Empiece

Spy!

Pre-market Highs & Lows on regular trading hours (RTH) chartShows pre-market highs and lows on RTH or ETH chart -Pre-market duration user input (default is 16 'bar hours'; covering the time from S&P RTH close at 4pm >> 9:30am RTH open next day -Displays on both RTH and ETH charts -Written for ES (ES1! or e.g ESM2023), but tested and working on SPY, SPX -Works across timeframes Example usage on Electronic trading hours (ETH) chart; showing the 'bar hours' user input lookback duration visually
Indicador Pine Script®
por twingall
16
TICK - Custom Tickers [Pt]Traditionally, the TICK index is a technical analysis indicator that shows the difference in the number of stocks that are trading on an uptick vs a downtick in a particular period of time. This indicator allows user to choose up to 40 tickers to calculate TICK. By default, it uses the SPY Top 40 stocks, but can be changed to any tickers. There are options to show: - Top 7 , ie. can be used for just showing TICK for FAANGMT => $FB + $AMZN + $AAPL + $NFLX + $GOOG + $MSFT + $TSLA - Top 10 - Top 20 - Top 30 - Top 40 Data can be displayed in candle bars, line, or both. Enjoy~
Indicador Pine Script®
por PtGambler
4
VIX/VOLI RatioWe all know TVC:VIX . But what is NASDAQ:VOLI ? VOLI is basically a measure of expectations for market volatility over the next 30 calendar days as expressed by ATM options on AMEX:SPY nations.com So why is this VIX /VOLI ratio important? It's because it can give an important measure of options skew. It can show the premium of OTM options (particularly puts) over ATM. It can show if traders are interested in owning wings in AMEX:SPY Not a lot of info can be taken by just looking at the ratio as a standalone nominal value. Plus, the ratio is noisy and spotting a clear trend can be hard. For these reasons, I decided to code this indicator (which is best used on the Daily chart). I added two EMA clouds, 7 and 12 and color code them with respect to their positions. If 7 > 12, cloud will be green. If 7 < 12, cloud will be red. This will give a better view of how the ratio is trending. I then added a lookback period that can be changed from the indicator's setting (along with the fast and slow EMAs). The lookback period will be used to get the following parameters: - highest value - lowest value - 10th, 30th, 50th, 70th and 90th percentiles - Percentile Rank - Average, Median and Mode Having all these values in a table will give a better idea of where the current ratio sits.
Indicador Pine Script®
por juicySkew
Volatility Inverse Correlation CandleThis is an educational tool that can help you find direct or inverse relations between two assets. In this case I am using VIX and SPX . The way it works is the next one : So I am looking at the current open value of VIX in comparison with the previous close ( if it either above or below) and after on the SPX I am looking into the history and see for example which type of candle we had in respect with the opening value from VIX . So for example, lets imagine that today is monday, and the weekly open value from VIX was higher than previous friday close value. Now I am going to see with the inverse correlation , if based on this idea, the current weekly candle from SPX finished in a bear candle. The same can be applied for the bearish situation, so if we had an open from VIX lower than previous close, we are looking to check the SPX bull candle accuracy. At the same time, for a different type of calculation I have added an internal lookup into heikin ashi values. If you have any questions please let me know !
Indicador Pine Script®
por exlux
Convert ETF to Futures/IndexThis 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.
Indicador Pine Script®
por kfatkin
2
USD Liquidity Conditions Index Swing Stock Strategy Original credits goes to @ElDoggo22 www.tradingview.com I looked in the post created by him, of USD liquidity and I have noticed that if you are going to apply a percentile top and bottom to it, can become an interesting swing strategy for US Stocks. So in this case I decided to create a 99th percentile for top and 4th percentile for bot with a big length, preferably 100+ candles, for this example i took 150. Rules for entry : Long : either bot or top lines are ascending We exit long either the top line is descending, or we have sudden cross of the moving average with both top and bot within the same candle Short: we enter short when we have a sudden cross down of the moving average with both top and bot within the same candle We exit short when we have a cross over of the moving average with both top and bot within the same candle ( or we have a long entry condition) If there are qny questions, please let me know !
Estrategia Pine Script®
por exlux
Balance of Power Heikin Ashi Investing Strategy Balance of Power Heikin Ashi Investing Strategy This is a swing strategy designed for investment help. Its made around the Balace of Power indicator, but has been adapted on using the Monthly Heikin Ashi candle from the SPY asset in order to be used with correlation for US Stock/ETF/Index Markets. The BOP acts as an oscilallator showing the power of a bull trend when its positive and a bearish trend when its in negative. At the same time we can spot reversals, based on the percentiles ( 99/1) The rules for entry : For long : The 99 percentile is ascending, and we are either in a positive value (>0), or we crossed the bottom place ( -0.35) For short : the 99 and 1 percentile are descending, and we are either in a negative value(<0), or we crossed down the top place ( 0.6) If you have any questions please let me know !
