Hide extended hours/non-intraday barsEspecially for future users, such as ES/NQ/RTY/YM, etc., this script can hide the extended hours/non-intraday bars and leave the intraday bars only.
With this script , you can find the intraday support/resistance quite easily!
Example, if you are a ES investor, you can easily find the intraday support/resistance level ,which is almost equal to SPY, with this script, and no need to check SPY separately again , saving your time a lot.
Note: Please couple this script with American Bars. If you use candle charts, the upper/lower pins of the candle can't be hidden with the bars together, which is restricted by the code editor itself...
Cerca negli script per "spy"
Kozlod - RSI Strategy - 1 minuteStarted to play with very simple strategies. Trying to find ones with optimal parameters which work well for certain symbols/timeframe.
Found that basic RSI strategy without any position management with high RSI length (65 in this script) works pretty good for 1m chart for few stocks.
It's also not bad for AAPL , SPY .
It might not work very good on it's not but can give you a pretty good base for more complicated indicators.
And remember:
Past performance does not guarantee future results.
Willams %RwEMAspy
Was looking for something else when surfed into an old question
wanting %R 21 period with EMA 13 period of the %R signal
and being a rookie at this, made this code to post for them.
Tried to comment the script in such a way that other rookies
like me could make better sense of what is being done. Hope
this helps someone. I find it useful as one of my indicators for
trading.
Pinescript for tradingview.com user Tom1trader
All time frames.
Interpretation:
%R (Red) crosses above it's average (Blue) - bull
%R crosses below it's average - bear. Background
color changes green-up red-down with above crossings.
Most but not all of serious price movement takes place
from the time the %R (red) goes into oversold (or bought) and
exits again.
%R centerline crosses can also be useful.
I use various indicators and want all of the confirmation
that I can get for expectations BUT I never know what the
next bar will do and define my risks accordingly.
Sectors Relative Strength Normal DistributionI wrote this indicator as an attempt to see the Relative Strengths of different sectors in the same scale, but there is also other ways to do that.
This indicator plots the normal distribution for the 10 sectors of the SPY for the last X bars of the selected resolution, based on the selected comparative security. It shows which sectors are outperforming and underperforming the SPY (or any other security) relatively to each other by the given deviation.
MarketRSThe strength of a stock relative to the market (SPY) is an import indicator accumulation of a stock by institutionan funds, especially during a market decline. This indicator plot the ratio of a security/SPY and plots a fast (5 period) and slow (21 period) EMA.
Simple Moving Averages (8, 50, 100, 200)8 day EMA
50 day SMA
100 day SMA
200 day SMA
Useful for looking at trends in the market, when looking at indices, such as SPY or QQQ
Market Internal Strength (Nasdaq/S&P 500)### Summary
This indicator is a versatile tool designed to measure the "internal health" or "market breadth" of a major stock index. Instead of just looking at the index's price, it analyzes the percentage of its constituent stocks that are participating in the trend. Users can easily switch between the **Nasdaq 100** and the **S&P 500** directly from the settings.
The data is displayed as an oscillator (scaled 0-100), similar to the RSI, making it intuitive to identify broad market **Overbought** and **Oversold** conditions and spot potential **Divergences** against the index price.
---
### What does it measure?
The indicator plots three lines based on the selected index's market breadth data:
* **% > 20D MA (Blue Line):** The percentage of stocks trading above their 20-day moving average (short-term trend).
* **% > 50D MA (Orange Line):** The percentage of stocks trading above their 50-day moving average (medium-term trend).
* **% > 200D MA (Red Line):** The percentage of stocks trading above their 200-day moving average (long-term trend).
---
### How to Use and Interpret
**1. Overbought / Oversold Conditions:**
* **Approaching the Overbought Zone (Value > 80):** This indicates that a very high number of stocks are in an uptrend, suggesting the market may be overheated or in a state of "Greed." This can signal a potential pullback or consolidation ahead.
* **Approaching the Oversold Zone (Value < 20):** This indicates that a large number of stocks have been sold off heavily, suggesting the market may be in a state of "Extreme Fear." This could present an opportunity for a technical rebound.
