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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.
Indicatore Pine Script®
di taylor_o
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.
Indicatore Pine Script®
di CSC1
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
Indicatore Pine Script®
di TechTrendDude
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!
Strategia Pine Script®
di XPl0RR
5
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
Indicatore Pine Script®
di dime
2
SPX-Sectors % PMO Above Zero [bluesky]█ OVERVIEW The "Subsector-11 % PMO Above Zero" script analyzes market breadth based on the percentage of 11 user-adjustable subsector ETFs of the S&P 500 with a Positive Momentum Oscillator (PMO) value greater than or equal to zero. It provides insights into the strength and breadth of positive momentum signals within specific subsectors, aiding traders in making informed decisions. █ CONCEPTS This script utilizes the PMO values of the 11 user-adjustable subsector ETFs of the S&P 500 to assess market breadth. By calculating the percentage of subsector ETFs with a PMO value above zero, it identifies periods of broad positive momentum and potential trading opportunities within those specific sectors. █ PMO (Positive Momentum Oscillator) Developed by Carl Swenlin, the PMO is an oscillator based on a Rate of Change (ROC) calculation that is smoothed twice with exponential moving averages using a custom smoothing process. The PMO is normalized, allowing it to be used as a relative strength tool. Traders can rank subsector ETFs based on their PMO values as an expression of relative strength. █ CALCULATION The script calculates the percentage of subsector ETFs with a PMO value above zero based on the provided PMO values of the 11 user-adjustable subsector ETFs. It uses custom smoothing functions similar to Exponential Moving Averages (EMAs) to derive the PMO values. █ HOW TO USE IT - Timeframe: Optimize the script for different timeframes to analyze market breadth effectively within specific subsectors. - Subsector Analysis: The script displays the percentage of subsector ETFs within the 11 user-adjustable subsectors of the S&P 500 with a PMO value above zero, indicating the strength of positive momentum signals within those subsectors. - Trend Identification: Monitor changes in the percentage of subsector ETFs above zero to identify shifts in market breadth and trends. - Risk Management: Consider the breadth of positive momentum signals within specific subsectors when setting stop-loss levels or evaluating overall market conditions. █ ADDITIONAL OPTIONS This script offers additional options to enhance analysis and customization: - Candle Style: Choose from different candle styles such as Heikin Ashi, Three Line Break, Candles, or Line for chart visualization. - PMO Settings: Adjust the lengths of the PMO calculation and signal length according to your trading preferences. - Moving Average Settings: Incorporate the usage of fast and slow exponential moving averages (EMAs) for additional insights into momentum trends. █ FLEXIBILITY AND ADAPTABILITY The script allows traders to adjust the subsector ETF names according to their specific requirements. Please review and update the list of subsector ETFs periodically to reflect the desired sectors for analysis and ensure the script's relevance and accuracy. █ DISCLAIMER Trading involves risks, and past performance is not indicative of future results. The "Subsector-11 % PMO Above Zero" script is a tool designed to assist traders in analyzing market breadth and positive momentum signals within specific subsectors. It should be used in conjunction with sound risk management practices and a comprehensive trading strategy. Traders are encouraged to perform their due diligence, exercise caution, and adapt the script to their individual trading preferences and requirements. Please note that this script does not make any claims of guaranteed profitability or provide investment advice. Always consult with a qualified financial professional before making any investment decisions.
Indicatore Pine Script®
di bluesky509
1
SPX Excess CAPE YieldHere we are looking at the Excess CAPE yield for the SPX500 over the last 100+ years "A higher CAPE meant a lower subsequent 10-year return, and vice versa. The R-squared was a phenomenally high 0.9 — the CAPE on its own was enough to explain 90% of stocks’ subsequent performance over a decade. The standard deviation was 1.37% — in other words, two-thirds of the time the prediction was within 1.37 percentage points of the eventual outcome: this over a quarter-century that included an equity bubble, a credit bubble, two epic bear markets, and a decade-long bull market." assets.bwbx.io In December of 2020 Dr. Robert Shiller the Yale Nobel Laurate suggested that an improvement on CAPE could be made by taking its inverse (the CAPE earnings yield) and subtracting the us10 year treasury yield. "His model plainly suggests that stocks will do badly over the next 10 years, and that bonds will do even worse. This was the way Shiller put it in a research piece for Barclays Plc in October, (which can be found on SSRN Below): In summary, investors expect a certain return in equities as compensation for investing in a riskier asset class, and as interest rates have declined, the relative expected return for equities has increased dramatically. We believe this may quantitatively help to explain investors current preference for equities over bonds, and as such the quick recoveries we are observing (with the exception of the UK), whilst still in the midst of a pandemic. In the US in particular, we are once again observing stretched valuations and high CAPE ratios compared to history." Sources: papers.ssrn.com www.bloomberg.com The standard trading view disclaimer applies to this post -- please consult your own investment advisor before making investment decisions. This post is for observation only and has no warranty etc. www.tradingview.com Best, JM
Indicatore Pine Script®
di JM
2
Overnight Z/VolRatio SignalThis indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open. It calculates: • Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation. • VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction. Signal Logic (LONG bias) A long-bias condition triggers when: • Z_long ≥ 0.40 (overnight tilt strongly positive) • VolRatio ≥ 1.30 (above-average RTH volume) • Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags. Visuals mark qualifying days with colored labels and session highlights. It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices. Usage Notes • Works best when applied to daily or intraday 5m chart with extended hours enabled. • Typical exit: ~150 minutes after 09:30 ET. • Fridays are optionally excluded to avoid expiration-related distortions.
