Mulakan

Cari dalam skrip untuk "spx"

KST-Based MACDAs a follow-up to my previous script: I am posting a stand-alone KST-based MACD. Note that this indicator is highly laggy. Specific care must be taken when using it. The MACD-Signal crossing is quite delayed but it is a definite confirmation. For earlier signs, the Histogram must be analyzed. A shift from Green-White signals the 1st Bear Signal. A MACD-Signal crossing signals the 2nd Bear SIgnal. The same applies for bull-signs. This indicator is useful for long-term charts on which one might want to pinpoint clear, longterm divergences. Standard RSI, Stochastic RSI and MACD are notoriously problematic when trying to pinpoint long-term divergences. Finally, this indicator is not meant for pinpointing entry-exit positions. I find it useful for macro analysis. In my experience, the decreased sensitivity of this indicator can show very strong signs, that can be quite laggy. Inside the indicator there is a setting for "exotic calculations". This is an attempt to make this chart work in both linear/ negative charts (T10Y2Y) and log charts (SPX) Tread lightly, for this is hallowed ground. -Father Grigori
Penunjuk Pine Script®
oleh akikostas
10
Rsi strategy for BTC with (Rsi SPX) I hope this strategy is just an idea and a starting point, I use the correlation of the Sp500 with the Btc, this does not mean that this correlation will exist forever!. I love Trading view and I'm learning to program, I find correlations very interesting and here is a simple strategy. This is a trading strategy script written in Pine Script language for use in TradingView. Here is a brief overview of the strategy: The script uses the RSI (Relative Strength Index) technical indicator with a period of 14 on two securities: the S&P 500 (SPX) and the symbol corresponding to the current chart (presumably Bitcoin, based on the variable name "Btc_1h_fixed"). The RSI is plotted on the chart for both securities. The script then sets up two trading conditions using the RSI values: A long entry condition: when the RSI for the current symbol crosses above the RSI for the S&P 500, a long trade is opened using the "strategy.entry" function. A short entry condition: when the RSI for the current symbol crosses below the RSI for the S&P 500, a short trade is opened using the "strategy.entry" function. The script also includes a take profit input parameter that allows the user to set a percentage profit target for closing the trade. The take profit is set using the "strategy.exit" function. Overall, the strategy aims to take advantage of divergences in RSI values between the current symbol and the S&P 500 by opening long or short trades accordingly. The take profit parameter allows the user to set a specific profit target for each trade. However, the script does not include any stop loss or risk management features, which should be considered when implementing the strategy in a real trading scenario.
Strategi Pine Script®
oleh AmosTradingSystem
1
ILM COT Financial Table - CFTCUse this indicator on Daily Timeframe Please refer to the below link for CFTC Financials www.cftc.gov This script shows the Financial COT for the respective instrument by deriving the CFTC code. Option is provided to override the CFTC code User can also configure the historical CFTC data view The script calculates the Long% vs Short% for various categories (Dealers/Asset Managers/Leveraged Funds/Other Reportables) and color codes the column appropriately. The goal of this script is to show all the financial CFTC data on a single page to digest the data better in a tabular form Fixed the default TradingView Library which has some errors with CFTC code mapping. For example, SPX CFTC Code #13874+ which is the most important one where big players take positions is not there in the default Library.
Penunjuk Pine Script®
oleh ILuvMarkets
4
VWAP Push StrategyThis strategy is unfortunately not finished yet. A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop. Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy . Should work great scalping 5min charts (when scripting, I used the SPX for reference).
Strategi Pine Script®
oleh christopher451
PuetzUWS [time, price] multiFractal mirrors, SPX 1872-2020This script is simply provided because a few rare people may actually be able to use one or two coding ideas. It is not possible to provide useful (description, explanation)s here. Maybe you can find those with a webSearch. If anybody is interested in the basic concept, just copy the code and run with it. As the original was in violation of PineScript rules, I've removed many links, including : - documentation of my code - external sources of code - blog solutions to Pine script programming - math, science references, people Hopefully it will won't be rejected this time, if so, too bad. I only made it through 10% of the conceptual objectives, and I do not believe any of the rest of the concepts are do-able in Pine Script. The current coding is (incomplete, unstable) but does give a faint idea of my "first step" intents. I have stopped all work, as I have to get back to my real projects (nothing to do with markets).
