This indicator is used to automatically map
SPY
VWAP and 10 levels of your choice to
ES1!
/
MES1!
or map
QQQ
VWAP and 10 levels of your choice to
NQ1!
/
MNQ1!
. Since
SPY
and
QQQ
have the same price action as their futures iteration, there seems to a direct correlation between their levels and VWAP. This indicator is made to easily map the key levels of your choice to the appropriate futures instrument.
SPY
VWAP and 10 levels of your choice to
ES1!
/
MES1!
or map
QQQ
VWAP and 10 levels of your choice to
NQ1!
/
MNQ1!
. Since
SPY
and
QQQ
have the same price action as their futures iteration, there seems to a direct correlation between their levels and VWAP. This indicator is made to easily map the key levels of your choice to the appropriate futures instrument.
Nota Keluaran:
Added in input groupings, adding in standard futures VWAP so a separate indicator isn't needed and changed default colors.
Nota Keluaran:
Modified the script to only require the opening price of SPY or QQQ, rounded to the nearest whole number, to be input (default value is 370). The script will now calculate the 10 closest strikes/levels above and below the specified price and automatically plot them on ES or NQ based on the ETF chosen. Also, reduced the default line sizes.
Nota Keluaran:
Fix input groups, change level titles.