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Volatility Risk Premium GOLD & SILVER 1.0ENGLISH This indicator (V-R-P) calculates the (one month) Volatility Risk Premium for GOLD and SILVER. V-R-P is the premium hedgers pay for over Realized Volatility for GOLD and SILVER options. The premium stems from hedgers paying to insure their portfolios, and manifests itself in the differential between the price at which options are sold (Implied Volatility) and the volatility GOLD and SILVER ultimately realize (Realized Volatility). I am using 30-day Implied Volatility (IV) and 21-day Realized Volatility (HV) as the basis for my calculation, as one month of IV is based on 30 calendaristic days and one month of HV is based on 21 trading days. At first, the indicator appears blank and a label instructs you to choose which index you want the V-R-P to plot on the chart. Use the indicator settings (the sprocket) to choose one of the precious metals (or both). Together with the V-R-P line, the indicator will show its one year moving average within a range of +/- 15% (which you can change) for benchmarking purposes. We should consider this range the “normalized” V-R-P for the actual period. The Zero Line is also marked on the indicator. Interpretation When V-R-P is within the “normalized” range, … well... volatility and uncertainty, as it’s seen by the option market, is “normal”. We have a “premium” of volatility which should be considered normal. When V-R-P is above the “normalized” range, the volatility premium is high. This means that investors are willing to pay more for options because they see an increasing uncertainty in markets. When V-R-P is below the “normalized” range but positive (above the Zero line), the premium investors are willing to pay for risk is low, meaning they see decreasing uncertainty and risks in the market, but not by much. When V-R-P is negative (below the Zero line), we have COMPLACENCY. This means investors see upcoming risk as being lower than what happened in the market in the recent past (within the last 30 days). CONCEPTS : Volatility Risk Premium The volatility risk premium (V-R-P) is the notion that implied volatility (IV) tends to be higher than realized volatility (HV) as market participants tend to overestimate the likelihood of a significant market crash. This overestimation may account for an increase in demand for options as protection against an equity portfolio. Basically, this heightened perception of risk may lead to a higher willingness to pay for these options to hedge a portfolio. In other words, investors are willing to pay a premium for options to have protection against significant market crashes even if statistically the probability of these crashes is lesser or even negligible. Therefore, the tendency of implied volatility is to be higher than realized volatility, thus V-R-P being positive. Realized/Historical Volatility Historical Volatility (HV) is the statistical measure of the dispersion of returns for an index over a given period of time. Historical volatility is a well-known concept in finance, but there is confusion in how exactly it is calculated. Different sources may use slightly different historical volatility formulas. For calculating Historical Volatility I am using the most common approach: annualized standard deviation of logarithmic returns, based on daily closing prices. Implied Volatility Implied Volatility (IV) is the market's forecast of a likely movement in the price of the index and it is expressed annualized, using percentages and standard deviations over a specified time horizon (usually 30 days). IV is used to price options contracts where high implied volatility results in options with higher premiums and vice versa. Also, options supply and demand and time value are major determining factors for calculating Implied Volatility. Implied Volatility usually increases in bearish markets and decreases when the market is bullish. For determining GOLD and SILVER implied volatility I used their volatility indices: GVZ and VXSLV (30-day IV) provided by CBOE. Warning Please be aware that because CBOE doesn’t provide real-time data in Tradingview, my V-R-P calculation is also delayed, so you shouldn’t use it in the first 15 minutes after the opening. This indicator is calibrated for a daily time frame. ---------------------------------------------------------------------- ESPAŇOL Este indicador (V-R-P) calcula la Prima de Riesgo de Volatilidad (de un mes) para GOLD y SILVER. V-R-P es la prima que pagan los hedgers sobre la Volatilidad Realizada para las opciones de