OPEN-SOURCE SCRIPT

Convert ETF to Futures/Index

Actualizado
This indicator is used to automatically map an ETF's VWAP and 10 levels above and below the strike of your choice, to the futures or index instrument currently being viewed/traded. This works very well when using both SPY to ES/MES/SPX or QQQ to NQ/MNQ/NDX to plot the ETF strikes and can lead to some incredible trades, especially when trading level to level. Since SPY, QQQ, IWM, and DIA have the same price action as their futures iteration, there seems to be a direct correlation between their levels and VWAP . This indicator is made to easily map these key levels to the appropriate futures instrument. If you have a way to measure GEX centered around a certain level, I recommend color coding the lines to help indicate whether the level will have strong positive or negative gamma hedging associated with it.
Notas de prensa
Fix title/indicator name
Notas de prensa
Fixed issue with ETF VWAP conversion due to input.symbol() not allowing inclusion of extended sessions.
Notas de prensa
Raise line smoothing default and raise max limit.
DIAESIWMlevelsNQPivot points and levelsQQQrtySPDR S&P 500 ETF (SPY) ym

Script de código abierto

Siguiendo fielmente el espíritu de TradingView, el autor de este script lo ha publicado en código abierto, permitiendo que otros traders puedan entenderlo y verificarlo. ¡Olé por el autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la reutilización de este código en la publicación se rige por las Normas internas. Puede añadir este script a sus favoritos y usarlo en un gráfico.

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