Indicatore Pine Script®
di FoxchaseTrading
Gabriel's Triple Impulsive Candle DetectorTriple Impulsive Candle Detector Overview, critical for catching impulse moves in either direction. SPX Income System is a rule-based framework designed to identify frequent, high-probability income opportunities on the S&P 500 cash index (SPX/SPY) using 0-DTE credit spreads. The core engine operates on 30-minute Impulse bars during the morning trade window and can be extended with optional modules for afternoon, overnight, and weekly swing opportunities. The methodology centers on a single, mechanical price event called a Impulse Bar (small wick to body ratio) to minimize discretion and keep execution consistent. 🔶What’s Inside Core Strategy: SPX Daily Income Timeframe: 3 kinds of 30-min bars. Window: 09:30–11:30 ET (new setups only) Instrument: SPX (cash index, XSP/SPY), executed with $5-wide credit spreads on 0-DTE SPX options Bullish Setup Entry on the break of setup bar high Use an at the money put credit spread Bearish Setup Entry on the break of setup bar low Use an at the money call credit spread Intent: Enter shortly after setup; manage to >80% max profit or EOD expiration if SPX. If it's another stock, then a 1.5~2x D ATR is suggested. Signal: An Impulse Bar that closes at/near the high (bullish) or low (bearish) of its 30-min range, verified with Volume above average. Risk—limited to the risk of the option spread. The spread is 5 dollars wide The premium collected is $2.50 $5 - 2.50 = $2.50, or the breakeven point. Which means what's left is the risk involved. The risk is $2.50 per spread 🔶Why the 30-Minute Chart? The 30-minute bar is the “chart of choice” because it filters noise and aligns with morning institutional flows. On alternate timeframes, price often retraces half the candle body before following through. On the 30m: the follow-through is more consistent, especially with 2x volume confirmation. Adding support/resistance levels at the impulse bar hl2 strengthens execution. This strategy has roots in MTF Crypto, and SPX/SPY TPO-Order Block logic. 🔶Bonus Examples: 🔹Afternoon SPX Income Second chance window (typically 14:00–15:00 ET) if the morning trade has exited, 60-min bars instead. 🔹ORB 30 – Opening Range Break (first 30 min) Classic ORB with an income twist for early action when time is limited. This can be entered on the 15 minute candle break. 🔹ORB 60 – Opening Range Break (second 30 min) A follow-up ORB variant for traders who miss the first window, verified on a 60-min chart. Enter on the final 3 minutes of the hourly candle or wait for a pullback. 🔹B&B – Bed & Breakfast (Overnight) Identifies income setups via the 10-minute chart in the last 30–60 minutes of the session with next-day open as the exit. 🔹JB – Just Breakfast Uses the prior day’s end-of-day setup to enter at the opening bell, then manages into the daily income flow. I trade 0-date, and selling an ITM spread either partially or fully then gives me a head start on the daily income potential. This may work better if you either roll or the ORB 30 also meets the criteria. 🔹All-Day-Scalper Converts income logic into 30-minute scalps using deep 75/80 delta ITM options as synthetic stock (requires >PDT). Meaning that the option will behave as if it is stock. This strategy comes with a warning: it's better if you can day trade. 🔹Tag ’n Turn—Weekly SPX Income Swing Weekly swing overlay using 30-min Pulse Bars + Bollinger Bands (50) for 3–7 day swings and as a filter for daily income alignment. I use the TTM Squeeze and obtain similar results. Target heuristics (directional days) with a fired squeeze. Part of my Gamma Scalping System. 🔶The Impulse Bar (10~40% Wick to Body Bar) An Impulse Bar is a candle that: Bullish: Closes higher than it opens and within the top ~10% of its high-low range. Bearish: Closes lower than it opens and within the bottom ~10% of its high-low range. Practical tip: Many traders mark 0-10-80-100% levels on the candle range (custom Fib or ruler) to quickly validate Pulse Bars. If it's accompanied by a volume spike, then it's better quality. 