**2. Trend Confirmation:**
* When an index (e.g., QQQ or SPY) is making new highs and the **% > 200D MA** line is also rising, it confirms that the uptrend is healthy and broadly supported by the majority of stocks.
**3. Divergence Signals:**
* **Bearish Divergence:** If the index price reaches a new high but the indicator (especially the 50D and 200D lines) forms a lower high, it's a warning sign. This suggests that fewer stocks are participating in the rally and the trend's foundation is weakening, which could precede a reversal.
* **Bullish Divergence:** Conversely, if the index price makes a new low but the indicator forms a higher low, it signals that selling pressure is exhausting. Fewer stocks are making new lows, which could be an early sign of a potential bottom and a reversal to the upside.
---
### Settings
* **Index:** Choose between the "Nasdaq 100" and "S&P 500" as your data source.
* **Timeframe:** Allows you to select the data's timeframe (Daily "D" is recommended as the minimum).
* **Overbought/Oversold Level:** Lets you customize the threshold for the OB/OS zones.
* **Line Visibility:** You can toggle the visibility of each of the three lines.
ABS NR — Fail-Safe Confirm (v4.2.2)
# ABS NR — Fail-Safe Confirm (v4.2.2)
## What it is (quick take)
**ABS NR FS** is a **non-repainting “arm → confirm” entry framework** for intraday and swing execution. It blends:
* **Regime** (EMA stack + 60-min slope),
* **Location** (Keltner basis/edges),
* **Stretch** (session-anchored **VWAP Z-score**),
* **Momentum gating** (TSI cross/slope),
* **Guards** (session window, minimum ATR%, gap filter, optional market alignment).
You’ll see a **small dot** when a setup is **armed** (candidate) and a **triangle** when that setup **confirms** within a user-defined number of bars. A **gray “X”** marks a timeout (candidate canceled).
> Tip: This entry tool works best when paired with a trend context filter and a dedicated exit tool.
---
## How to use it (operational workflow)
1. **Read the regime**
* **Bull trend**: fast > slow > long EMA **and** 60-min slope up.
* **Bear trend**: fast < slow < long EMA **and** 60-min slope down.
* **Range**: neither bull nor bear.
2. **Wait for a candidate (dot)**
Two families:
* **Reclaim (trend-following):** price crosses the **KC basis** with acceptable |Z| (not overstretched) and passes the TSI gate.
* **Fade (range-revert):** price **pokes a KC band**, prints a **reversal wick**, |Z| is stretched, and TSI gate agrees.
3. **Trade the confirmation (triangle)**
The confirm must occur **within N bars** and follow your chosen **Confirm mode** logic (see Inputs). If confirmation doesn’t arrive in time, an **X** cancels the candidate.
4. **Use guards to avoid junk**
Session windows (US focus), minimum ATR%, gap guard, and optional **market alignment** (e.g., SPY above EMA20 for longs).
5. **Manage the position**
* Entries: take **triangles** in the direction of your playbook (reclaims with trend; fades in clean ranges).
* Filters and exits: use your own process or pair with a trend/exit companion.
---
## Visual semantics & alerts
* **Candidate L / S (dot)** → a setup armed on this bar.
* **CONFIRM L / S (triangle)** → actionable signal that met confirm rules within your time window.
* **Cancel L / S (X)** → candidate expired without confirmation; ignore the dot.
**Alerts (stable names for automation):**
* **ABS FS — Confirmed** → fires on confirmed long or short.
* **ABS FS — Candidate Armed** → fires as a candidate arms.
---
## Non-repainting behavior (why signals don’t repaint)
* All HTF requests use **lookahead\_off**.
* With **Strict NR = true**, the 60-min slope uses the **prior completed** 60-min bar and arming/confirming only occurs on confirmed bars.
* Confirmation triangles finalize on bar close.
* If you disable strictness, signals may appear slightly earlier but with more intrabar sensitivity.
---
## Inputs reference (what each control does and the trade-offs)
### A) Behavior / Modes
**Mode** (`Turbo / Aggressive / Balanced / Conservative`)
Changes multiple internal thresholds:
* **Turbo** → most signals; relaxes prior-bar break & VWAP-side checks and time/vol/gap guards. Highest frequency, highest noise.
* **Aggressive** → more signals than Balanced, fewer than Turbo.
