Inizia

Cicli

eksOr - Charm + Vanna Window (Monthly OPEX)What This Does This indicator highlights the monthly “Charm + Vanna window” around standard monthly options expiration (the 3rd Friday, i.e., monthly OPEX). It’s a time-based overlay that shades either: Pre-OPEX: from the first calendar day of the month through the day before OPEX, or Post-OPEX: from OPEX (3rd Friday) through month-end. Use it to quickly see periods when index/stock flows are often influenced by charm (delta change from time decay) and vanna (delta change from IV moves), which can impact intramonth behavior. How It Works Automatically computes the third Friday each month (monthly OPEX) in your chosen timezone. Lets you nudge the default window with Start/End calendar-day offsets (±10) to match your playbook. Optionally draws vertical dotted lines and S/E labels on the bars where the window starts/ends. Shows a compact table (top-right) with the current mode and the Start/End dates of the active month. Triggers alerts on the exact bars where the window STARTS and ENDS. Inputs Window Mode: Pre-OPEX (start → OPEX-1) or Post-OPEX (OPEX → month end) Timezone: Select from common exchanges/regions Start/End Offsets: Shift boundaries by calendar days (e.g., start +2, end −1) Style: Toggle shading, transparency, color, and start/end lines/labels Why it’s useful Many traders track the pre-OPEX build-up and post-OPEX reset for potential flow-driven behavior. This tool doesn’t predict direction; it frames time so you can align other signals (price, breadth, vol, dealer positioning, etc.) within a consistent monthly structure. Notes & limitations This is not a signal or guarantee of charm/vanna effects—just a calendar window commonly associated with them. OPEX logic uses the standard 3rd Friday (monthly equity/index options). It does not account for special exchange holidays or instrument-specific settlement quirks. For best results, combine with your own vol/positioning dashboards (IV, skew, gamma exposure, open interest changes, etc.). Tips Use Pre-OPEX mode to visualize potential decay/roll dynamics into OPEX. Use Post-OPEX mode to frame potential position resets into month-end. Adjust offsets to match how your market/instrument tends to behave (e.g., start earlier if flows show up sooner).
Indicatore Pine Script®
di eksOr
Waves of Wealth Pair Trading RatioThis versatile indicator dynamically plots the ratio between two user-selected instruments, helping traders visualize relative performance and detect potential mean-reversion or trend continuation opportunities. Features include: User inputs for selecting any two instrument symbols for comparison. Adjustable moving average period to track the average ratio over time. Customizable standard deviation multiplier to define statistical bands for overbought and oversold conditions. Visual display of the ratio line alongside upper and lower bands for clear trading signals. Ideal for pair traders and market analysts seeking a flexible tool to monitor inter-asset relationships and exploit deviations from historical norms. Simply set your preferred symbols and parameters to tailor the indicator to your trading style and assets of interest. How to Use the Custom Pair Trading Ratio Indicator Select symbols: Use the indicator inputs to set any two instruments you want to compare—stocks, commodities, ETFs, or indices. No coding needed, just type or select from the dropdown. Adjust parameters: Customize the moving average length to suit your trading timeframe and style. The standard deviation multiplier lets you control sensitivity—higher values mean wider bands, capturing only larger deviations. Interpret the chart: The ratio line shows relative strength between the two instruments. The middle line represents the average ratio (mean). The upper and lower bands indicate statistical extremes where price action is usually overextended. Trading signals: Look to enter pair trades when the ratio moves outside the bands—expecting a return to the mean. Use the bands and mean to set stop-loss and profit targets. Combine with other analysis or fundamental insight for best results.
Indicatore Pine Script®
di Dev9939
Fed Funds Rate-of-ChangeFed Funds Rate-of-Change What it does: This indicator pulls the Effective Federal Funds Rate (FRED:FEDFUNDS, monthly) and measures how quickly it’s changing over a user-defined lookback. It offers stabilized change metrics that avoid the “near-zero blow-up” you see with naive % ROC. The plot turns red only when the signal is below the lower threshold and heading down (i.e., value < –threshold and slope < 0). This indicator is meant to be useful in monitoring fast cuts on the part of the FED - a signal that has preceded recession or market pullbacks in times prior. Change modes: Percentage, log and delta. Percent ROC (ε floor): 100 * (now - prev) / max(prev, ε) Log change (ε): 100 * (ln(now + ε) - ln(prev + ε)) Delta (bps): (now - prev) * 100 (basis points; avoids percentage math) Tip: For “least drama,” use Delta (bps). For relative change without explosions near zero, use Log change (ε). Key inputs: Lookback (months): ROC window in calendar months (because source is monthly). Change Metric: one of the three options above. ε (percentage points): small constant (e.g., 0.25 pp) used by Percent ROC (ε) and Log change (ε) to stabilize near-zero values. EMA Smoothing length: light smoothing of the computed series. Clip |value| at: optional hard cap to tame outliers (0 = off). Threshold % / Threshold bps: lower/upper threshold band; unit adapts to the selected metric. Plot as histogram: optional histogram view. Coloring / signal logic Red: value is below the lower threshold (–threshold) and the series is falling on the current bar. How to use: Add to any chart (timeframe doesn’t matter; data is monthly under the hood). Pick a Change Metric and set Lookback (e.g., 3–6 months). Choose a reasonable threshold: Percent/Log: try 10–20% Delta (bps): try 50–100 bps Optionally smooth (EMA 3–6) and/or clip extreme spikes. Interpretation Sustained red often marks periods of accelerating downside in the Fed Funds change metric (e.g., policy easing momentum when using bps). Neutral (gray) provides context without implying direction bias. Notes & limitations Source is monthly FRED series; values update on monthly closes and are stable (no intrabar repainting of the monthly series). Threshold units switch automatically with the metric (%, %, or bps). Smoothing/clip are convenience tools; adjust conservatively to avoid masking important shifts.