🔶SPX Daily Income—Rules & Execution 🔹Rules Chart: 30 min, no indicators required. Pure PA, TPO-based strategy. New Setups: 09:30–11:30 ET Instrument: SPX signals, executed via SPX 0-DTE credit spreads ($5 wide, $2 for SPY) 🔹Entries Bullish: Enter on a break of the setup bar high, use ATM put credit spread Bearish: Enter on a break of the setup bar low, use ATM call credit spread 🔹Exits Primary: Close at >80% of max profit (credit received) Alternate: Hold to EOD expiration Stop: Risk of the spread (defined by width – credit) Target Heuristics (directional days) Optional: 1.5–2× ATR as a reference (mirrors directional follow-through that often accelerates the >80% outcome) Credit Guidance (typical) OTM short strike ≈ $2.40 ITM short strike ≈ $2.50–$2.80 2× ITM short strike ≈ $2.80–$3.00 Trade Management (PDT-Aware) If under PDT, many prefer set-and-forget with GTC buy-back (e.g., $0.20) or EOD expiration. 1:00 PM ET time check Trending day ±$15–$20 SPX: usually no action, run to expiration Non-trending day ±$5 SPX: consider taking 40–60% if available (optional) to avoid 50/50 end-of-day decay dynamics Rationale: Without a favorable trend by ~1 PM, the odds of a late push decline; choosing a controlled partial outcome can improve long-run expectancy and reduce variance. 🔶Examples (Conceptual) 🔹Bullish: A green dot marks a bullish impulse bar; minor follow-through pushes the spread to >80% quickly. 🔹Bearish: A red triangle marks a bearish Impulse Bar; a modest down move is often sufficient for >80–95%. 🔹Tag ’n Turn—Weekly Swing (Filter & Stand-Alone) Chart: 30-minute Overlay: Bollinger Bands 50 (mean-reversion lens), or KC or TTM. Setup: Tag of upper/lower band + Pulse Bar, enter on break of Pulse Bar in that direction Target: Opposite Bollinger Band Use Case: 3–7 day swings and a directional filter for Daily Income signals (trade with weekly bias) 🔹Afternoon SPX Income: Same Pulse logic, 14:00–15:00 ET window. 🔹ORB 30 / ORB 60: Uses 30/60-min opening range; can relax Pulse threshold (up to 40% bars) for early positioning when time-constrained. 🔹B&B (Overnight): Lasts 30–60 minutes; closes the next day at open or after the first 30-minute bar. 🔹JB (Just Breakfast): Enter at open using prior day’s signal; optionally roll into Daily Income if eligible. 🔹All-Day-Scalper: Deep ITM options (~0.75–0.80 delta) as synthetic stock. Entry: Long ITM option Stop: ~40% of option price Target: 70–150% or 30-minute timed exit Note: Time-intensive; for accounts above PDT. 🔹Brokerage: Must efficiently support SPX options; a <10% spread between OI and Volume is ideal. Preferences vary; Tastytrade, Thinkorswim, and Interactive Brokers are common choices. Use what’s reliable, available in your region, and cost-effective. 🔶Alerts (Check-in) Bullish Impulse Detected (within 09:30–11:30 ET) Bearish Impulse Detected (within 09:30–11:30 ET) Afternoon Pulse (14:00–15:00 ET) ORB 30/60 Trigger B&B Window Open (last 60 mins) JB at Open Tag ’n Turn: Band Tag + Impulse (Bull/Bear) 🔶Inputs (Typical) Session windows (morning, afternoon, last hour) ~5~15 Average Bar Impulse threshold (strict 10% vs relaxed up to 40% for ORB variants) Marker/label styles (bull/bear colors, dots vs arrows) Filters (optional ATR TP, band touch BB(50-SMA, 2 Stdv.) for Tag ’n Turn) Alert toggles (on-close for webhooks) 🔶Best Practices One playbook, many Doors: Start with daily income; add afternoon or B&B/JB only after you’re consistent. Credit discipline: Don’t chase poor pricing; stick to the credit guidance. Time awareness: If no trend by ~1 PM ET, consider variance control. Weekly bias: When using Tag ’n Turn, align daily trades with the weekly swing direction for added confluence. Risk is defined as width – credit = max risk per spread. Size, accordingly, 1~2%. 🔶Disclosures & Risk This is not financial advice. Options involve risk and are not suitable for all investors. Past performance (including backtests or theoretical studies) does not guarantee future results. Slippage, fills, assignment risk, and latency can materially impact outcomes. Trade a plan you fully understand and always size for durability. On the Daily, the Impulse bars, are often a signal that you should plan for it to return back to half of the Candle's body, and plan accordingly. Plot a horizontal support/resistance level and see how price reacts to it. Keep house-money, and use 1~2% Risk, reduce exposure when VIX is low and increase it when VIX is high. TL;DR (Summary) Signal: 30-min Pulse Bar (strict 10% close in range) Window: 09:30–11:30 ET (new setups) Execution: 0-DTE $5-wide SPX credit spreads Exit: >80% max profit or EOD Add-ons: Afternoon, ORB 30/60, B&B/JB overnights, All-Day-Scalper, Tag ’n Turn weekly swing/filter Philosophy: Fully rule-based, minimal discretion, production-line consistency 0-date.