* **Balanced** → default; steady trade-off of frequency vs. quality.
* **Conservative** → tightens |Z| and other checks; fewest but cleanest signals.
**Strict NR (bar close + prior HTF 60m)**
* **true** = safer: uses prior 60-min slope; arms/confirms on confirmed bars → **fewer/cleaner** signals.
* **false** = earlier and more reactive; slightly noisier.
---
### B) Keltner Channel (location engine)
* **KC EMA Length (`kcLen`)**
Higher → smoother basis (fewer basis crosses). Lower → snappier basis (more crosses).
* **ATR Length (`atrLen`)**
Higher → steadier band width; Lower → more reactive band width.
* **KC ATR Mult (`kcMult`)**
Higher → wider bands (fewer edge pokes → fewer fades). Lower → narrower (more fades).
---
### C) Trend & HTF slope
* **Trend EMA Fast/Slow/Long (`emaFastLen / emaSlowLen / emaLongLen`)**
Larger = slower regime flips (fewer reclaims); smaller = faster flips (more reclaims).
* **HTF EMA Len (60m) (`htfLen`)**
Larger = steadier HTF slope (fewer signals); smaller = more sensitive (more signals).
---
### D) VWAP Z-Score (stretch / mean-revert logic)
* **VWAP Z-Length (`zLen`)**
Window for Z over session-anchored VWAP distance. Larger = smoother |Z| (fewer fades/re-entries). Smaller = more reactive (more).
* **Range Fade |Z| (base) (`zFadeBase`)**
Minimum |Z| to allow **fades** in ranges. Raise to demand more stretch (fewer fades). Lower to take more fades.
* **Max |Z| Trend Re-entry (base) (`maxZTrendBase`)**
Caps how stretched price can be and still permit **reclaims** with trend. Lower = stricter (avoid chases). Higher = will chase further.
---
### E) TSI Momentum Gate
* **TSI Long/Short/Signal (`tsiLong / tsiShort / tsiSig`)**
Larger = smoother/laggier momentum; smaller = snappier.
* **TSI gate (`CrossOnly / CrossOrSlope / Off`)**
* **CrossOnly**: require TSI cross of its signal (strict).
* **CrossOrSlope**: cross *or* favorable slope (balanced default).
* **Off**: no momentum gate (most signals, most noise).
---
### F) Guards (filters to avoid low-quality tape)
* **US focus 09:35–10:30 & 14:00–15:45 (base) (`useTimeBase`)**
`true` limits to high-quality windows. `false` trades all session.
* **Skip N bars after 09:30 ET (`skipFirst`)**
Skips the open scramble. Larger = skip longer.
* **Min volatility ATR% (base)** = `useVolMinBase` + `atrPctMinBase`
Requires `ATR(10)/Close*100 ≥ atrPctMinBase`. Raise threshold to avoid dead tape; lower to accept quieter sessions.
* **Gap guard (base)** = `gapGuardBase` + `gapMul`
Blocks signals when the opening gap exceeds `gapMul * ATR`. Increase `gapMul` to allow more gapped opens; decrease to be stricter.
---
### G) Visuals & Sides
* **Plot Keltner (`plotKC`)** → show/hide basis & bands.
* **Show Longs / Show Shorts** → enable/disable each side.
---
### H) Fail-Safe Confirmation
* **Confirm mode (`BreakHighOnly / BreakHigh+Hold / TwoBarImpulse`)**
* **BreakHighOnly**: confirm by taking out the armed bar’s extreme. Fastest, most frequent.
* **BreakHigh+Hold**: must **break**, have **body ≥ X·ATR**, **and** hold above/below the basis → higher quality, fewer signals.
* **TwoBarImpulse**: decisive follow-through vs. prior bar with **body ≥ X·ATR** → momentum-biased confirmations.
* **Confirm within N bars (`confirmBars`)**
Confirmation window size. Smaller = faster validation; larger = more patience (can be later).
* **Impulse body ≥ X·ATR (`impulseBodyATR`)**
Raise for stronger confirmations (fewer weak triangles). Lower to accept lighter pushes.
* **Require market alignment (`needMarket`) + `marketTicker`**
When enabled: Longs require **market > EMA20 (5m)**; Shorts require **market < EMA20 (5m)**.