Penunjuk Pine Script®
oleh Bill_Howell
Volatility Calculator for Daily Top and Bottom RangeWith the usage of ATR, applied on the close of the daily candle, I am calculated the volatility channels for the TOP and BOTTOM Based on this logic, we can estimate, with a huge confidence factor, where the prices are going to be compressed for the trading day. Having said that, lets take a look at the data gathered among the most important financial markets: SPX TOP CROSSES : 2116 BOT CROSSES : 1954 Total Daily Candles : 18908 Occurance ratio = 0.215 NDX TOP CROSSES : 1212 BOT CROSSES : 1183 Total Daily Candles : 9386 Occurance ratio = 0.255 DIA TOP CROSSES : 759 BOT CROSSES : 769 Total Daily Candles : 6109 Occurance ratio = 0.25 DXY TOP CROSSES : 1597 BOT CROSSES : 1598 Total Daily Candles : 13156 Occurance ratio = 0.243 DAX TOP CROSSES : 1878 BOT CROSSES : 1848 Total Daily Candles : 13155 Occurance ratio = 0.283 BTC USD TOP CROSSES : 416 BOT CROSSES : 417 Total Daily Candles : 4290 Occurance ratio = 0.194 ETH USD TOP CROSSES : 247 BOT CROSSES : 268 Total Daily Candles : 2452 Occurance ratio = 0.21 EUR USD TOP CROSSES : 820 BOT CROSSES : 805 Total Daily Candles : 7489 Occurance ratio = 0.217 GOLD TOP CROSSES : 1722 BOT CROSSES : 1569 Total Daily Candles : 13747 Occurance ratio = 0.239 USOIL TOP CROSSES : 1077 BOT CROSSES : 1089 Total Daily Candles : 10231 Occurance ratio = 0.212 US 10Y TOP CROSSES : 1302 BOT CROSSES : 1365 Total Daily Candles : 9075 Occurance ratio = 0.294 Based on this, we can assume with a very high confidence ( 70-80%) that the market is going to stay, within the range created from the BOT and TOP ATR points.
Penunjuk Pine Script®
oleh exlux
4
PClose Levels 2.0This script plots the levels generated via a combination of SPX 2Y Quartiles for everyday, red days, and green days. It is intended for use solely with SPX. These quartiles are also sorted by VIX averages into bands that expand and contract with VIX. It gives us an idea of what levels to potentially expect resistance/support fairly well, but is designed to be used in conjunction with other indicators and macroeconomic information. Green Dashed is your Expected Max Range (EMR+) based on Green Day averages. Green Dotted is your Expected Range (ER+) based on full dataset averages. Green solid lines are POS2 and POS1, based on Green Day averages. White Dotted is your Expected Move (EM), based on full dataset averages. Red solid lines are NEG1 and NEG2, based on Red Day averages. Red Dotted is your Expected Range (ER-) based on full dataset averages. Red Dashed is your Expected Max Range (EMR-) based on Red Day averages.
Penunjuk Pine Script®
oleh TheWaysian
3
S&P Sector Advance/Decline Weighted -Tom1traderEnjoy, enhance your trading (I hope), copy or adapt to your needs and keep smiling! Thanks to @MartinShkreli. The sector variables and the "repaint" option (approx lines 20 through 32 of this script) are used directly from your script "Sectors" RECOMMENDATION: Update the sector weightings -inputs are provided. They change as often as monthly and the annual changes are certainly significant. When updating weighting percentages use the decimal value. I.E. 29% is .29 Good on any time frame. Especially SPY, SPX and ES scalpers and 0DTE options traders may like this a lot. This gives good signals on S & P and related (ES, SPY) and indicates / plots differently than the AD line or ratio. Each sector's entire % weight is added or subtracted depending of whether that sector advanced or declined. Example: Information Tech weight at 29% so that % of 500 (145) is added if InfoTech is up a penny and subtracted if it is down a penny. All sectors processed the same way so that for a given bar/candle the value will be between +500 (all sectors up) and -500 (all sectors down). This weighted AD line of sectors is scaled to +/- 350 and plotted as a red/green line along with aqua/fuchsia columns of its 5 period ema. The line is actual sector behavior and the columns seem to make a good signal with column zero crosses standing out. The columns aqua / fuchsia are a 5 period ema of the Sector AD line and give pretty good signals at zero cross for SPX. I colored the AD red green line also to emphasize the times it opposes the ema for example the histo/colums zero cross signal is NOT true when the AD line is showing all or most sectors going the other way. For readability, the AD line itself is scaled to 350. This lets the columns of the ema stand out better. The hlines at 350 and at 175 give an idea for the AD green red line how much of the sector's weight is up or down. 350 is all sectors up (advancing) and -350 is all sectors down (declining). The hlines at +/- 175 seem to outline a more or less "neutral" zone. For example in an uptrend with most of the AD level positive and the columns positive; a negative spike that does not pass the -175 line and returns positive does not seem to impact the price as much as a deeper negative spike.