Indicatore Pine Script®
di GabrielAmadeusLau
1
Dskyz (DAFE) Quantum Sentiment Flux - Beginners Dskyz (DAFE) Quantum Sentiment Flux - Beginners: Welcome to the Dskyz (DAFE) Quantum Sentiment Flux - Beginners , a strategy and concept that’s your ultimate wingman for trading futures like MNQ, NQ, MES, and ES. This gem combines lightning-fast momentum signals, market sentiment smarts, and bulletproof risk management into a system so intuitive, even newbies can trade like pros. With clean DAFE visuals, preset modes for every vibe, and a revamped dashboard that’s basically a market GPS, this strategy makes futures trading feel like a high-octane sci-fi mission. Built on the Dskyz (DAFE) legacy of Aurora Divergence, the Quantum Sentiment Flux is designed to empower beginners while giving seasoned traders a lean, sentiment-driven edge. It uses fast/slow EMA crossovers for entries, filters trades with VIX, SPX trends, and sector breadth, and keeps your account safe with adaptive stops and cooldowns. Tuned for more action with faster signals and a slick bottom-left dashboard, this updated version is ready to light up your charts and outsmart institutional traps. Let’s dive into why this strat’s a must-have and break down its brilliance. Why Traders Need This Strategy Futures markets are a wild ride—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional games that can wreck unprepared traders. Beginners often get lost in complex systems or burned by impulsive trades. The Quantum Sentiment Flux is the antidote, offering: Dead-Simple Setup: Preset modes (Aggressive, Balanced, Conservative) auto-tune signals, risk, and sizing, so you can trade without a quant degree. Sentiment Superpower: VIX filter, SPX trend, and sector breadth visuals keep you aligned with market health, dodging chop and riding trends. Ironclad Safety: Tighter ATR-based stops, 2:1 take-profits, and preset cooldowns protect your capital, even in chaotic sessions. Next-Level Visuals: Green/red entry triangles, vibrant EMAs, a sector breadth background, and a beefed-up dashboard make signals and context pop. DAFE Swagger: The clean aesthetics, sleek dashboard—ties it to Dskyz’s elite brand, making your charts a work of art. Traders need this because it’s a plug-and-play system that blends beginner-friendly simplicity with pro-level market awareness. Whether you’re just starting or scalping 5min MNQ, this strat’s your key to trading with confidence and style. Strategy Components 1. Core Signal Logic (High-Speed Momentum) The strategy’s engine is a momentum-based system using fast and slow Exponential Moving Averages (EMAs), now tuned for faster, more frequent trades. How It Works: Fast/Slow EMAs: Fast EMA (Aggressive: 5, Balanced: 7, Conservative: 9 bars) and slow EMA (12/14/18 bars) track short-term vs. longer-term momentum. Crossover Signals: Buy: Fast EMA crosses above slow EMA, and trend_dir = 1 (fast EMA > slow EMA + ATR * strength threshold). Sell: Fast EMA crosses below slow EMA, and trend_dir = -1 (fast EMA < slow EMA - ATR * strength threshold). Strength Filter: ma_strength = fast EMA - slow EMA must exceed an ATR-scaled threshold (Aggressive: 0.15, Balanced: 0.18, Conservative: 0.25) for robust signals. Trend Direction: trend_dir confirms momentum, filtering out weak crossovers in choppy markets. Evolution: Faster EMAs (down from 7–10/21–50) catch short-term trends, perfect for active futures markets. Lower strength thresholds (0.15–0.25 vs. 0.3–0.5) make signals more sensitive, boosting trade frequency without sacrificing quality. Preset tuning ensures beginners get optimized settings, while pros can tweak via mode selection. 2. Market Sentiment Filters The strategy leans hard into market sentiment with a VIX filter, SPX trend analysis, and sector breadth visuals, keeping trades aligned with the big picture. VIX Filter: Logic: Blocks long entries if VIX > threshold (default: 20, can_long = vix_close < vix_limit). Shorts are always allowed (can_short = true). Impact: Prevents longs during high-fear markets (e.g., VIX spikes in crashes), while allowing shorts to capitalize on downturns. SPX Trend Filter: Logic: Compares S&P 500 (SPX) close to its SMA (Aggressive: 5, Balanced: 8, Conservative: 12 bars). spx_trend = 1 (UP) if close > SMA, -1 (DOWN) if < SMA, 0 (FLAT) if neutral. Impact: Provides dashboard context, encouraging trades that align with market direction (e.g., longs in UP trend). Sector Breadth (Visual): Logic: Tracks 10 sector ETFs (XLK, XLF, XLE, etc.) vs. their SMAs (same lengths as SPX). Each sector scores +1 (bullish), -1 (bearish), or 0 (neutral), summed as breadth (-10 to +10). Display: Green background if breadth > 4, red if breadth < -4, else neutral. Dashboard shows sector trends (↑/↓/-). Impact: Faster SMA lengths make breadth more responsive, reflecting sector rotations (e.g., tech surging, energy lagging). Why It’s Brilliant: - VIX filter adds pro-level volatility awareness, saving beginners from panic-driven losses. - SPX and sector breadth give a 360° view of market health, boosting signal confidence (e.g., green BG + buy signal = high-probability trade). - Shorter SMAs make sentiment visuals react faster, perfect for 5min charts. 