Indicatore Pine Script®
di DamonAndTheSea
Custom Linear Regression Candles with Real-Time PriceHii this is great indicator to build by chatgpt. How to use------------ 1. It is based on the linear regression formula which gives you accurate market conditions. 2. You can do this with a RSI indicator so you can know overbought and oversell label. 3.If you want to get good accuracy then you can use chart type Heikin Ashi. Input-------------- 1. You can take linear regression length on different timeframes, in my backtest it was 5 to 15 min----30 and 1hour to 4hour---20 and Day---10 you can keep it. 2. You can pinpoint the highs and lows of the linear regression line. --Please use it and give your feedback.
Indicatore Pine Script®
di vikashwebel
US Net Liquidity + M2 / US Debt (FRED)US Net Liquidity + M2 / US Debt 🧩 What this chart shows This indicator plots the ratio of US Net Liquidity + M2 Money Supply divided by Total Public Debt. US Net Liquidity is defined here as the Federal Reserve Balance Sheet (WALCL) minus the Treasury General Account (TGA) and the Overnight Reverse Repo facility (ON RRP). M2 Money Supply represents the broad pool of liquid money circulating in the economy. US Debt uses the Federal Government’s total outstanding debt. By combining net liquidity with M2, then dividing by total debt, this chart provides a structural view of how much monetary “fuel” is in the system relative to the size of the federal debt load. 🧮 Formula Ratio = ( Fed Balance Sheet − ( TGA + ON RRP ) ) + M2 Total Public Debt Ratio= Total Public Debt (Fed Balance Sheet−(TGA+ON RRP))+M2 ​ An optional normalization feature scales the ratio to start at 100 on the first valid bar, making long-term trends easier to compare. 🔎 Why it matters Liquidity vs. Debt Growth: The numerator (Net Liquidity + M2) captures the monetary resources available to markets, while the denominator (Debt) reflects the expanding obligation of the federal government. Market Signal: Historically, shifts in net liquidity and money supply relative to debt have coincided with major turning points in risk assets like equities and Bitcoin. Context: A rising ratio may suggest that liquidity conditions are improving relative to debt expansion, which can be supportive for risk assets. Conversely, a falling ratio may highlight tightening conditions or debt outpacing liquidity growth. ⚙️ How to use it Overlay this chart against S&P 500, Bitcoin, or gold to analyze correlations with asset performance. Watch for trend inflections—does the ratio bottom before equities rally, or peak before risk-off periods? Use normalization for long historical comparisons, or raw values to see the absolute ratio. 📊 Data sources This indicator pulls from FRED (Federal Reserve Economic Data) tickers available in TradingView: WALCL: Fed balance sheet RRPONTSYD: Overnight Reverse Repo WTREGEN: Treasury General Account M2SL: M2 money stock GFDEBTN: Total federal public debt ⚠️ Notes Some FRED series are updated weekly, others monthly—set your chart timeframe accordingly. If any ticker is unavailable in your plan, replace it with the equivalent FRED symbol provided in TradingView. This indicator is intended for macro analysis, not short-term trading signals.
Indicatore Pine Script®
di MBCIM
Cycle Low (RSI + StochRSI) – v5 John.KCycle Low (RSI + StochRSI) – v5 John.K This tool is designed to detect potential cycle lows by combining RSI and Stochastic RSI oversold signals. RSI Oversold + Cross → confirms momentum exhaustion StochRSI Cross from Oversold → confirms short-term cycle turn Score System (0–4) → evaluates confluence strength Strict Mode → requires both RSI and StochRSI to be oversold for A+ signals One-Bar Tolerance → allows RSI & StochRSI to cross within 1 bar Anchor Option → optional reference level for cycle projection Signals are plotted directly on the candles as green triangles (CL) when conditions are met. Adjust thresholds (RSI, Stoch, Score) to control signal frequency.
Indicatore Pine Script®
di John_Kal
2