* **Diagnostics: Show debug letters (`debug`)**
Tiny “B/C” audit marks for base/confirm while tuning.
---
## Tuning recipes (quick, practical)
* **If you’re getting chopped:**
* Set **Mode = Conservative**
* **Confirm mode = BreakHigh+Hold**
* Raise **impulseBodyATR** (e.g., 0.45)
* Keep **needMarket = true**
* Keep **Strict NR = true**
* **If you need more signals:**
* **Mode = Aggressive** (or Turbo if you accept more noise)
* **Confirm mode = BreakHighOnly**
* Lower **impulseBodyATR** (0.25–0.30)
* Increase **confirmBars** to 3
* **Range-day focus (fades):**
* Keep session guard on
* Raise **zFadeBase** to demand real stretch
* Keep **maxZTrendBase** moderate (don’t chase)
* **Trend-day focus (reclaims):**
* Slightly **lower `maxZTrendBase`** (avoid chasing excessive stretch)
* Use **CrossOrSlope** TSI gating
* Consider turning **needMarket** on
---
## Best practices & notes
* **Instrument specificity:** Tune Z, TSI, and guards per symbol and timeframe.
* **Session awareness:** Session filter uses **exchange-local** time; adjust for non-US markets.
* **Automation:** Use the two provided alert names; they’re stable.
* **Risk management:** Confirmation improves quality but doesn’t remove risk. Always pre-define stop/size logic.
---
## Suggested starting point (balanced profile)
* **Mode = balanced**
* **Strict NR = true**
* **Confirm mode = BreakHigh+Hold**
* **confirmBars = 2**
* **impulseBodyATR ≈ 0.35**
* **needMarket = off** (turn on for extra confluence)
* Leave Keltner/TSI defaults; then nudge `zFadeBase` and `maxZTrendBase` to match your symbol.
---
*This tool is a signal generator, not a broker or strategy. Validate on your markets/timeframes and integrate with your risk plan.*
Whaley Thrust — ADT / UDT / SPT (2010) + EDT (EMA) + Info BoxDescription
Implements Wayne Whaley’s 2010 Dow Award breadth-thrust framework on daily data, with a practical extension:
• ADT (Advances Thrust) — 5-day ratio of advances to (adv+dec). Triggers: > 73.66% (thrust), < 19.05% (capitulation).
• UDT (Up-Volume Thrust) — 5-day ratio of up-volume to (up+down). Triggers: > 77.88%, < 16.41%. Defaults to USI:UVOL / USI:DVOL (edit if your feed differs).
• SPT (Price Thrust) — 5-day % change of a benchmark (default SPY, toggle to use chart symbol). Triggers: > +10.05%, < −13.85%.
• EDT (EMA extension) — Declines-share thrust derived from WBT logic (not in Whaley’s paper): EMA/SMA of Declines / (Adv+Decl). Triggers: > 0.8095 (declines thrust), < 0.2634 (declines abating).
• All-Clear — Prints when ADT+ and UDT+ occur within N days (default 10); marks the second event and shades brighter green.
Visuals & Controls
• Shape markers for each event; toggle text labels on/off.
• Optional background shading (green for thrusts, red for capitulations; brighter green for All-Clear).
• Compact info box showing live ADT / UDT / SPT (white by default; turns green/red at thresholds).
• Min-spacing filter to prevent duplicate prints.
Tips
• Use on Daily charts (paper uses 5 trading days). Weekly views can miss mid-week crosses.
• If UDT shows 100%, verify your Down Volume symbol; the script requires both UVOL and DVOL to be > 0.
• Best use: treat capitulations (−) as setup context; act on thrusts (+)—especially when ADT+ & UDT+ cluster (All-Clear).
Credit
Core method from Wayne Whaley (2010), Planes, Trains and Automobiles (Dow Award). EDT is an added, complementary interpretation using WBT-style smoothing.
Relative Strength Buy/Sell SignalsThis Pine Script builds on the MarketSurge-style Relative Strength indicator. It calculates the RS line by comparing the stock's close to a benchmark (default: SPY). Buy signals are generated when the RS line crosses above its moving average (default 10-period SMA), indicating improving relative strength. Sell signals occur when it crosses below, suggesting weakening relative strength. Signals are labeled "BUY" (green) and "SELL" (red) on the chart, with background highlights.
