Expected Levels [blue]

20 lug 2023

Adds a number of levels and pivots. Used with Crypto, Stocks, and Futures.

1. ES/NQ Expected Moves for daily and weekly
   
2. Previous Day Open/Close
   
3. Previous High/Low
   
4. Previous Day 50%
   
5. Weekly Open
   
6. 5 day ADR
   
7. ADR Judas Swing
   
8. NY Opening Range (15 minute)
   
9. NY Initial Balance (1 hour)
   
10. NY Midnight
    
11. NY Open
    
12. Daily Equilibrium (Pivot Point) including Central Pivot Range and S1-5, R1-5 pivots
    
13. Weekly Equilibrium (Pivot Point)
    

ES/NQ Expected Moves:
User input of expected moves based on what the options market believes to be forward risk. Currently only available for NQ futures and ES futures.

Forward risk is calculated by taking the following Friday's ATM ask on calls and puts. Add them together. Then use that number on the closing price to get the high and low range for the following week's session. The daily is the same; however, done on the following day's option expiry. If you do not have access to futures options, SPX and NDX can be used.

For example if ES closed at 4000 and the ± of the ATM ask for calls and puts totaled 25 for the following day, then the range low would be 3975 and the range high would be 4025. You would enter 4000 as the close and 25 for the expected move within settings.

23 lug 2023

Note di rilascio

Minor Adjustments

29 ago 2023

Note di rilascio

• Update to include Dec (Z) contracts for ES and NQ
  
• Add option to show price with label
  
• Code optimizations
  

29 ago 2023

Note di rilascio

Added Daily 2 sigma levels.

8 set 2023

Note di rilascio

- Add custom options for daily levels for ES.
- Add previous day open, high, low, close

19 set 2023

Note di rilascio

Added 4 weekly custom levels for ES.

10 ott 2023

Note di rilascio

• Add ADR (5 day average)
  
• Add ADR 1/3 level (Judas Swings)
  
• Add 15min Opening Range (NY Cash Session)
  
• Add 1hr Initial Balance (NY Cash Session)
  

10 ott 2023

Note di rilascio

- minor bug fix

10 ott 2023

Note di rilascio

screenshot

11 ott 2023

Note di rilascio

- minor updates

23 ott 2023

Note di rilascio

Adjust IB and OR to only display during NY cash session.

19 nov 2023

Note di rilascio

- Minor Adjustments

24 nov 2023

Note di rilascio

- Add weekly open
- Code adjustments

24 nov 2023

Note di rilascio

Minor adjustments

2 dic 2023

Note di rilascio

- Minor updates
- Added March 2024 contract for ES/NQ
- Removed custom levels (lack of use)

14 dic 2023

Note di rilascio

-Option Adjustments and refinements

21 gen 2024

Note di rilascio

- Included daily pivot points (Traditional), Daily EQ and weekly EQ
- code cleanup

26 gen 2024

Note di rilascio

- Fix lines not updating when new session immediately starts
- Remove OR and IB from showing on crypto products as these are based on NY cash session for stocks and futures

6 feb 2024

Note di rilascio

- Minor adjustments

14 mag 2024

Note di rilascio

- General Optimizations
- Add Sept (U2024) Contracts to ES/NQ
- Add halfback and 50% extension for IB (Initial Balance) levels

1 giu 2024

Note di rilascio

- Added minor S/R 1-3
- Added Initial Balance Extensions

7 giu 2024

Note di rilascio

- Added NY Open and EU Close
- Added option to extend levels/labels near price or to session close.

8 lug 2024

Note di rilascio

- Fix attempt for Previous Day High/Low when using RTH on futures products.

30 ago 2024

Note di rilascio

- Add New York Midnight level
- Add line width option
- Minor adjustments / cleanup

10 set 2024

Note di rilascio

- Added previous day and week volume profiles (POC, VAH, VAL)
- Code cleanup

2 ott 2024

Note di rilascio

- Optimization
- Introduced a library which this relies on.
- Added EU High/Low levels
- Removed volume profile due to inconsistencies.

21 ott 2024

Note di rilascio

Minor updates.

27 gen

Note di rilascio

- Minor Changes
- Pine script v6
- Adjust label font family
- Included SPX, US500, NDX, US100 in the expected moves tickers
- Add VIX implied move based for ES/NQ
- Add Period A Halfback
- No longer need to set the close price for ES/NQ. Just add the Expected move value.

19 feb

Note di rilascio

- Add option to pick between Traditional or Demark Pivots
- Add option for Weekly R1/S1 pivots
- Add option for Monthly EQ/R1/S1 pivots

19 feb

Note di rilascio

adjust M pivot to show at 2hr-1d