Estrategia Pine Script®
por exlux
Stock Gaps SPY Correlation StrategyThis is daytrade stock strategy, designed to take the best out of the daily gaps that are forming between the close of previous day and opening of present day. At the same time its logic has been adapted for SPY chart, in order to use correlation with the other stocks/assets/ etf which are linked with SP500 movement. Lastly it has been added 2 new confirmation logics, based on the USI: advance/decline chart and percentage above vwap among all US stocks. The rules for entry are simple : We are at the opening daily candle, we have a long/short gap based on where the opening is happening and at the same time we are checking to see that the current different between the current difference between low and previous high (or viceversa) is higher than an established parameter(minimal deviation ) For exit, we exit based on time/clock parameter, in this case by default I selected 1h and half before close of the US session. For testing purposes I have used 10% of the available capital, with a 0.0035$ comission per each share bought ( IBKR comissions) If there are any questions, please let me know either here or in private !
Estrategia Pine Script®
por exlux
München's Momentum WaveMUNICH'S MOMENTUM WAVE: This momentum tracker has features sampled from Madrid's moving average ribbon but has differentiated many values, parameters, and usage of integers. It is derived using momentum and then creates moving averages and mean lengths to help support the strength of a move in price action, and also has the key mean length that helps determine HL/LH or rejections into trend continuation. This indicator works on ALL TIME FRAMES, ALL ASSET CLASSES ON ALL SETTINGS!! HOW DO I USE IT? *First off, I have arranged the input settings into groups based on the parts of the indicator it affects. *You want to use the aqua/white/yellow (Munich's line) as your leading indicator, this is a combined average of the MoM indicator. * When using Munich's line you want to look at the relation to the mean line (the flat line that adjusts based on price action. You will often see rejections of this line into trend continuation. I personally have caught perfect LH/HL bounce trades off of this indicator. * Use the Background and other colored moving averages to help pre-determine moves based on the -3 offset value of Munich's line. This was by design not to create 'accurate' results, but to help predict momentum swings based on sharper moves in price action better than if all values lined up to the current bar. Cheat Code's Notes: I hope you guys find this indicator to be useful, this is most likely the best indicator that I have written. Simply for the fact it is useful on any chart, any timeframe with any setting. If you guys have any issues with it, shoot me a pm or drop a comment. Thanks! -CheatCode1 BINANCE:BTCUSDT BITSTAMP:ETHUSD BITSTAMP:BTCUSD PEPPERSTONE:JPYX TVC:DXY TVC:NDQ AMEX:SPY
Indicador Pine Script®
por CheatCode1
2
Strategy Oil Z ScoreObjective is to find forward looking indicators to find good entries into major index's. In similar vein to my Combo Z Score script I have implemented one looking at oil and oil volatility. Interestingly the script out performs WITHOUT applying the EMA in longer timeframes but under performs in shorter timeframes, for example 2007 vs 2019. Likely due to the bullish nature of the past decade (by and large). You have some options on the underlying included Oil vs OVX (Best), MOVE vs OVX and VIX vs OVX. Oil vs OVX out performs Combo Z Script. Favours Spy over QQQ or derivations (SPXL etc).
Estrategia Pine Script®
por jroche1973
Swing Trading SPX CorrelationThis is a long timeframe script designed to benefit from the correlation with the Percentage of stocks Above 200 moving average from SPX At the same time with this percentage we are creating a weighted moving average to smooth its accuracy. The rules are simple : If the moving average is increasing its a long signal/short exit If the moving average is decreased its a short signal/long exit. Curently the strategy has been adapted for long only entries. If you have any questions let me know !
Estrategia Pine Script®
por exlux
SPY to ES / MESSPY to ES is an indicator that converts SPY price targets to ES / MES futures price targets. This indicator is helpful when you have price targets for SPY but trade ES or MES futures instead of SPY. It coverts the SPY price targets to ES / MES futures, and draws the SPY VWAP line on your ES / MES chart. It supports the following lines Bullish Above Bearish Below Long PT1 Long PT2 Long PT3 Short PT1 Short PT2 Short PT3 It also converts the SPY VWAP to it's current ES / MES value. Note: The conversion do not work during pre and after market and the lines are only correct during market hours.