GOLD y SILVER. La prima proviene de los hedgers que pagan para asegurar sus carteras y se manifiesta en el diferencial entre el precio al que se venden las opciones (Volatilidad Implícita) y la volatilidad que finalmente se realiza en el ORO y la PLATA (Volatilidad Realizada). Estoy utilizando la Volatilidad Implícita (IV) de 30 días y la Volatilidad Realizada (HV) de 21 días como base para mi cálculo, ya que un mes de IV se basa en 30 días calendario y un mes de HV se basa en 21 días de negociación. Al principio, el indicador aparece en blanco y una etiqueta le indica que elija qué índice desea que el V-R-P represente en el gráfico. Use la configuración del indicador (la rueda dentada) para elegir uno de los metales preciosos (o ambos). Junto con la línea V-R-P, el indicador mostrará su promedio móvil de un año dentro de un rango de +/- 15% (que puede cambiar) con fines de evaluación comparativa. Deberíamos considerar este rango como el V-R-P "normalizado" para el período real. La línea Cero también está marcada en el indicador. Interpretación Cuando el V-R-P está dentro del rango "normalizado",... bueno... la volatilidad y la incertidumbre, como las ve el mercado de opciones, es "normal". Tenemos una “prima” de volatilidad que debería considerarse normal. Cuando V-R-P está por encima del rango "normalizado", la prima de volatilidad es alta. Esto significa que los inversores están dispuestos a pagar más por las opciones porque ven una creciente incertidumbre en los mercados. Cuando el V-R-P está por debajo del rango "normalizado" pero es positivo (por encima de la línea Cero), la prima que los inversores están dispuestos a pagar por el riesgo es baja, lo que significa que ven una disminución, pero no pronunciada, de la incertidumbre y los riesgos en el mercado. Cuando V-R-P es negativo (por debajo de la línea Cero), tenemos COMPLACENCIA. Esto significa que los inversores ven el riesgo próximo como menor que lo que sucedió en el mercado en el pasado reciente (en los últimos 30 días). CONCEPTOS : Prima de Riesgo de Volatilidad La Prima de Riesgo de Volatilidad (V-R-P) es la noción de que la Volatilidad Implícita (IV) tiende a ser más alta que la Volatilidad Realizada (HV) ya que los participantes del mercado tienden a sobrestimar la probabilidad de una caída significativa del mercado. Esta sobreestimación puede explicar un aumento en la demanda de opciones como protección contra una cartera de acciones. Básicamente, esta mayor percepción de riesgo puede conducir a una mayor disposición a pagar por estas opciones para cubrir una cartera. En otras palabras, los inversores están dispuestos a pagar una prima por las opciones para tener protección contra caídas significativas del mercado, incluso si estadísticamente la probabilidad de estas caídas es menor o insignificante. Por lo tanto, la tendencia de la Volatilidad Implícita es de ser mayor que la Volatilidad Realizada, por lo cual el V-R-P es positivo. Volatilidad Realizada/Histórica La Volatilidad Histórica (HV) es la medida estadística de la dispersión de los rendimientos de un índice durante un período de tiempo determinado. La Volatilidad Histórica es un concepto bien conocido en finanzas, pero existe confusión sobre cómo se calcula exactamente. Varias fuentes pueden usar fórmulas de Volatilidad Histórica ligeramente diferentes. Para calcular la Volatilidad Histórica, utilicé el enfoque más común: desviación estándar anualizada de rendimientos logarítmicos, basada en los precios de cierre diarios. Volatilidad Implícita La Volatilidad Implícita (IV) es la previsión del mercado de un posible movimiento en el precio del índice y se expresa anualizada, utilizando porcentajes y desviaciones estándar en un horizonte de tiempo específico (generalmente 30 días). IV se utiliza para cotizar contratos de opciones donde la alta Volatilidad Implícita da como resultado opciones con primas más altas y viceversa. Además, la oferta y la demanda de opciones y el valor temporal son factores determinantes importantes para calcular la Volatilidad Implícita. La Volatilidad Implícita generalmente aumenta en los mercados bajistas y disminuye cuando el mercado es alcista. Para determinar la Volatilidad Implícita de GOLD y SILVER utilicé sus índices de volatilidad: GVZ y VXSLV (30 días IV) proporcionados por CBOE. Precaución Tenga en cuenta que debido a que CBOE no proporciona datos en tiempo real en Tradingview, mi cálculo de V-R-P también se retrasa, y por este motivo no se recomienda usar en los primeros 15 minutos desde la apertura. Este indicador está calibrado para un marco de tiempo diario.