It also retains the new 52-week RS highs (orange circles) and lows (purple circles), which can serve as additional confirmation for outperformance or underperformance.
Note: This approximates relative strength for trading signals but does not replicate the proprietary IBD RS Rating (a 1-99 percentile rank across all stocks). For best results, use on daily charts and combine with other analysis. Backtest thoroughly, as no strategy guarantees profits
Signal Stack MeterWhat it is
A lightweight “go or no‑go” meter that combines your manual read of Structure, Location, and Momentum with automatic context from volatility and macro timing. It surfaces a single, tradeable answer on the chart: OK to engage or Standby.
Why traders like it
You keep your discretion and nuance, and the meter adds guardrails. It prevents good trade ideas from being executed in the wrong conditions.
What it measures
Manual buckets you set each day: Structure, Location, Momentum from 0 to 2
Volatility from VIX, term structure, ATR 5 over 60, and session gaps
Time windows for CPI, NFP, and FOMC with ET inputs and an exchange‑offset
Total score and a simple gate: threshold plus a “strong bucket” rule you choose
How to use in 30 seconds
Pick a preset for your market.
Set Structure, Location, Momentum to 0, 1, or 2.
Leave defaults for the auto metrics while you get a feel.
Read the header. When it says OK to engage, you have both your read and the context.
Defaults we recommend
OK threshold: 5
Strong bucket rule: Either Structure or Location equals 2
VIX triggers: 22 and 1.25× the 20‑SMA
Term mode: Diff at 0.00 tolerance. Ratio mode at 1.00+ is available
ATR 5/60 defense: 1.25. Offense cue: 0.85 or lower
ATR smoothing: 1
Gap mode: RTH with 0.60× ATR5 wild gap. ON wild range at 0.80× ATR5
CPI window 08:25 to 08:40 ET. FOMC window 13:50 to 14:30 ET
ET to exchange offset: −60 for CME index futures. Set to 0 for NYSE symbols like SPY
Alert cadence: Once per RTH session. Snooze first 30 minutes optional
New since the last description
Parity with Defense Mode for presets, sessions, ratio vs diff term mode, ATR smoothing, RTH‑key cadence, and snooze options
Event windows in ET with a simple offset to your exchange time
Alternate row backgrounds and full color control for readability
Exposed series for automation: EngageOK(1=yes) plus TotalScore
Debug toggle to see ATR ratio, term, and gap measurements directly
Notes
Dynamic alerts require “Any alert() function call”.
The meter is designed to sit opposite Defense Mode on the chart. Use the position input to avoid overlap.
ORB 15m – First 15min Breakout (Long/Short)ORB 15m – First 15min Breakout (Long/Short)
Apply on SPY, great returns
RS Ratio vs Benchmark (Colored)📈 RS Ratio vs Benchmark (with Color Change)
A simple but powerful tool to track relative strength against a benchmark like QQQ, SPY, or any other ETF.
🔍 What it Shows
RS Ratio (orange line): Measures how strong a stock is relative to a benchmark.
Moving Average (teal line): Smooths out RS to show trend direction.
Color-coded RS Line:
🟢 Green = RS is above its moving average → strength is increasing.
🔴 Red = RS is below its moving average → strength is fading.
📊 How to Read It
Above 100 = Stock is outperforming the benchmark.
Below 100 = Underperforming.
Rising & Green = Strongest signal — accelerating outperformance.
Above 100 but Red = Consolidating or losing momentum — potential rest period.
Crosses below 100 = Warning sign — underperformance.
✅ Best Uses
Spot leading stocks with strong momentum vs QQQ/SPY.
Identify rotation — when strength shifts between sectors.
Time entries and exits based on RS trends and crossovers.
RSI Cloud Zones (by AButterfly)RSI instruction: Uptrend market only. LONG only. Should use only when SPY and QQQ are above 50 SMA and 200 SMA, and the 50sma is above 200sma, and RSI(14) is above 50 ............... BUY only in the GREEN area. Do NOT buy above GREEN green area. That would be chase (after a train, a ship that left). Take profit in the RED area, preferably on a green candle. This does not encourage SHORT-ing. LONG only. Disclaimer: This is an entertainment. If you lose money, don't blame this indicator or the creator. You have to pay attention to whether the market is on uptrend.