Indicador Pine Script®
por ItsAnders81
17
[Pt] Premarket Breakout StrategyThis is a 1 trade per day strategy for trading SPY or QQQ index. By default, this is designed for 1 min time frame. This was an experimental script that seems to be profitable at the time of publication. How it works: Pre-market high and low is defined per trading day between 9:00 to 9:30 EST. Then we looking for the first breakout on either PM high or PM low. - Breakout high = long trade - Breakout low = short trade If long trade, we wait until Stochastic RSI D signal line to hit a lower threshold (18 by default). Then we enter long when K crosses above D line. If short trade, we wait until Stochastic RSI D signal line to hit an upper threshold (82 by default). Then we enter short when K crosses below D line. Stop loss for long - set to PM low if entry is above PM high + %ATR buffer - or set to PM range + %ATR buffer Stop loss for short - set to PM high if entry is below PM low + %ATR buffer - or set to PM range + %ATR buffer Profit target is set to 2x the risk by default. *Note: Different Stochastic RSI lengths should be used if trading 5 min time frame. See tooltip. Happy trading~~!
Estrategia Pine Script®
por PtGambler
15
SPY VWAPSPY VWAP adds the VWAP indicator for SPY on your current chart, and shows the current SPY VWAP level converted to ES / MES value. It uses the last close price of SPY and ES / MES to calculate the level. By adding the regular VWAP indicator to your MES / ES chart, you will clearly see the difference between the VWAP of SPY and the futures chart. This is helpful when trading as price may respect both VWAP levels. This indicator should only be used on ES and MES futures chart. It will behave weirdly if used on different tickers and it is not supported in the current version.
Indicador Pine Script®
por ItsAnders81
1
Swing Stock designed for Monthly/Yearly Trading This is a strategy tester designed around the most important data from FRED - Federal Reserve Economic Data As input data, we have: // Personal Consumption Expenditures // Real Retail and Food Services Sales // Leading Index for the United States // All Employees: Total Nonfarm Payrolls // Real Gross Domestic Product // Gross Domestic Product I adapted the long and short entry based on the GDP data, since they are most accurate in prediction compared to the rest. However, feel free to test with other as well if you want. For this test I compared previous GDP values, if they were higher than previous that represent a long signals, if they were smaller that represents a reversal=short signal. From the tests performed we can see that GDP is highly accurate and overall as long as there is patience, profits are going to be make, sometimes even beat the index itself. If you have any questions, let me know !
Estrategia Pine Script®
por exlux
1
TICK Scalping strategy, SPY 1 min1 min chart scalping version of my other TICK strategy with adjusted parameters and additional entry and exit conditions better suited for 1 min SPY chart. Please refer to my original TICK strategy for explanation. Important notes: 1. This strategy is designed for same day SPY option scalping on the 1 min chart . All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 weeks of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data . 3. This strategy is mainly developed for SPY trading on 1 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. Cheers and enjoy~! Let's all make money~!!
Estrategia Pine Script®
por PtGambler
27
TICK strategy for SPY optionsImportant notes: 1. This strategy is designed for same day SPY option scalping. All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 months of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data. 3. This strategy is mainly developed for SPY trading on 5 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. 4. This strategy will work with QQQ as well, but please adjust the profit multiplier to match the P/L of QQQ options. How it works: When trading the indices, many rely on the TICK for market directions. This strategy is a trend following strategy that uses a combination of conditions using the following indicators: - TICK - RSI - VIX volatility index - EMA For entries, the conditions are: 1. TICK moving average crossover with a delayed signal line 2. Bullish or bearish RSI signal, RSI > 50 for bullish, < 50 for bearish 3. VIX must be above a certain threshold to take advantage of high market volatility 4. Price must be on top of EMA line for long, and below for short For exits, there are 3 scenarios: 1. Stop loss set by a percentage of the daily ATR value 2. Trend changes on the TICK and the RSI 3. Bearish or bullish divergence on price with TICK This strategy automatically signal to close all trades at 3:50 pm EST at the end of the day. Extras: - There is an option to show P/L for reinvesting profits Enjoy~!!! Let's all make $$$
Estrategia Pine Script®
por PtGambler
13
Risk On Risk OffA helpful indicator for those who follow a systematic long-term investment approach. What it shows: It shows the 60 Day Cumulative Return of $BND Vanguard Total Bond Market ETF against the 60 Day Cumulative Return of $BIL SPDR Bloomberg Barclays 1-3 Month T-Bill ETF. Why: This Indicator will provide you a sense of where the economic environment is at, if the indicator shows that the 60 Day Cumulative return of $BND is ABOVE $BIL, it means that it's a good idea to go Risk ON in the stock market; On the other hand, if the inverse is true, it means that is a good idea to go Risk OFF in the stock market. Example Uses: Warren Buffet often advice Investors to just buy a S&P500 index tracking ETF like $SPY consistently and you will likely to be making money in the long-term. With this indicator you will be able to make the Buffet Strategy even simpler: when the indicator shows Risk ON, buy the $SPY; when the indicator shows Risk OFF, consider hedges like $IEF iShares 7-10 Year Treasury Bond ETF. AMEX:SPY
Indicador Pine Script®
por xloexs
1