Penunjuk Pine Script®
oleh Tom1trader
29
vol_premiaThis script shows the volatility risk premium for several instruments. The premium is simply "IV30 - RV20". Although Tradingview doesn't provide options prices, CBOE publishes 30-day implied volatilities for many instruments (most of which are VIX variations). CBOE calculates these in a standard way, weighting at- and out-of-the-money IVs for options that expire in 30 days, on average. For realized volatility, I used the standard deviation of log returns. Since there are twenty trading periods in 30 calendar days, IV30 can be compared to RV20. The "premium" is the difference, which reflects market participants' expectation for how much upcoming volatility will over- or under-shoot recent volatility. The script loads pretty slow since there are lots of symbols, so feel free to delete the ones you don't care about. Hopefully the code is straightforward enough. I won't list the meaning of every symbols here, since I might change them later, but you can type them into tradingview for data, and read about their volatility index on CBOE's website. Some of the more well-known ones are: ES: S&P futures, which I prefer to the SPX index). Its implied volatility is VIX. USO: the oil ETF representing WTI future prices. Its IV is OVX. GDX: the gold miner's ETF, which is usually more volatile than gold. Its IV is VXGDX. FXI: a china ETF, whose volatility is VXFXI. And so on. In addition to the premium, the "percentile" column shows where this premium ranks among the previous 252 trading days. 100 = the highest premium, 0 = the lowest premium.
Penunjuk Pine Script®
oleh taylor_o
VIX Implied Move Bands for ES/Emini futuresThis script uses the close of the VIX on a daily resolution to provide the 'implied move' for the E-mini SP500 futures. While it can be applied to any equity index, it's crucial to know that the VIX is calculated using SPX options, and may not reflect the implied volatility of other indices. The user can adjust the length of the moving average used to calculate the bands, the window of days used to calculate the implied move, and the multiplier that effects the width of the bands.
Penunjuk Pine Script®
oleh CSC1
7
IV/HV ratio 1.0 [dime]This script compares the implied volatility to the historic volatility as a ratio. The plot indicates how high the current implied volatility for the next 30 days is relative to the actual volatility realized over the set period. This is most useful for options traders as it may show when the premiums paid on options are over valued relative to the historic risk. The default is set to one year (252 bars) however any number of bars can be set for the lookback period for HV. The default is set to VIX for the IV on SPX or SPY but other CBOE implied volatility indexes may be used. For /CL you have OVX/HV and for /GC you have GVX/HV. Note that the CBOE data for these indexes may be delayed and updated EOD and may not be suitable for intraday information. (Future versions of this script may be developed to provide a realtime intraday study. ) There is a list of many volatility indexes from CBOE listed at: www.cboe.com (Some may not yet be available on Tradingview) RVX Russell 2000 VXN NASDAQ VXO S&P 100 VXD DJIA GVX Gold OVX OIL VIX3M 3-Month VIX6M S&P 500 6-Month VIX1Y 1-Year VXEFA Cboe EFA ETF VXEEM Cboe Emerging Markets ETF VXFXI Cboe China ETF VXEWZ Cboe Brazil ETF VXSLV Cboe Silver ETF VXGDX Cboe Gold Miners ETF VXXLE Cboe Energy Sector ETF EUVIX FX Euro JYVIX FX Yen BPVIX FX British Pound EVZ Cboe EuroCurrency ETF Volatility Index Amazon VXAZN Apple VXAPL Goldman Sachs VXGS Google VXGOG IBM VXIBM
Penunjuk Pine Script®
oleh dime
2
SPX Excess CAPE YieldHere we are looking at the Excess CAPE yield for the SPX500 over the last 100+ years "A higher CAPE meant a lower subsequent 10-year return, and vice versa. The R-squared was a phenomenally high 0.9 — the CAPE on its own was enough to explain 90% of stocks’ subsequent performance over a decade. The standard deviation was 1.37% — in other words, two-thirds of the time the prediction was within 1.37 percentage points of the eventual outcome: this over a quarter-century that included an equity bubble, a credit bubble, two epic bear markets, and a decade-long bull market." assets.bwbx.io In December of 2020 Dr. Robert Shiller the Yale Nobel Laurate suggested that an improvement on CAPE could be made