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Yield Curve Regime Yield Curve Regime – Pro Edition === WHAT IT DOES === This indicator classifies the U.S. Treasury yield curve into six canonical regimes by comparing the current behavior of a short-maturity yield (default 2Y) and a long-maturity yield (default 10Y) against their values N bars ago. It paints the chart background (or bar color) with the regime color and renders a modular on-chart dashboard showing the active regime, a curve-delta trend arrow, live yield snapshots, a quantitative strength score, multi-horizon confluence, dwell-time, rolling regime frequencies, and a transition log. === WHY IT IS DIFFERENT === Most public yield-curve scripts plot the 10Y-2Y spread or flag a single inversion event. This script decomposes every curve move into the two dimensions that actually matter for fixed-income interpretation: 1) Curve direction : did the spread steepen or flatten? 2) Yield direction : did short and long yields rise or fall? Crossing these dimensions produces six distinct regimes, each with a different macro meaning. A +10 bp move in the 2s10s spread can be a "Bull Steepener" (Fed easing – risk-on friendly) or a "Bear Steepener" (inflation / term-premium driven – risk-off friendly). Flagging only the spread hides that distinction; the six-regime framework exposes it. On top of that six-regime base, this indicator adds four analytical layers that, to the best of our knowledge, are not combined in any existing public yield-curve script: • A Z-score-based Strength score (0–100) that quantifies *how convincing* each regime is instead of treating it as a binary flag. Calibrated so |Z| = 2.0 (the 95 % confidence band) maps to 100. • A Multi-Horizon Confluence score (0/3, 1/3, 2/3, 3/3) computed by running the same regime detection on three independent offsets (fast / mid / slow) and measuring agreement across horizons. • A Dwell-Time counter plus a rolling history of the last N regime transitions, so the viewer can see not just the current regime but its persistence and transition path. • A rolling Regime-Frequency statistic showing what percentage of the last freqLen bars each regime occupied, rendered as an inline bar and a precise percentage in a dedicated dashboard block. These are genuine additions to the calculation – not cosmetics. All of them are visualized in the on-chart dashboard so the reader can consume the extra information at a glance. === THE SIX REGIMES (core logic) === Let curve = longRate - shortRate, compared against its value "offset" bars ago. A regime fires when all three conditions hold simultaneously: Bull Steepener : curve widens, short falls, long falls (short falls faster – classic early easing cycle) Bear Steepener : curve widens, short rises, long rises (long rises faster – inflation / term premium / supply) Steepener Twist : curve widens, short falls, long rises (reflation pivot / policy-vs-inflation divergence) Bull Flattener : curve narrows, short falls, long falls (long falls faster – flight to quality / recession bid) Bear Flattener : curve narrows, short rises, long rises (short rises faster – aggressive Fed tightening) Flattener Twist : curve narrows, short rises, long falls (stagflation signal / tightening into weakness) Exactly one regime fires per bar (the six conditions are mutually exclusive by construction). When none triggers, the background stays clean. === HOW TO READ THE DASHBOARD === • Header row – ticker + timeframe context. • Active row – the regime currently firing, tinted in its own color, with a ▲ / ▼ / ▬ arrow showing the signed change of the curve over the fast offset window. • Strength bar – █-fill from 0 to 100 plus the exact score. • Confluence row – ●●● / ●●○ / ●○○ / ○○○ plus score 0/3 … 3/3. • Dwell row – bars elapsed inside the current regime. • Yields block – live short, long, and curve values. • Legend block – every enabled regime with a colored dot and a live "● aktiv" / "○ ruhend" status. • Frequency block – each regime's share of the last freqLen bars, shown as a 10-step bar plus exact percentage. • Transitions – a log of the most recent regime changes (newest first). • Background/bars – tinted in the active regime's color, optionally dimmed when Strength is low. === HOW TO READ THE ANALYTICAL LAYERS === • Strength bar (█████░░░░░ 65 / 100) – the farther right it fills, the more statistically significant the regime move is relative to its rolling volatility. Calibrated so a Z-aggregate of 2.0 (roughly the 95 % band of a normal distribution) maps to a score of 100. • Confluence (●●○ 2/3) – how many of the three horizons confirm the fast-horizon regime. 3/3 is a strong multi-timeframe signal; 1/3 is fast-only; 0/3 means no active regime on any horizon. • Dwell – bars elapsed inside the current regime. Useful for spotting exhausted vs. freshly-started regimes. • Frequency – every regime's rolling share of the freqLen window, letting you see at a glance which regime has dominated the current macro cycle. • Transitions – a compact log of the most recent regime changes. === SETTINGS (all inputs are grouped and collapsible) === • Symbols & Offset – pick any two yield tickers plus three lookback windows (fast / mid / slow) for confluence. • Detection – rolling window for frequency statistics, maximum stored transitions. • Display – background vs. bar coloring, transparency, optional strength-coupled transparency. • Regime selection– enable/disable any subset of the six regimes. • Color palette – fully user-overridable regime colors. • Dashboard – master toggle, compact mode (active regime only), independent per-section toggles for header, active+strength, confluence, dwell, yields, legend, frequency, and transitions, plus configurable position and text size. === HOW TO USE IT === • As a macro / risk-regime filter on SPX, NDX, DXY, TLT, HYG, BTC, gold or any risk-sensitive instrument: the regime in force often explains why cross-asset correlations are behaving the way they are. • To disambiguate yield-curve headlines: a "curve is steepening" print means something very different if it is a Bull Steepener vs. a Bear Steepener; this indicator answers that question at a glance. • To study historical regime transitions: switch background mode on and scroll back through past cycles to see how regimes clustered around recessions, pivots, and inflation shocks. • The offset inputs let you tune sensitivity: 1 bar for intraday regime nowcasting, 5–20 bars for swing and macro framing. === NOTES & LIMITATIONS === • Defaults to US02Y and US10Y but accepts any two yield symbols – not hard-coded to U.S. Treasuries; works on Bund, Gilt, JGB curves if the data is available on your plan. • Regimes are evaluated on bar-close comparisons and can flip intrabar on lower timeframes; use daily or weekly for stable macro readings. • The Strength score relies on rolling standard deviations over a 50-bar window. On low-liquidity / low-frequency data the σ estimate can be unstable for the first 50 bars after loading. • Multi-Horizon Confluence runs the raw regime detection on mid and slow offsets, so slower horizons can confirm a faster signal even when their Δcurve is small – this is by design, not a bug. • The Steepener Twist and Flattener Twist cases are structurally rarer than the four main regimes and often mark transitions rather than trends – treat them as context, not as standalone signals. • This is an analytical / visual tool, not a buy/sell system. It does not generate entries, exits, or forecasts.
