) the Divergence indicator (bull, bear). It is very handy when used with the MACD and crossover points. Please refer to for info on how to use the cRSI indicator. Info on the chart. 1) Red dotted lines = cRSI crossed back from overbought and crossover in MACD 2) Red solid lines = Bear divergence and crossover in MACD 3) Green dotted lines = cRSI crossed back from oversold and crossover in MACD 4) Green solid lines = Bull divergence and crossover in MACD 5) Black transition = cRSI crossover but NO crossover in MACD
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Dr_Roboto tarafından
13
Fama-French 3 Factor ModelFama-French 3 Factor Model Extension of the Capital Asset Pricing Model (CAPM) CAPM Ra = Rfr + where, Ra = Return of the Asset Rfr = Risk-Free Rate βa = Beta Coefficient of the Asset Rm - Rfr = Market Risk Premium Fama-French 3 Factor r = rf + β1*(rm - rf) + β2(smh) +β3(hml) r = Expected rate of return rf = Risk-free rate ß = Factor’s coefficient (sensitivity) (rm – rf) = Market risk premium SMB (Small Minus Big) = Historic excess returns of small-cap companies over large-cap companies HML (High Minus Low) = Historic excess returns of value stocks (high book-to-price ratio) over growth stocks (low book-to-price ratio) Small is set to $EWSC Invesco S&P SmallCap 600® Equal Weight ETF Big is set to $EQLW Invesco S&P 100 Equal Weight ETF High is set to $IUSV iShares Core S&P US Value ETF Low is set to $IUSG iShares Core S&P US Growth ETF returns selections 'returns' 'logarithmic returns' (use for realized (historical) returns) 'geometric returns' (compounded returns) risk-free rate selections: $DTB3 $DGS2 $DGS5 $DGS10 $DGS30 tf = primary time-frame rtf = reference time-frame
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luminaryfi tarafından
7
Realized Variables for Options ComparisonThese variables can be used in comparison with the implied volatility of options. Variables: Realized Volatility mathematical notation lowercase 'sigma' Realized Variance mathematical notation lowercase 'sigma' squared Realized Beta mathematical notation lowercase 'beta' Timeframes: Yearly = 250 or 365 Quarterly = 50 or 90 Monthly = 20 or 30 Important Note: Options Contract Expiry = barmerge.lookahead_on "Merge strategy for the requested data position. Requested barset is merged with current barset in the order of sorting bars by their opening time. This merge strategy can lead to undesirable effect of getting data from "future" on calculation on history. This is unacceptable in backtesting strategies, but can be useful in indicators." [ All other timeframes barmerge.lookahead is disabled.
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luminaryfi tarafından
SPX-VIX Intraday DivergenceAs a long-term buyer/short-seller, you will always find different ways to enter the market , moving average crossovers, breakouts , overbought/oversold conditions being some of the classy methods. However, they are decreasingly effective... 😢 Recently I have realized that analysis beyond the technical indicators will bring trading to the next level because I will be able to confirm my trading signals without relying too much on basic price actions and patterns which are easily manipulated by big banks and institutions. 👍 Today I will introduce you to my divergence indicator making use of SPX and VIX. Unlike MacD or RSI divegence , which would involve normative judgement , it will take account of the unusual move by SPX alongwith the VIX , to the exploit chances that options market, where most experienced investors participated in has a preceding insight into the equity market about the upcoming moves. I have divided signals into two groups. Bullish divergence - SPX Down , VIX also Down 👇 Bearish divergence - SPX Up , VIX also Up 👆 I hope this script will enable us to take advantage of the options market activities , to provide a REAL divergence signal, and be used coupled with our own chart patterns or other price signals, and more importantly to score more and more winning trades!!! If you want more useful scripts from me, please like and share my posts. And don't forget to follow my account to grab the latest ideas and tools! 😘
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lonelygrass tarafından
6
Rate Of Change - Weekly SignalsRate of Change - Weekly Signals This indicator gives a potential "buy signal" using Rate of Change of SPX and VIX together, using the following criteria: SPX Weekly ROC(10) has been BELOW -9 and now rises ABOVE -5 *PLUS* VIX Weekly ROC(10) has been ABOVE +80 and now falls BELOW +10 The background will turn RED when ROC(SPX) is below -9 and ROC(VIX) is above +80. The background will turn GREEN when ROC(SPX) is above -5 and ROC(VIX) is below +10. So the potential "buy signal" is when you start to get GREEN BARS AFTER RED - usually with some white/empty bars in between...but wait for the green. This indicates that the volatility has settled down, and the market is starting to turn up. This indicator gives excellent entry points, but be careful of the occasional false signals. See Nov. 2001 and Nov. 2008, in both cases the market dropped another 25-30% before the final bottom was formed. Always have an exit strategy, especially when buying in after a downtrend. How I use this indicator, pretty much as shown in the preview. Weekly SPX as the main chart with some medium/long moving averages to identify the trend, VIX added as a "Compare Symbol" in red, and then the Weekly ROC signals below. For the ROC graphs, you can show SPX+VIX together, SPX alone, or VIX alone. I prefer to display them separately because they don't scale well together (VIX crowds out the SPX when it spikes). Background color is still based on both SPX/VIX together, regardless of which graph is shown. Note that there is no VIX data available on Trading View prior to 1990, so for those dates the formula is using only ROC(SPX) and the assigned thresholds (-9 and -5, or whatever you choose).
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nj_guy72 tarafından
1
EPS AIThis indicator can be accessed by ANYONE by searching in the public indicator library located at the top of your chart! Enjoy! Introduction This indicator uses machine learning to predict the next Earnings Per Share (EPS) figure. The algorithm learns from previous figures in order to more accurately predict the next. As time continues, this indicator will become more accurate as it learns from an increased amount of data from earnings results. When the Future Projected EPS is positive, the line will appear green . When the Future Projected EPS is negative, the line will appear as red and sit below the EPS. Settings Panel The settings panel contains two tick-boxes. Quarterly Earnings : When selected, the EPS and future projected EPS will utilise quarterly results. Yearly results are used by default. Diluted EPS : When selected, the Diluted EPS and future projected Diluted EPS will be utilised. Basic EPS is used by default. Indicator Utility The EPS AI can be utilised on every securities instrument and time-frame. This indicator has been built in Pinescript V4 and will operate in real-time. This indicator can be accessed by ANYONE by searching in the public indicator library located at the top of your chart! Enjoy!
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GrantPeace tarafından
4