Penunjuk Pine Script™
oleh IQ-trading
1
Scalping Trading System bot Crypto and StocksThis is a trend trading strategy scalping bot that can work with any type of market. However I concluded my tests so far with Crypto, Stocks and Forex, and with optimizations always could be found some profitable settings. Indicators SImple Moving Average Exponential Moving Average Keltner Channels MACD Histogram Stochastics Rules for entry long= Close of the candle bigger than both moving averages and close of the candle is between the top and bot levels from Keltner. At the same time the macd histogram is negative and stochastic is below 50. short= Close of the candle smaller than both moving averages and close of the candle is between the top and bot levels from Keltner. At the same time the macd histogram is positive and stochastic is above 50. Rules for exit We exit when we meet an opposite reverse order. This strategy has no risk management inside, so use it with caution !
Strategi Pine Script™
oleh exlux
20
Full Swing Gold Vwap Macd SMO StrategyThis is a full strategy designed for gold market using 12h timeframe chart. Its components are: VWAP monthly SMO oscillator MACD histogram Rules for entry: For long: when enter when close of the candle is above vwap monthly, current histogram is higher than the previous one and SMO oscillator is above 0 For long: when enter when close of the candle is below vwap monthly, current histogram is lower than the previous one and SMO oscillator is below 0 Rules for exit: We exit the trade if we get a reverse condition. We also exit the trade based on a risk management system, both for SL and TP using % movements. If you have any questions let me know !
Strategi Pine Script™
oleh exlux
{Gunzo} Stock to Flow (Gold, Silver, Dollar, Bitcoin)This indicator displays the Stock to Flow (S2F) ratio for popular commodities (Gold, Silver, Dollar, Euro, Bitcoin, Ethereum) in order to compare them and determine which ones could be a good Store of Value (SoV). OVERVIEW : Stock to Flow is a popular indicator used to predict commodities scarcity. It evaluates the total stock of a commodity against the total amount that can be produced during a year. This model supposes that if scarcity is increasing, the price is going to increase. This model has been used over the last years on Bitcoin to determine if the asset was undervalued or overvalued, and even make prediction models on the future price. This script is going to focus on the Stock to Flow ratio (total stock/amount produced) to compare the following assets over time : Mining resources (mined) for Gold and Silver Cryptos assets (mined) for Bitcoin and Ethereum FIAT currencies (banknotes printed) for Dollar and Euro CALCULATION : The calculation of the Stock to Flow ratio evaluates the total stock of a commodity produced against the production made for a specific year. The data is calculated on a yearly basis, then interpolated to get monthly or daily values. DATA ORIGIN : The main information needed to calculate the Stock to Flow ratio is the "yearly production" of a commodity. I tried to retrieve that information from the most reliable sources : for Gold from research on www.gold.org for Silver from research on www.silverinstitute.org for Ethereum from research on etherscan.io for Bitcoin from data source "QUANDL:BCHAIN/TOTBC" from www.quandl.com for Dollar from research on www.federalreserve.gov for Euro from research on www.ecb.europa.eu SETTINGS : Smoothing for interpolated data : Smoothing factor for assets that are calculated yearly and then interpolated (Gold, Silver, Dollar, Euro, and Ethereum) Smoothing for non interpolated data : Smoothing factor for assets that are calculated daily and not interpolated (Bitcoin) Display asset names : Display assets names in a colored rectangle on the right side of the chart Display asset values : Display assets Stock to Flow ratio in a colored rectangle on the right side of the chart Display key events for assets : Display important events for the assets at the bottom of the chart using the same color as the assets lines (for example Orange diamond is a Bitcoin halving). Please refer to the script code for the details of all events. USAGE : This script can be used on any asset available on TradingView as the data used is either static or external. However I recommend using it the Gold asset from currency.com as the depth of the chart will be bigger (since 1980s). It is recommended to used this script on the monthly timeframe as the chart data is calculated yearly and then interpolated.