Dark Pool Block Trades - Institutional Volume📊 Dark Pool Block Trades - Institutional Volume
Visualize where institutional money positions before major price moves occur. This indicator reveals hidden dark pool block trades that often precede significant price movements - because when smart money deploys millions and billions in strategic accumulation or distribution, retail traders need to see where it's happening.
🎯 WHY DARK POOL DATA MATTERS:
Institutions don't move large capital randomly. Dark pool block trades represent strategic positioning by sophisticated money managers with superior research and conviction. These trades create hidden support/resistance levels that often predict future price action.
The key principle: Follow institutional flow, don't fight it. When institutions get involved, they create high-probability trading opportunities.
💰 HOW INSTITUTIONS INFLUENCE PRICE:
- Large block trades establish hidden accumulation/distribution zones
- Smart money builds positions BEFORE retail awareness increases
- Institutional activity creates "footprints" at key technical levels
- These trades often signal conviction plays ahead of major moves
- Institutions typically add to winning positions throughout trends
🔍 WHAT THIS INDICATOR SHOWS:
- Visual overlay of dark pool block trades directly on price charts
- Track institutional positioning across major stocks and ETFs
- Identify accumulation/distribution zones before they become obvious to retail
- Spot high-conviction institutional trades in real-time visualization
- Customizable block trade size filters and timeframe selection
- Historical institutional activity up to 5 years or custom ranges
💡 THE TRADING ADVANTAGE:
Instead of guessing price direction, see where institutions are already positioning. When large block trades appear in dark pools, you're witnessing strategic institutional commitment that frequently leads to significant price movements.
⚡ HOW IT WORKS:
This Pine Script displays institutional dark pool transactions as visual markers on your charts. The script comes with sample data for immediate use. For expanded ticker coverage and real-time updates, external data services are available.
🎯 IDEAL FOR:
- Swing traders following institutional footprints
- Traders seeking setups backed by smart money conviction
- Position traders looking for accumulation zones
- Anyone wanting to align with institutional flow rather than fight it
🔄 SAMPLE DATA INCLUDED:
Pre-loaded with institutional activity data across popular tickers, updated daily to demonstrate how dark pool activity correlates with future price movements.
The script initially covers these tickers going back 6 months showing the top 10 trades by volume over 400,000 shares: AAPL, AMD, AMZN, ARKK, ARKW, BAC, BITO, COIN, COST, DIA, ETHA, GLD, GOOGL, HD, HYG, IBB, IWM, JNJ, JPM, LQD, MA, META, MSFT, NVDA, PG, QQQ, RIOT, SLV, SMCI, SMH, SOXX, SPY, TLT, TSLA, UNH, USO, V, VEA, VNQ, VOO, VTI, VWO, WMT, XLE, XLF, XLK, XLU, XLV, XLY
Cross-Symbol Price LevelsThis script enables you to map given price levels from a source symbol to the chart symbol. Originally intended for drawing Gamma Exposure levels from SPY onto ES and SPX.
Note that it uses the opening bar of the regular session to calculate the price conversion ratio.
(Developed with ChatGPT)
First Candle Low Break SignalTheory: If the SPY (or anything really) starts the day with a green candle, it never breaks below that candle on that day.
This indicator was quickly made to check that theory with some interesting results.
Requirement: The Symbol must be set to "extended trading hours", otherwise the script cannot see the changes between days.
IV PercentileIV Percentile Indicator - Brief Description
What It Does
The IV Percentile Indicator measures where current implied volatility ranks compared to the past year, showing what percentage of time volatility was lower than today's level.
How It Works
Data Collection:
Tracks implied volatility (or historical volatility as proxy) for each trading day
Stores the last 252 days (1 year) of volatility readings
Uses VIX data for SPY/SPX, historical volatility for other stocks
Calculation:
IV Percentile = (Days with IV below current level) ÷ (Total days) × 100
Example: If IV Percentile = 75%, it means current volatility is higher than 75% of the past year's readings.
