OPEN-SOURCE SCRIPT
© AlpHay : FINRA SHORT DATA REPORT TABLE with QUANDL Data
Telah dikemas kini
// Equity Short Data Report Table:
// Data Provider: Quandl => Finra (Nyse + Nasdaq + Bats exchanges)
// I am not a financial advisor or expert.
// This is my interpretation of FINRA's data. Consider this data doesn't represent the whole picture of what is going on!
// If you find some fundementally wrong thinking about this aproach, please inform me.
// I am open to suggestions. I am also looking for answers.
// Use it with a daily timeframe for data consistency.
// You can change the threshold values whatever you want.
// MFM (Money Flow Multiplier):
// mfm = close == high and close == low or high == low ? 0 : (2 * close - low - high) / (high - low)
// Data Provider: Quandl => Finra (Nyse + Nasdaq + Bats exchanges)
// I am not a financial advisor or expert.
// This is my interpretation of FINRA's data. Consider this data doesn't represent the whole picture of what is going on!
// If you find some fundementally wrong thinking about this aproach, please inform me.
// I am open to suggestions. I am also looking for answers.
// Use it with a daily timeframe for data consistency.
// You can change the threshold values whatever you want.
// MFM (Money Flow Multiplier):
// mfm = close == high and close == low or high == low ? 0 : (2 * close - low - high) / (high - low)
Nota Keluaran
Currency symbol removed.Nota Keluaran
Chart view changed.Nota Keluaran
added some references.Nota Keluaran
* The second version of the "FINRA" short data analysis.* You can use either "Table" or "Oscillator" mode. (if you choose oscillator mode, be sure to add an indicator as an oscillator. then Choose "OSC" from Modes)
* "Mobile" page layout for lighter daily usage (for Table use only).
* more reliable code.
* easy to customize.
Disclaimer and Warning!
* Do not forget this is my Interpolation of the data sets. You can't invest in relying on this indicator. This is just a visual representation of the data sets.
* The base assumption is (obviously, Everybody is trying to figure it out 🥺) Unclosed "Short" Positions. As you may know, this is an ongoing process, not a constant state.
1) MFM ("Money Flow Multiplier") gives me an understanding of what net position is (either "float" or "short") daily basis—Sentiment of the day.
2) Then, I use the "On Balance Volume" formula for this value. Depending on "short" or "float."
3) OSM_MFM is my prediction for Unclosed Short Positions.
Finra supply on three primary exchange data freely. Don't forget there are min 30 exchanges. and "Equity Swaps" and "Total Return Swaps."
Etc etc. 🫣
Don't lose hope. Just be careful what you wish for. And search for anomalies.
I hope you enjoy it.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai sumber terbuka supaya pedagang dapat memahami dan mengesahkannya. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara percuma, tetapi penggunaan semula kod dalam penerbitan ini adalah dikawal oleh Peraturan dalaman. Anda boleh menyukainya untuk menggunakannya pada carta.
Ingin menggunakan skrip ini pada carta?
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.