by taking its inverse (the CAPE earnings yield) and subtracting the us10 year treasury yield. "His model plainly suggests that stocks will do badly over the next 10 years, and that bonds will do even worse. This was the way Shiller put it in a research piece for Barclays Plc in October, (which can be found on SSRN Below): In summary, investors expect a certain return in equities as compensation for investing in a riskier asset class, and as interest rates have declined, the relative expected return for equities has increased dramatically. We believe this may quantitatively help to explain investors current preference for equities over bonds, and as such the quick recoveries we are observing (with the exception of the UK), whilst still in the midst of a pandemic. In the US in particular, we are once again observing stretched valuations and high CAPE ratios compared to history." Sources: papers.ssrn.com www.bloomberg.com The standard trading view disclaimer applies to this post -- please consult your own investment advisor before making investment decisions. This post is for observation only and has no warranty etc. www.tradingview.com Best, JM
Penunjuk Pine Script®
oleh JM
2
Dskyz (DAFE) Quantum Sentiment Flux - Beginners Dskyz (DAFE) Quantum Sentiment Flux - Beginners: Welcome to the Dskyz (DAFE) Quantum Sentiment Flux - Beginners , a strategy and concept that’s your ultimate wingman for trading futures like MNQ, NQ, MES, and ES. This gem combines lightning-fast momentum signals, market sentiment smarts, and bulletproof risk management into a system so intuitive, even newbies can trade like pros. With clean DAFE visuals, preset modes for every vibe, and a revamped dashboard that’s basically a market GPS, this strategy makes futures trading feel like a high-octane sci-fi mission. Built on the Dskyz (DAFE) legacy of Aurora Divergence, the Quantum Sentiment Flux is designed to empower beginners while giving seasoned traders a lean, sentiment-driven edge. It uses fast/slow EMA crossovers for entries, filters trades with VIX, SPX trends, and sector breadth, and keeps your account safe with adaptive stops and cooldowns. Tuned for more action with faster signals and a slick bottom-left dashboard, this updated version is ready to light up your charts and outsmart institutional traps. Let’s dive into why this strat’s a must-have and break down its brilliance. Why Traders Need This Strategy Futures markets are a wild ride—fast moves, volatility spikes (like the April 28, 2025 NQ 1k-point drop), and institutional games that can wreck unprepared traders. Beginners often get lost in complex systems or burned by impulsive trades. The Quantum Sentiment Flux is the antidote, offering: Dead-Simple Setup: Preset modes (Aggressive, Balanced, Conservative) auto-tune signals, risk, and sizing, so you can trade without a quant degree. Sentiment Superpower: VIX filter, SPX trend, and sector breadth visuals keep you aligned with market health, dodging chop and riding trends. Ironclad Safety: Tighter ATR-based stops, 2:1 take-profits, and preset cooldowns protect your capital, even in chaotic sessions. Next-Level Visuals: Green/red entry triangles, vibrant EMAs, a sector breadth background, and a beefed-up dashboard make signals and context pop. DAFE Swagger: The clean aesthetics, sleek dashboard—ties it to Dskyz’s elite brand, making your charts a work of art. Traders need this because it’s a plug-and-play system that blends beginner-friendly simplicity with pro-level market awareness. Whether you’re just starting or scalping 5min MNQ, this strat’s your key to trading with confidence and style. Strategy Components 1. Core Signal Logic (High-Speed Momentum) The strategy’s engine is a momentum-based system using fast and slow Exponential Moving Averages (EMAs), now tuned for faster, more frequent trades. How It Works: Fast/Slow EMAs: Fast EMA (Aggressive: 5, Balanced: 7, Conservative: 9 bars) and slow EMA (12/14/18 bars) track short-term vs. longer-term momentum. Crossover Signals: Buy: Fast EMA crosses above slow EMA, and trend_dir = 1 (fast EMA > slow EMA + ATR * strength threshold). Sell: Fast EMA crosses below slow EMA, and trend_dir = -1 (fast EMA < slow EMA - ATR * strength threshold). Strength Filter: ma_strength = fast EMA - slow EMA must exceed an ATR-scaled threshold (Aggressive: 0.15, Balanced: 0.18, Conservative: 0.25) for robust signals. Trend Direction: trend_dir confirms momentum, filtering out weak crossovers in choppy markets. Evolution: Faster EMAs (down from 7–10/21–50) catch short-term trends, perfect for active futures markets. Lower strength thresholds (0.15–0.25 vs. 0.3–0.5) make signals more sensitive, boosting trade frequency without sacrificing quality. Preset tuning ensures beginners get optimized settings, while pros can tweak via mode selection. 