3. Risk Management The risk controls are a fortress, now tighter and more dynamic to support frequent trading while keeping accounts safe. Preset-Based Risk: Aggressive: Fast EMAs (5/12), tight stops (1.1x ATR), 1-bar cooldown. High trade frequency, higher risk. Balanced: EMAs (7/14), 1.2x ATR stops, 1-bar cooldown. Versatile for most traders. Conservative: EMAs (9/18), 1.3x ATR stops, 2-bar cooldown. Safer, fewer trades. Impact: Auto-scales risk to match style, making it foolproof for beginners. Adaptive Stops and Take-Profits: Logic: Stops = entry ± ATR * atr_mult (1.1–1.3x, down from 1.2–2.0x). Take-profits = entry ± ATR * take_mult (2x stop distance, 2:1 reward/risk). Longs: stop below entry, TP above; shorts: vice versa. Impact: Tighter stops increase trade turnover while maintaining solid risk/reward, adapting to volatility. Trade Cooldown: Logic: Preset-driven (Aggressive/Balanced: 1 bar, Conservative: 2 bars vs. old user-input 2). Ensures bar_index - last_trade_bar >= cooldown. Impact: Faster cooldowns (especially Aggressive/Balanced) allow more trades, balanced by VIX and strength filters. Contract Sizing: Logic: User sets contracts (default: 1, max: 10), no preset cap (unlike old 7/5/3 suggestion). Impact: Flexible but risks over-leverage; beginners should stick to low contracts. Built To Be Reliable and Consistent: - Tighter stops and faster cooldowns make it a high-octane system without blowing up accounts. - Preset-driven risk removes guesswork, letting newbies trade confidently. - 2:1 TPs ensure profitable trades outweigh losses, even in volatile sessions like April 27, 2025 ES slippage. 4. Trade Entry and Exit Logic The entry/exit rules are simple yet razor-sharp, now with VIX filtering and faster signals: Entry Conditions: Long Entry: buy_signal (fast EMA crosses above slow EMA, trend_dir = 1), no position (strategy.position_size = 0), cooldown passed (can_trade), and VIX < 20 (can_long). Enters with user-defined contracts. Short Entry: sell_signal (fast EMA crosses below slow EMA, trend_dir = -1), no position, cooldown passed, can_short (always true). Logic: Tracks last_entry_bar for visuals, last_trade_bar for cooldowns. Exit Conditions: Stop-Loss/Take-Profit: ATR-based stops (1.1–1.3x) and TPs (2x stop distance). Longs exit if price hits stop (below) or TP (above); shorts vice versa. No Other Exits: Keeps it straightforward, relying on stops/TPs. 5. DAFE Visuals The visuals are pure DAFE magic, blending clean function with informative metrics utilized by professionals, now enhanced by faster signals and a responsive breadth background: EMA Plots: Display: Fast EMA (blue, 2px), slow EMA (orange, 2px), using faster lengths (5–9/12–18). Purpose: Highlights momentum shifts, with crossovers signaling entries. Sector Breadth Background: Display: Green (90% transparent) if breadth > 4, red (90%) if breadth < -4, else neutral. Purpose: Faster breadth_sma_len (5–12 vs. 10–50) reflects sector shifts in real-time, reinforcing signal strength. - Visuals are intuitive, turning complex signals into clear buy/sell cues. - Faster breadth background reacts to market rotations (e.g., tech vs. energy), giving a pro-level edge. 6. Sector Breadth Dashboard The new bottom-left dashboard is a game-changer, a 3x16 table (black/gray theme) that’s your market command center: Metrics: VIX: Current VIX (red if > 20, gray if not). SPX: Trend as “UP” (green), “DOWN” (red), or “FLAT” (gray). Trade Longs: “OK” (green) if VIX < 20, “BLOCK” (red) if not. Sector Breadth: 10 sectors (Tech, Financial, etc.) with trend arrows (↑ green, ↓ red, - gray). Placeholder Row: Empty for future metrics (e.g., ATR, breadth score). Purpose: Consolidates regime, volatility, market trend, and sector data, making decisions a breeze. - VIX and SPX metrics add context, helping beginners avoid bad trades (e.g., no longs if “BLOCK”). Sector arrows show market health at a glance, like a cheat code for sentiment. Key Features Beginner-Ready: Preset modes and clear visuals make futures trading a breeze. Sentiment-Driven: VIX filter, SPX trend, and sector breadth keep you in sync with the market. High-Frequency: Faster EMAs, tighter stops, and short cooldowns boost trade volume. Safe and Smart: Adaptive stops/TPs and cooldowns protect capital while maximizing wins. Visual Mastery: DAFE’s clean flair, EMAs, dashboard—makes trading fun and clear. Backtestable: Lean code and fixed qty ensure accurate historical testing. