NetLiquidityLibrary

The Net Liquidity Library provides daily values for net liquidity. Net liquidity is measured as Fed Balance Sheet - Treasury General Account - Reverse Repo. Time series for each individual component included too.
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, 0 is returned.
Parameters:
t: The timestamp of the date you are requesting the Net Liquidity value for.
Returns: The Net Liquidity value for the specified date.
get_net_liquidity()
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Net Liquidity time series.
Update documentation
Experimenting with switch statement
Update to switch statement
Removed:
get_net_liquidity_for_date(t)
Function takes date in timestamp form and returns the Net Liquidity value for that date. If date is not present, na is returned.
Add TGA time series
Added:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Returns: The Treasury General Account time series.
Updated:
get_net_liquidity(component)
Gets the Net Liquidity time series from Dec. 2021 to current. Dates that are not present are represented as na.
Parameters:
component: The component of the Net Liquidity function to return. Possible values: 'fed', 'tga', and 'rrp'. (`Net Liquidity` is returned if no argument is supplied).
Returns: The Net Liquidity time series or a component of the Net Liquidity function.
Removed:
get_tga()
Gets the Treasury General Account time series from Dec. 2021 to current. Dates that are not present are represented as 0.
Update to retrieve values for trailing 250 trading days
Update for 11/11/2022
11/14/2022 Update
Added:
get_sm_metric(The)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Parameters:
The: metric to return. Possible values: 'dix' and 'gex'. (`DIX` is returned if no argument is supplied).
Returns: The specified SqueezeMetrics time series.
11/15/2022 Update
11/16/2022 update
11/16/2022 Update #2
11/17/2022 Update
11/18/2022 Update
11/21/2022 update
11/22/2022 update
11/23/2022 update
11/25/2022 update
11/28/2022 update
11/29/2022 update
11/30/2022 update
12/1/2022 update
12/2/2022 update
12/5/2022 update
12/6/2022
12/7/2022 update
12/8/2022 update
12/9/2022 update
12/12/2022 update
12/13/2022 update
12/14/2022 update
12/16/2022 update
12/20/2022 update
12/28/2022 update
12/30/2022 update
Updated to provide the trailing 400 trading days
Removed:
get_sm_metric(component)
Gets either the DIX or GEX time series for the last 250 trading days. Dates that are not present are represented as na.
Testing
Testing 2
1/18/2018 update
Now includes trailing 400 trading days
1/19/2023 update
1/20/2023 update
1/23/2023 update
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Biblioteca Pine
Siguiendo fielmente el espíritu de TradingView, el autor ha publicado este código Pine como una biblioteca de código, permitiendo que otros programadores de Pine en nuestra comunidad puedan volver a utilizarlo. ¡Un brindis por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en publicaciones se rige por las Normas internas.