Penunjuk Pine Script™
oleh Gunzo_TV
Sideways detection bollinger bandsSideways detection indicator using Bollinger bands . In this case we take the original ratio between lower and upper and we smooth it even harder in order to get a better idea about the accuracy of the trend. If the initial ratio is not between 0 and 1 and the smooth ratio is higher than our selected value, we get an idea if we are a in trending market or not. Of course using it as a standalone has no usage, and it has to be combined with other tools like moving average, oscillators and so on. IF you have any questions let me know
Penunjuk Pine Script™
oleh exlux
2
[RickAtw] ZONE Trend 3█ OVERVIEW This indicator tracks current trends. Trends are determined by the zones created for them, the brighter the zone, the higher the probability of a market reversal. █ FEATURES The indicator adapts to any market. You can set your own values ​​for your system Any timeframe can be used You can increase the number of zones █ HOW TO USE If the market starts to enter the red zone, open buy and hold until the second or third zone. If the market moves towards the blue zone, we sells and hold until the next zone. █ The author of the work Rick Atwood
Penunjuk Pine Script™
oleh AstroHub
2
Swing or scalping GOLD [RickAtwood] Swing or scalping - automatically determine the currently active trends. Various moving averages are used. It is also designed for any type of trader from scalping to swing. The key 3 moving averages are designed to identify support and resistance. If the price bounces off them, boldly open and place a stop of 10-20 pips(currency pairs) Functional buy ---> green candles sell ----> red candles There are alerts for buy and sell based on crossovers If the price is above the cloud then buy. If the price is below the cloud then sell. The main thing is to open deals only at the very beginning when the price starts to leave the cloud. Also, your stops will be minimal. When testing this system, we opened 750 trades manually. Success rate of 71% for currency pairs and for gold P.s If you have any questions about how to open, how to close deals. Always write to me, I will help you) Success to all.
Penunjuk Pine Script™
oleh AstroHub
8
[RickAtw] T2 Trend Signal GOLDTrend gold signal Ema strategy The system finds the best entries for a trade. Use in gold, all numbers have been customized for it. Functional T2 trend gold is the second version of my trading system. Be sure to check out the first part! This system gives a signal earlier. Key signals Buy -----> Blue triangle to buy Sell -----> Red triangle to sell Remarks I personally tested this system on my own trading and it helps me find entries for deals. The main thing is, if consolidation has begun, turn off the system, because the trading range is small at this moment, use oscillators Thanks to everyone who supports me. Good luck to you friends
Penunjuk Pine Script™
oleh AstroHub
4
Precious Metal RatiosThis is a script that shows the ratios of precious metals, including Gold, Silver, Platinum, Palladium, Copper, Aluminum, and Steel. You can choose your desired base currency and quote currency. The default ratio is Gold/Silver, where Gold is the base currency and Silver is the quote. To use, just select your current timeframe from the menu. Includes an option for repainting -- default value is true, meaning the script will repaint the current bar. False = Not Repainting = Value for the current bar is not repainted, but all past values are offset by 1 bar. True = Repainting = Value for the current bar is repainted, but all past values are correct and not offset by 1 bar. In both cases, all of the historical values are correct, it is just a matter of whether you prefer the current bar to be realistically painted and the historical bars offset by 1, or the current bar to be repainted and the historical data to match their respective price bars. As explained by TradingView,`f_security()` is for coders who want to offer their users a repainting/no-repainting version of the HTF data.
Penunjuk Pine Script™
oleh MartinShkreIi
2
Amazing strategy for silver -XAGUSD, XAGEUR etcToday I bring an amazing strategy that works for 1h time frames for silver. Its made of price actions movement combined together with MACD and simple moving average It does not use neither stop loss/take profit levels. Instead it will always exit at the next candle after it opens a trade. The rules are the next one : For short condition : we have a bull candle, and candle is above the moving average, and MACD histogram is > 0 and last high0 and candle close > last high1 and, previus high1 and candle close > last high2 At the same time, viceversa for long condition. In development terms, this is the formula long1 = (close > open ) and time_cond and close > out and hist > 0 and hist > hist and high > high and high > high and close > high and close > high and close > high short1 = (close < open) and time_cond and close < out and hist < 0 and hist < hist and low < low and low < low and close < low and close < low and close < low But when we enter the trade, we enter in reverse, like lets say we go long -> for this we apply the short1 condition. If we go short we apply the long1 condition. If you have any questions , please let me know .