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Pick Preset: Aggressive (scalping), Balanced (versatile), or Conservative (safe). Balanced is default. Set Contracts: Default 1, max 10. Stick low for safety. Check Dashboard: Bottom-left shows preset, VIX, SPX, and sectors. “OK” + green breadth = strong buy. Backtest: Run in strategy tester to compare modes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see VIX filter and stops in action. Why It’s Brilliant The Dskyz (DAFE) Quantum Sentiment Flux - Beginners is a masterpiece of simplicity and power. It takes pro-level tools—momentum, VIX, sector breadth—and wraps them in a system anyone can run. Faster signals and tighter stops make it a trading machine, while the VIX filter and dashboard keep you ahead of market chaos. The DAFE visuals and bottom-left command center turn your chart into a futuristic cockpit, guiding you through every trade. For beginners, it’s a safe entry to futures; for pros, it’s a scalping beast with sentiment smarts. This strat doesn’t just trade—it transforms how you see the market. Final Notes This is more than a strategy—it’s your launchpad to mastering futures with Dskyz (DAFE) flair. The Quantum Sentiment Flux blends accessibility, speed, and market savvy to help you outsmart the game. Load it, watch those triangles glow, and let’s make the markets your canvas! Official Statement from Pine Script Team (see TradingView help docs and forums): "This warning may appear when you call functions such as ta.sma inside a request.security in a loop. There is no runtime impact. If you need to loop through a dynamic list of tickers, this cannot be avoided in the present version... Values will still be correct. Ignore this warning in such contexts." (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Strategia Pine Script®
di DskyzInvestments
1
Market Sentiment Indicator with Adjustable Metric Smoothing Market Sentiment Indicator for BTCUSDT: How It Works This indicator analyzes market sentiment for BTCUSDT by combining data from various financial metrics like the VIX, DXY, SPX, GOLD, USOIL, US10Y, and BTC itself. It processes this data to assign scores that reflect bearish, bullish, or neutral conditions, ultimately providing a sentiment value. Here’s the step-by-step process: 1. Input Parameters VIX Thresholds: Define levels (e.g., high, moderate, low) to identify risk-off (bearish) or risk-on (bullish) market conditions. Change Thresholds: Set limits for "large" and "small" percentage changes in metrics like DXY (Dollar Index), SPX (S&P 500), and BTC, as well as other assets. 2. Data Fetching Collect closing prices for: VIX (volatility index) DXY (U.S. Dollar Index) SPX (S&P 500) GOLD (gold price) USOIL (crude oil price) US10Y (10-year Treasury yield) BTC (from the BTCUSDT chart) These are typically retrieved using a function like request.security in a trading platform. 3. Smoothed Data Apply Exponential Moving Averages (EMAs) to the closing prices of each metric to smooth out noise. The smoothing length (e.g., 10-day, 20-day) is customizable. Calculate: Smoothed percentage changes for DXY, SPX, BTC, GOLD, and USOIL. Absolute change for US10Y (since it’s a yield, not a price). 4. Step Scores Calculation The indicator assigns scores based on specific market conditions: Step 1: Strong Risk-Off (Bearish) High VIX, strongly rising DXY, strongly falling SPX and BTC. Step 2: Moderate Risk-Off (Bearish) Moderately high VIX, moderately rising DXY, moderately falling SPX and BTC. Step 3: Neutral VIX near neutral, small changes in DXY, SPX, and BTC. Step 4: Moderate Risk-On (Bullish) Moderately low VIX, moderately falling DXY, moderately rising SPX and BTC. Step 5: Strong Risk-On (Bullish) Low VIX, strongly falling DXY, strongly rising SPX and BTC. Step 6: Inflation Concern Rising GOLD, USOIL, US10Y, and falling DXY. Step 7: Deflation Concern Falling GOLD, USOIL, US10Y, and rising DXY. 5. Composite Scores Bearish Composite: Sum of Step 1 (strong risk-off) and Step 2 (moderate risk-off) scores. Bullish Composite: Sum of Step 4 (moderate risk-on) and Step 5 (strong risk-on) scores. 6. Sentiment Calculation Compute a weighted average of all step scores: Weights: -3 (Step 1), -2 (Step 2), 0 (Step 3), 2 (Step 4), 3 (Step 5), 1 (Step 6), -1 (Step 7). This produces a sentiment score ranging from negative (bearish) to positive (bullish). If the total score is zero, sentiment is set to zero to avoid issues. 7. Visualization Bearish Composite: Plotted in red. Bullish Composite: Plotted in green. Sentiment: Plotted in blue. Why It’s Useful This indicator gives you a comprehensive view of market sentiment by blending traditional financial metrics (like VIX and SPX) with BTC-specific data. The use of EMAs and customizable thresholds makes it adaptable to different timeframes and market conditions, helping you gauge whether the market is leaning bearish, bullish, or neutral.