2. Market Sentiment Filters The strategy leans hard into market sentiment with a VIX filter, SPX trend analysis, and sector breadth visuals, keeping trades aligned with the big picture. VIX Filter: Logic: Blocks long entries if VIX > threshold (default: 20, can_long = vix_close < vix_limit). Shorts are always allowed (can_short = true). Impact: Prevents longs during high-fear markets (e.g., VIX spikes in crashes), while allowing shorts to capitalize on downturns. SPX Trend Filter: Logic: Compares S&P 500 (SPX) close to its SMA (Aggressive: 5, Balanced: 8, Conservative: 12 bars). spx_trend = 1 (UP) if close > SMA, -1 (DOWN) if < SMA, 0 (FLAT) if neutral. Impact: Provides dashboard context, encouraging trades that align with market direction (e.g., longs in UP trend). Sector Breadth (Visual): Logic: Tracks 10 sector ETFs (XLK, XLF, XLE, etc.) vs. their SMAs (same lengths as SPX). Each sector scores +1 (bullish), -1 (bearish), or 0 (neutral), summed as breadth (-10 to +10). Display: Green background if breadth > 4, red if breadth < -4, else neutral. Dashboard shows sector trends (↑/↓/-). Impact: Faster SMA lengths make breadth more responsive, reflecting sector rotations (e.g., tech surging, energy lagging). Why It’s Brilliant: - VIX filter adds pro-level volatility awareness, saving beginners from panic-driven losses. - SPX and sector breadth give a 360° view of market health, boosting signal confidence (e.g., green BG + buy signal = high-probability trade). - Shorter SMAs make sentiment visuals react faster, perfect for 5min charts. 3. Risk Management The risk controls are a fortress, now tighter and more dynamic to support frequent trading while keeping accounts safe. Preset-Based Risk: Aggressive: Fast EMAs (5/12), tight stops (1.1x ATR), 1-bar cooldown. High trade frequency, higher risk. Balanced: EMAs (7/14), 1.2x ATR stops, 1-bar cooldown. Versatile for most traders. Conservative: EMAs (9/18), 1.3x ATR stops, 2-bar cooldown. Safer, fewer trades. Impact: Auto-scales risk to match style, making it foolproof for beginners. Adaptive Stops and Take-Profits: Logic: Stops = entry ± ATR * atr_mult (1.1–1.3x, down from 1.2–2.0x). Take-profits = entry ± ATR * take_mult (2x stop distance, 2:1 reward/risk). Longs: stop below entry, TP above; shorts: vice versa. Impact: Tighter stops increase trade turnover while maintaining solid risk/reward, adapting to volatility. Trade Cooldown: Logic: Preset-driven (Aggressive/Balanced: 1 bar, Conservative: 2 bars vs. old user-input 2). Ensures bar_index - last_trade_bar >= cooldown. Impact: Faster cooldowns (especially Aggressive/Balanced) allow more trades, balanced by VIX and strength filters. Contract Sizing: Logic: User sets contracts (default: 1, max: 10), no preset cap (unlike old 7/5/3 suggestion). Impact: Flexible but risks over-leverage; beginners should stick to low contracts. Built To Be Reliable and Consistent: - Tighter stops and faster cooldowns make it a high-octane system without blowing up accounts. - Preset-driven risk removes guesswork, letting newbies trade confidently. - 2:1 TPs ensure profitable trades outweigh losses, even in volatile sessions like April 27, 2025 ES slippage. 4. Trade Entry and Exit Logic The entry/exit rules are simple yet razor-sharp, now with VIX filtering and faster signals: Entry Conditions: Long Entry: buy_signal (fast EMA crosses above slow EMA, trend_dir = 1), no position (strategy.position_size = 0), cooldown passed (can_trade), and VIX < 20 (can_long). Enters with user-defined contracts. Short Entry: sell_signal (fast EMA crosses below slow EMA, trend_dir = -1), no position, cooldown passed, can_short (always true). Logic: Tracks last_entry_bar for visuals, last_trade_bar for cooldowns. Exit Conditions: Stop-Loss/Take-Profit: ATR-based stops (1.1–1.3x) and TPs (2x stop distance). Longs exit if price hits stop (below) or TP (above); shorts vice versa. No Other Exits: Keeps it straightforward, relying on stops/TPs. 5. DAFE