Strategi Pine Script™
oleh SoftKill21
3
XAGUSD Long/Short Signal ~ By: Sarp GokdagAbout the Oscillator : The Rex Oscillator is a study that measures market behavior based on the relationship of the close to the open, high and low values of the same bar. The theory behind the Rex Oscillator is that a big difference between the high and close on a bar indicates weakness. Conversely, wide disparity between the low and close indicates strength. The difference between open and close also indicates market performance. The True Value of a Bar (TVB) gives us an indication of how healthy the market is. It is possible to have a negative close and a positive TVB, and vice versa. This indicates that the market is building strength on the opposing side of the trend. The Rex Oscillator is a moving average of the TVB, indicating the inertia of the market. When the Rex Oscillator turns positive in a bearish trend, a reversal is indicated. Likewise, Rex turning negative in a bull market indicates a reversal to the downside. When the Rex Oscillator turns positive in a bearish trend, a reversal is indicated. Likewise, Rex turning negative in a bull market indicates a reversal to the downside. The REX Strategy goes long when the REX line of the REX Oscillator crosses above the Signal line and Short when the REX line crosses below the Signal line. The strategy is a reversal strategy through the use of the 'Cover and go Long' and 'Close and go Short' Actions. The REX Oscillator properties of Period' and Signal' can be changed for testing purposes using the available Rex1 'Factor.' The blue line indicates the difference between the Rex MA and the Signal. If the blue line crosses above "0", go Long. If the blue line crosses below "0", go Short. To achieve best results from this strategy, set your chart range minimum 4hrs, max 1 Day. The above references an opinion and is for information purposes only. It is not intended to be investment advice. Seek a duly licensed professional for investment advice.
Penunjuk Pine Script™
oleh UnknownUnicorn2854563
Trading Psychology - Fear & Greed Index by DGTPsychology of a Market Cycle - Where are we in the cycle? Before proceeding with the question "where", let's first have a quick look at "What is market psychology?" Market psychology is the idea that the movements of a market reflect the emotional state of its participants. It is one of the main topics of behavioral economics - an interdisciplinary field that investigates the various factors that precede economic decisions. Many believe that emotions are the main driving force behind the shifts of financial markets and that the overall fluctuating investor sentiment is what creates the so-called psychological market cycles - which is also dynamic.  Stages of Investor Emotions: * Optimism  – A positive outlook encourages us about the future, leading us to buy stocks. * Excitement  – Having seen some of our initial ideas work, we begin considering what our market success could allow us to accomplish. * Thrill  – At this point we investors cannot believe our success and begin to comment on how smart we are. * Euphoria  – This marks the point of maximum financial risk. Having seen every decision result in quick, easy profits, we begin to ignore risk and expect every trade to become profitable. * Anxiety  – For the first time the market moves against us. Having never stared at unrealized losses, we tell ourselves we are long-term investors and that all our ideas will eventually work. * Denial  – When markets have not rebounded, yet we do not know how to respond, we begin denying either that we made poor choices or that things will not improve shortly. * Fear  – The market realities become confusing. We believe the stocks we own will never move in our favor. * Desperation  – Not knowing how to act, we grasp at any idea that will allow us to get back to breakeven. * Panic  – Having exhausted all ideas, we are at a loss for what to do next. * Capitulation  – Deciding our portfolio will never increase again, we sell all our stocks to avoid any future losses. * Despondency  – After exiting the markets we do not want to buy stocks ever again. This often marks the moment of greatest financial opportunity. * Depression  – Not knowing how we could be so foolish, we are left trying to understand our actions. * Hope  – Eventually we return to the realization that markets move in cycles, and we begin looking for our next opportunity. * Relief  – Having bought a stock that turned profitable, we renew our faith that there is a future in investing. It's hard to predict with certainty where we exactly are in the market cycle, we can only make an educated guess as to the rough stage based on data available. And here comes the study "Trading Psychology - Fear & Greed Index"    Factors taken into account in this study include:  1-Price Momentum : Price Divergence/Convergence versus its Slow Moving Average 2-Strenght :   Rate of Return (RoR) also called Return on Investment (ROI) is a performance measure used to evaluate the efficiency of an investment, net gain or