Indicatore Pine Script®
di wwwrantandrave
2
Dark Energy Divergence OscillatorThe Dark Energy Divergence Oscillator (DEDO) What makes The Universe grow at an accelerating pace? Dark Energy. What makes The Economy grow at an accelerating pace? Debt. Debt is the Dark Energy of The Economy. I pronounce DEDO "Deed-oh", but variations are fine with me. Note: The Pine Script version of DEDO is improved from the original formula, which used a constant all-time high calculation in the normalization factor. This was technically not as accurate for calculating liquidity pressure in historical data because it meant that historical prices were being tested against future liquidity factors. Now using Pine, the functions can be normalized for the bar at the time of calculation, so the liquidity factors are normalized per candle, not across the entire series, which feels like an improvement to me. Thought Process: It's all about the liquidity. What I started with is a correlation between major stock indices such as SPX and WRESBAL , a balance sheet metric on FRED After September 2008, when QE was initiated, many asset valuations started to follow more closely with liquidity factors. This led me to create a function that could combine asset prices and liquidity in WRESBAL , in order to calculate their divergence and chart the signal in TradingView. The original formula: First, we don't want "non-QE" data. we only want data for the market affected by QE . So, find SPX on the day of pre-QE: 1255.08 and subtract that from the 2022 top 4818.62 = 3563.54 With this post-QE SPX range, now you can normalize the price level simply by dividing by the range = ( SPX -1255.08)/3563.54) Normalization produces values from 0 to 1 so that they can be compared with other normalized figures. In order to test the 0 to 1 normalized SPX range measure against the liquidity number, WRESBAL , it's the same idea: normalize it using the max as the denominator and you get a 0 to 1 liquidity index: ( WRESBAL /4276000000000) Subtract one from the other to get the divergence: (( WRESBAL /4276000000000)-(( SPX -1255.08)/3563.54))*10 x10 to reduce decimal places, but this option is configurable in DEDO's input settings tab. Positive values indicate there's ample liquidity to hold up price or even create bullish momentum in some cases. Negative values mean price levels are potentially extended beyond what liquidity levels can support. Note: many viewers of the charts on social media wanted the values to go down in alignment with price moving down, so inverting the chart is what I do with Option + I. I like the fact that negative values represent a deficit in liquidity to hold up price but that's just me. Now with Pine Script and some help from other liquidity focused accounts on TradingView , I was able to derive a script that includes central bank liquidity and Reverse Repo liquidity drain, all in one algorithm, with adjustable settings. Central bank assets included in this version: -JPY (Japan) -CNY (China) -UK (British Pound) -SNB (Swiss National Bank) -ECB (European Central Bank ) Central Bank assets can be adjusted to an allocation % so that the formula is adjusted for the market cap of the asset. A handy table in the lower right corner displays useful information about the asset market cap, and percentage it represents in the liquidity pool. Reverse repo soak is also an optional addition in the Input settings using the RRPONTSYD value from FRED. This value is subtracted from global liquidity used to determine divergence since it is swept away from markets when residing in the Fed's reverse repo facility. There is an option to draw a line at the Zero bound. This provides a convenience so that the line doesn't keep having to be redrawn on every chart. The normalized equation produces a value that should oscillate around zero, as price/valuation grows past liquidity support, falls under it, and repeats in cycles.
Indicatore Pine Script®
di DarklyEnergized
3
VIX Statistical Sentiment Index [Nasan]** THIS IS ONLY FOR US STOCK MARKET** The indicator analyzes market sentiment by computing the Rate of Change (ROC) for the VIX and S&P 500, visualizing the data as histograms with conditional coloring. It measures the correlation between the VIX, the specific stock, and the S&P 500, displaying the results on the chart. The reliability measure combines these correlations, offering an overall assessment of data robustness. One can use this information to gauge the inverse relationship between VIX and S&P 500, the alignment of the specific stock with the market, and the overall reliability of the correlations for informed decision-making based on the inverse relationship of VIX and price movement. **WHEN THE VIX ROC IS ABOVE ZERO (RED COLOR) AND RASING ONE CAN EXPECT THE PRICE TO MOVE DOWNWARDS, WHEN THE VIX ROC IS BELOW ZERO (GREEN)AND DECREASING ONE CAN EXPECT THE PRICE TO MOVE UPWARDS" Understanding the VIX Concept: The VIX, or Volatility Index, is a widely used indicator in finance that measures the market's expectation of volatility over the next 30 days. Here are key points about the VIX: Fear Gauge: Often referred to as the "fear gauge," the VIX tends to rise during periods of market uncertainty or fear and fall during calmer market conditions. Inverse Relationship with Market: The VIX typically has an inverse relationship with the stock market. When the stock market experiences a sell-off, the VIX tends to rise, indicating increased expected volatility. Implied Volatility: The VIX is derived from the prices of options on the S&P 500. It represents the market's expectations for future volatility and is often referred to as "implied volatility." Contrarian Indicator: Extremely high VIX levels may indicate oversold conditions, suggesting a potential market rebound. Conversely, very low VIX levels may signal complacency and a potential reversal. VIX vs. SPX Correlation: This correlation measures the strength and direction of the relationship between the VIX (Volatility Index) and the S&P 500 (SPX). A negative correlation indicates an inverse relationship. When the VIX goes up, the SPX tends to go down, and vice versa. The correlation value closer to -1 suggests a stronger inverse relationship between VIX and SPX. Stock vs. SPX Correlation: This correlation measures the strength and direction of the relationship between the closing price of the stock (retrieved using src1) and the S&P 500 (SPX). This correlation helps assess how closely the stock's price movements align with the broader market represented by the S&P 500. A positive correlation suggests that the stock tends to move in the same direction as the S&P 500, while a negative correlation indicates an opposite movement. Reliability Measure: Combines the squared values of the VIX vs. SPX and Stock vs. SPX correlations and takes the square root to create a reliability measure. This measure provides an overall assessment of how reliable the correlation information is in guiding decision-making. Interpretation: A higher reliability measure implies that the correlations between VIX and SPX, as well as between the stock and SPX, are more robust and consistent. One can use this reliability measure to gauge the confidence they can place in the correlations when making decisions about the specific stock based on VIX data and its correlation with the broader market.