Visual Output
Main Display:
Blue line showing percentile (0-100%)
Reference lines at key levels (20%, 30%, 50%, 70%, 80%)
Color-coded backgrounds for quick identification
Info table with current readings
Key Levels:
80%+ (Red): Very high IV → Sell premium
70-79% (Orange): High IV → Consider selling
30-20% (Green): Low IV → Consider buying
<20% (Bright Green): Very low IV → Buy premium
Trading Application
When IV Percentile is HIGH (70%+):
Options are expensive relative to recent history
Good time to sell premium (iron condors, credit spreads)
Expect volatility to decrease toward normal levels
When IV Percentile is LOW (30%-):
Options are cheap relative to recent history
Good time to buy premium (straddles, long options)
Expect volatility to increase from compressed levels
Core Logic
The indicator helps answer: "Is this a good time to buy or sell options based on how expensive/cheap they are compared to recent history?" It removes the guesswork from volatility timing by providing historical context for current option prices.
Reversal Signal avec TICK + RSIThis indicator is a potential reversal indicator for SCALPING, don't use it for swing. It's base on TICK and on an overbrought/oversold condition of the RSI. You can play with the setting, typicaly I like my TICK to be over reacting an 800/-800 and my rsi over 20 and 80, but it give not enough signal. So I set the TICK signal at 651/-651 and the RSI at 25/75. This indicator is made for SP500 and Nasdaq, so SPY/QQQ/SPX/ES/NQ should work well. It's the first version of it, so maybe I'll add so more data to it to increase signal and lower false one. For now I've test it on live market yet(26/7/25).
The RSI is Fast(5 period), I like to use it on the 1 or 5 min chart.
Please not that it only work during 9h30am to 4pm EST.(Because of the TICK)
Feel free to try and even comment. Don't be harsh on me, it's my first try!
(Sorry for my 'english' it's not my first language)
FAUCON
QTR Sector Fund Performance vs SPY - by LMAnalyzes various market sectors and compares the last several quarters to the performance of the SPY. The goal is to seek out the sectors that have underperformed for several quarters in the hopes that they would overperform in the next quarter.
Cross-Correlation Lead/Lag AnalyzerCross-Correlation Lead/Lag Analyzer (XCorr)
Discover which instrument moves first with advanced cross-correlation analysis.
This indicator analyzes the lead/lag relationship between any two financial instruments using rolling cross-correlation at multiple time offsets. Perfect for pairs trading, market timing, and understanding inter-market relationships.
Key Features:
Universal compatibility - Works with any two symbols (stocks, futures, forex, crypto, commodities)
Multi-timeframe analysis - Automatically adjusts lag periods based on your chart timeframe
Real-time correlation table - Shows current correlation values for all lag scenarios
Visual lead/lag detection - Color-coded plots make it easy to spot which instrument leads
Smart "Best" indicator - Automatically identifies the strongest relationship
How to Use:
Set your symbols in the indicator settings (default: NQ1! vs RTY1!)
Adjust correlation length (default: 20 periods for smooth but responsive analysis)
Watch the colored lines:
• Red/Orange: Symbol 2 leads Symbol 1 by 1-2 periods
• Blue: Instruments move simultaneously
• Green/Purple: Symbol 1 leads Symbol 2 by 1-2 periods
Check the table for exact correlation values and the "Best" relationship
Interpreting Results:
Correlation > 0.7: Strong positive relationship
Correlation 0.3-0.7: Moderate relationship
Correlation < 0.3: Weak/no relationship
Highest line indicates the optimal timing relationship
Popular Use Cases:
Index Futures : NQ vs ES, RTY vs IWM
Sector Rotation : XLF vs XLK, QQQ vs SPY
Commodities : GC vs SI, CL vs NG
Currency Pairs : EURUSD vs GBPUSD
Crypto : BTC vs ETH correlation analysis
Technical Notes:
Cross-correlation measures linear relationships between two time series at different time lags. This implementation uses Pearson correlation with adjustable periods, calculating correlations from -2 to +2 period offsets to detect leading/lagging behavior.
Perfect for quantitative analysts, pairs traders, and anyone studying inter-market relationships.