Visuals The visuals are pure DAFE magic, blending clean function with informative metrics utilized by professionals, now enhanced by faster signals and a responsive breadth background: EMA Plots: Display: Fast EMA (blue, 2px), slow EMA (orange, 2px), using faster lengths (5–9/12–18). Purpose: Highlights momentum shifts, with crossovers signaling entries. Sector Breadth Background: Display: Green (90% transparent) if breadth > 4, red (90%) if breadth < -4, else neutral. Purpose: Faster breadth_sma_len (5–12 vs. 10–50) reflects sector shifts in real-time, reinforcing signal strength. - Visuals are intuitive, turning complex signals into clear buy/sell cues. - Faster breadth background reacts to market rotations (e.g., tech vs. energy), giving a pro-level edge. 6. Sector Breadth Dashboard The new bottom-left dashboard is a game-changer, a 3x16 table (black/gray theme) that’s your market command center: Metrics: VIX: Current VIX (red if > 20, gray if not). SPX: Trend as “UP” (green), “DOWN” (red), or “FLAT” (gray). Trade Longs: “OK” (green) if VIX < 20, “BLOCK” (red) if not. Sector Breadth: 10 sectors (Tech, Financial, etc.) with trend arrows (↑ green, ↓ red, - gray). Placeholder Row: Empty for future metrics (e.g., ATR, breadth score). Purpose: Consolidates regime, volatility, market trend, and sector data, making decisions a breeze. - VIX and SPX metrics add context, helping beginners avoid bad trades (e.g., no longs if “BLOCK”). Sector arrows show market health at a glance, like a cheat code for sentiment. Key Features Beginner-Ready: Preset modes and clear visuals make futures trading a breeze. Sentiment-Driven: VIX filter, SPX trend, and sector breadth keep you in sync with the market. High-Frequency: Faster EMAs, tighter stops, and short cooldowns boost trade volume. Safe and Smart: Adaptive stops/TPs and cooldowns protect capital while maximizing wins. Visual Mastery: DAFE’s clean flair, EMAs, dashboard—makes trading fun and clear. Backtestable: Lean code and fixed qty ensure accurate historical testing. How to Use Add to Chart: Load on a 5min MNQ/ES chart in TradingView. Pick Preset: Aggressive (scalping), Balanced (versatile), or Conservative (safe). Balanced is default. Set Contracts: Default 1, max 10. Stick low for safety. Check Dashboard: Bottom-left shows preset, VIX, SPX, and sectors. “OK” + green breadth = strong buy. Backtest: Run in strategy tester to compare modes. Live Trade: Connect to Tradovate or similar. Watch for slippage (e.g., April 27, 2025 ES issues). Replay Test: Try April 28, 2025 NQ drop to see VIX filter and stops in action. Why It’s Brilliant The Dskyz (DAFE) Quantum Sentiment Flux - Beginners is a masterpiece of simplicity and power. It takes pro-level tools—momentum, VIX, sector breadth—and wraps them in a system anyone can run. Faster signals and tighter stops make it a trading machine, while the VIX filter and dashboard keep you ahead of market chaos. The DAFE visuals and bottom-left command center turn your chart into a futuristic cockpit, guiding you through every trade. For beginners, it’s a safe entry to futures; for pros, it’s a scalping beast with sentiment smarts. This strat doesn’t just trade—it transforms how you see the market. Final Notes This is more than a strategy—it’s your launchpad to mastering futures with Dskyz (DAFE) flair. The Quantum Sentiment Flux blends accessibility, speed, and market savvy to help you outsmart the game. Load it, watch those triangles glow, and let’s make the markets your canvas! Official Statement from Pine Script Team (see TradingView help docs and forums): "This warning may appear when you call functions such as ta.sma inside a request.security in a loop. There is no runtime impact. If you need to loop through a dynamic list of tickers, this cannot be avoided in the present version... Values will still be correct. Ignore this warning in such contexts." (This publishing will most likely be taken down do to some miscellaneous rule about properly displaying charting symbols, or whatever. Once I've identified what part of the publishing they want to pick on, I'll adjust and repost.) Use it with discipline. Use it with clarity. Trade smarter. **I will continue to release incredible strategies and indicators until I turn this into a brand or until someone offers me a contract. Created by Dskyz, powered by DAFE Trading Systems. Trade fast, trade bold.