loss of an investment over a specified time period, the rate of change in price movement over a period of time to help investors determine the strength 3-Money Flow : Chaikin Money Flow (CMF) is a technical analysis indicator used to measure Money Flow Volume over a set period of time. CMF can be used as a way to further quantify changes in buying and selling pressure and can help to anticipate future changes and therefore trading opportunities. CMF calculations is based on Accumulation/Distribution 4-Market Volatility : CBOE Volatility Index (VIX), the Volatility Index, or VIX, is a real-time market index that represents the market's expectation of 30-day forward-looking volatility. Derived from the price inputs of the S&P 500 index options, it provides a measure of market risk and investors' sentiments. It is also known by other names like "Fear Gauge" or "Fear Index." Investors, research analysts and portfolio managers look to VIX values as a way to measure market risk, fear and stress before they take investment decisions 5-Safe Haven Demand : in this study GOLD demand is assumed  What to look for : *Fear and Greed Index as explained above, *Divergencies  Tool tip of the label displayed provides details of references Conclusion: As investors, we always get caught up in the day to day price movements, and lose sight of the bigger picture. The biggest crashes happen not when investors are cautious and fearful, it's when they're euphoric and expecting financial instruments to continue going higher. So as we continue investing, don’t forget to stop and ask yourself, where in the chart do you think we are right now? The Market Psychology Cycle shines light on how emotions evolve, fear and greed index can come in handy, provided that it is not the only tool used to make investment decisions. It is easy to look back at market cycles and recognize how the overall psychology changed. Analyzing previous data makes it obvious what actions and decisions would have been the most profitable. However, it is much harder to understand how the market is changing as it goes - and even harder to predict what comes next. Many investors use technical analysis (TA) to attempt to anticipate where the market is likely to go. Investors are advised to keep tabs on fear for potential buying the dips opportunities and view periods of greed as a potential indicator that financial instruments might be overvalued. Warren Buffett's quote, buy when others are fearful, and sell when others are greedy Trading success is all about following your trading strategy and the indicators should fit within your trading strategy, and not to be traded upon solely Disclaimer : The script is for informational and educational purposes only. Use of the script does not constitute professional and/or financial advice. You alone have the sole responsibility of evaluating the script output and risks associated with the use of the script. In exchange for using the script, you agree not to hold dgtrd TradingView user liable for any possible claim for damages arising from any decision you make based on use of the script
Penunjuk Pine Script™
oleh dgtrd
84
Portfolio and Risk Management: Gold Based Net Growth CoefficientHello, if our topic is stocks, whatever signal we get, we have to divide and reduce the risk. Apart from the risk, we need inflation-free figures to detect a clear growth. Gold is one of the most successful tools to beat inflation in this regard in the historical context. When the economy is good, we have to beat both commodities and inflation. For this purpose, I found it appropriate to develop a net growth factor free from gold growth. Investors need several stocks with a high growth rate and as much risk-free as possible. Personally, I think that the science of portfolio and risk management will last a lifetime and should continue. I think this subject is a research and development subject.(R & D) My research and publications on this matter will continue publicly. I wish everyone a good day. NOTE : You can determine the return in the time period you want to look back by adjusting the period in the rate you want from the menu. The standard value is 200 days. (1 year)
Penunjuk Pine Script™
oleh Noldo
2
Yield Curve Inversion MonitorIdentifies when the US Treasury Yield Curve inverts (2 and 10 year bond rates). When they ‘invert’ long-term bonds have a lower interest rate than short-term bonds. In other words, the bond market is pricing in a significant drop in future interest rates (which might be caused by the US Fed fighting off a recession in the future). In the last 50 years, every time the US treasury yield curve inverted a recession followed within 3 years. On average the S&P500 gained 19.1% following the inversion and peaked 13 months later. In other words, as far as investors are concerned, the recession began roughly one year later. However, once the market peaks, it then drops 37.6% on average, wiping out all those gains and more. ...Looks like 2020 is shaping up to be another prime example.
Penunjuk Pine Script™
oleh capriole_charles
5