Indicatore Pine Script®
di federalTacos5392b
3
Money Flow DivergenceThe Money Flow Divergence indicator is designed to help traders identify periods when there is a significant divergence between the growth of the U.S. M2 money supply and the S&P 500 index (SPX). This divergence can provide insights into potential market turning points, making it a valuable tool for long-term investors and traders looking to capitalize on macroeconomic trends. How It Works: Data Sources: S&P 500 Index (SPX) and U.S. M2 Money Supply. Calculating Growth Rates: SPX Growth: The script calculates the percentage growth of the S&P 500 index by comparing the current closing price with the previous period's closing price. M2 Growth: Similarly, it calculates the percentage growth of the U.S. M2 money supply by comparing the current value with the previous period's value. Growth Gap/Delta: Growth Gap: The core of the indicator is the "growth gap" or "delta," which is the difference between the M2 money supply growth and the SPX growth. This gap indicates whether liquidity in the economy (represented by M2) is outpacing or lagging behind the performance of the stock market. Interpretation: Positive Gap (Green Bars): When the M2 growth outpaces SPX growth, the gap is positive, indicating that there is more liquidity in the system than what is being reflected in the stock market. This scenario often signals potential upward momentum in the market, making it a good time to consider buying. Negative Gap (Red Bars): When the SPX growth outpaces M2 growth, the gap is negative, suggesting that the market may be overextended relative to the available liquidity. This can be a warning sign of potential market corrections or downturns. Visualization: The indicator plots the growth gap as a histogram with bars colored based on the gap value: Green Bars: Indicate a positive gap where M2 growth is higher than SPX growth. Red Bars: Indicate a negative gap where SPX growth is higher than M2 growth. The bars are thickened for better visibility, and a horizontal line at zero is plotted to help users easily distinguish between positive and negative gaps. How To Use It: Time Frame Selection: Users can select the desired time frame (e.g., monthly, weekly) for the data. This flexibility allows traders to analyze the indicator over different periods, depending on their investment horizon. Monthly time frames seem to work best. Interpreting the Indicator: Bullish Signals: Look for sustained periods of positive growth gaps (green bars), which may indicate a favorable environment for buying or holding long positions. Bearish Signals: Be cautious during periods of negative growth gaps (red bars), which could signal overvaluation in the market or potential pullbacks. Enjoy and let me know if you have any questions.
Indicatore Pine Script®
di HenriqueCentieiro
25
Enio_SPX_Accumulation/DistributionThis indicator handles the same inputs used for classic Accumulation and Distribution indicators, but performs the calculations in a different way. This indicator is used to compare the positive volume (up volume) and the number of advancing stocks against the negative volume (down volume) and the number of declining stocks. This indicator only measures SPX market breadth (Advancing issues, Declining issues) and SPX volume (Up and down volume)so it is for use only with SPX, SPY or MES. It can also be used with ES, but data outside of regular trading hours is not provided, the indicator in those cases will print a block of the same height and same color as the last RTH bar. When the histogram is positive or green, the bars change to a lighter color if the current bar is less than the average of the last 3 bars. A continued set of bars with a lighter color could mean that the trend is about to change. When the histogram is negative or red, the bars change to a lighter color if the current bar is greater than the average of the last 3 bars. A continued set of bars with a lighter color could mean that the trend is about to change. When the histogram height is low, could signal a choppy market (SPX). The histogram can help indicate a trending market when the opening trend is maintained and the color of the bars does not change, for example, a solid green increasing histogram can indicate a bullish trending market, while a solid red decreasing histogram will indicate a strong bearish trend. In intraday trading the indicator can signal if the SPX price changes are supported by volume and market breadth and also allows you to see when these changes or trend are weakening. The change from green (positive) to red (negative) and vice versa should not be taken alone as a buy/sell signal but as a confirmation of signals from other indicators you trust. Due to the great specific weight that some stocks have within the SPX price calculation, the divergences of this indicator with SPX, can be taken as warning signals, but should not become an element of trading decisions. . You could see a negative histogram while SPX is positive and vice versa.
Indicatore Pine Script®
di Point-Blank-Trading
2