Strategi Pine Script®
oleh DskyzInvestments
1
Dark Energy Divergence OscillatorThe Dark Energy Divergence Oscillator (DEDO) What makes The Universe grow at an accelerating pace? Dark Energy. What makes The Economy grow at an accelerating pace? Debt. Debt is the Dark Energy of The Economy. I pronounce DEDO "Deed-oh", but variations are fine with me. Note: The Pine Script version of DEDO is improved from the original formula, which used a constant all-time high calculation in the normalization factor. This was technically not as accurate for calculating liquidity pressure in historical data because it meant that historical prices were being tested against future liquidity factors. Now using Pine, the functions can be normalized for the bar at the time of calculation, so the liquidity factors are normalized per candle, not across the entire series, which feels like an improvement to me. Thought Process: It's all about the liquidity. What I started with is a correlation between major stock indices such as SPX and WRESBAL , a balance sheet metric on FRED After September 2008, when QE was initiated, many asset valuations started to follow more closely with liquidity factors. This led me to create a function that could combine asset prices and liquidity in WRESBAL , in order to calculate their divergence and chart the signal in TradingView. The original formula: First, we don't want "non-QE" data. we only want data for the market affected by QE . So, find SPX on the day of pre-QE: 1255.08 and subtract that from the 2022 top 4818.62 = 3563.54 With this post-QE SPX range, now you can normalize the price level simply by dividing by the range = ( SPX -1255.08)/3563.54) Normalization produces values from 0 to 1 so that they can be compared with other normalized figures. In order to test the 0 to 1 normalized SPX range measure against the liquidity number, WRESBAL , it's the same idea: normalize it using the max as the denominator and you get a 0 to 1 liquidity index: ( WRESBAL /4276000000000) Subtract one from the other to get the divergence: (( WRESBAL /4276000000000)-(( SPX -1255.08)/3563.54))*10 x10 to reduce decimal places, but this option is configurable in DEDO's input settings tab. Positive values indicate there's ample liquidity to hold up price or even create bullish momentum in some cases. Negative values mean price levels are potentially extended beyond what liquidity levels can support. Note: many viewers of the charts on social media wanted the values to go down in alignment with price moving down, so inverting the chart is what I do with Option + I. I like the fact that negative values represent a deficit in liquidity to hold up price but that's just me. Now with Pine Script and some help from other liquidity focused accounts on TradingView , I was able to derive a script that includes central bank liquidity and Reverse Repo liquidity drain, all in one algorithm, with adjustable settings. Central bank assets included in this version: -JPY (Japan) -CNY (China) -UK (British Pound) -SNB (Swiss National Bank) -ECB (European Central Bank ) Central Bank assets can be adjusted to an allocation % so that the formula is adjusted for the market cap of the asset. A handy table in the lower right corner displays useful information about the asset market cap, and percentage it represents in the liquidity pool. Reverse repo soak is also an optional addition in the Input settings using the RRPONTSYD value from FRED. This value is subtracted from global liquidity used to determine divergence since it is swept away from markets when residing in the Fed's reverse repo facility. There is an option to draw a line at the Zero bound. This provides a convenience so that the line doesn't keep having to be redrawn on every chart. The normalized equation produces a value that should oscillate around zero, as price/valuation grows past liquidity support, falls under it, and repeats in cycles.
Penunjuk Pine Script®
oleh DarklyEnergized
3