This script will mark the structural pivots based on some rules. Solid green/red lines are for major trend to mark LPH (Large Pivot High) and LPL (Large Pivot Low). Dotted green/red lines are for minor trend SPH (Small Pivot High) and SPL (Small Pivot Low). SPH and SPL are not marked as labels to reduce congestion on the chart. Gray lines are to identify...
This 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...
This 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...
The 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 +...
This 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...
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...
This 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...
This 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...
This 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...
Gold 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...
This 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...
This 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...
Test 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...
Hello Guys This is a reupload! The 0dte is for options trading and is used for the main 1 to 0 odte strategy! It uses volume, sector and tik analysis in order to give an understanding of looking which way to play. The next version will look at correlations between the es! Feel free to point out bugs and reach out as I want this to grow into something way stronger!
A simple script that I made that draws lines between the high and low pivots. The color of the line define if the pivot is higher or lower than the previous pivot. The main thing to tune is the pivot look back vs look ahead, which are the same params used by the tradingview pivot indicator. There are several other params you can tweaks to get the look you want.
Highlights the extended hours/Globex session for US Equity Index Futures.
I 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...
Fama-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...