Pine Script® indicator
by SmartMoneyHour-GMB-Quant
Fair Interest Rate Ladder (Auto + Info)Description: The Fair Interest Rate Ladder indicator is designed to visualize the "fair value" of interest rate instruments (bond futures, rate swaps, etc.), accounting for accrued interest or carry costs. It plots a step-line that converges toward a target base point as the expiration date approaches. Key Features: Auto-Spread Detection: The indicator automatically detects if you are using a spread formula (e.g., ZN1!-100). If detected, the anchor point automatically shifts from 100 to 0. Adjustable Rate & Direction: Easily set the annual percentage rate and choose the price convergence direction (upward or downward toward expiration). Leap Year Accuracy: Mathematically precise calculations based on the actual number of days in the current year (365 or 366). Dashboard: A real-time table in the top-right corner displays the exact Fair Value and the countdown of days remaining until expiration. Expiration Tracking: A distinct red "zero line" and a visual label marking the contract's end date. How to use: Input the start and expiration dates of your contract, set the current interest rate, and the indicator will show where the price should theoretically be trading today. Russian (Русский) Описание: Индикатор Fair Interest Rate Ladder предназначен для визуализации «справедливой стоимости» процентных инструментов (фьючерсов на облигации, ставки) с учетом накопленного купона или процентного дохода. Он строит ступенчатую линию, которая стремится к целевой точке (базе) по мере приближения даты экспирации. Основные возможности: Автоматика для спредов: Индикатор автоматически определяет, используете ли вы формулу спреда (например, ZN1!-100). В этом случае точка нуля автоматически смещается со 100 на 0. Гибкая настройка ставки: Возможность задать годовую процентную ставку и направление движения цены (вверх или вниз к экспирации). Учет високосных лет: Математически точный расчет на базе количества дней в текущем году (365 или 366). Инфо-панель: В правом верхнем углу отображается таблица с текущим расчетным значением Fair Value и счетчиком дней до экспирации. Визуализация экспирации: Четкая красная линия «горизонта» и метка даты окончания контракта. Как использовать: Введите дату начала и дату экспирации вашего контракта, укажите актуальную ставку, и индикатор покажет, где должна находиться цена сегодня относительно её теоретического идеала.
Pine Script® indicator
by Another363
Global Bond Yields Monitor [MarktQuant]Global Bond Yields Monitor The Global Bond Yields Monitor is designed to help users track and compare government bond yields across major economies. It provides an at-a-glance view of short- and long-term interest rates for multiple countries, enabling users to observe shifts in global fixed-income markets. Key Features: Multi-Country Coverage: Includes major advanced and emerging economies such as the United States, China, Japan, Germany, United Kingdom, Canada, Australia, and more. Multiple Maturities: Displays yields for the 2-year, 5-year, 10-year, and 30-year maturities (20-year for Russia). Dynamic Yield Data: Plots real-time yields for the selected country directly from TradingView’s data sources. Weekly Change Tracking: Calculates and displays the yield change from one week ago ( ) for each maturity. Table Visualization: Option to display a compact data table showing current yields and weekly changes, color-coded for easier interpretation. Visual Yield Curve Comparison: Plots yield lines for short- and long-term maturities, with shaded areas between curves for visual clarity. Customizable Display: Choose table placement and whether to show or hide the weekly change table. Use Cases This script is intended for analysts, traders, and investors who want to monitor shifts in sovereign bond markets. Changes in yields can reflect adjustments in monetary policy expectations, inflation outlook, or broader macroeconomic trends. ❗Important Note❗ This indicator is for market monitoring and educational purposes only. It does not generate trading signals, and it should not be interpreted as financial advice. All data is sourced from TradingView’s available market feeds, and accuracy may depend on the source data.
Pine Script® indicator
by MarktQuant
OverUnder Yield Spread🗺️ OverUnder is a structural regime visualizer , engineered to diagnose the shape, tone, and trajectory of the yield curve. Rather than signaling trades directly, it informs traders of the world they’re operating in. Yield curve steepening or flattening, normalizing or inverting — each regime reflects a macro pressure zone that impacts duration demand, liquidity conditions, and systemic risk appetite. OverUnder abstracts that complexity into a color-coded compression map, helping traders orient themselves before making risk decisions. Whether you’re in bonds, currencies, crypto, or equities, the regime matters — and OverUnder makes it visible. 🧠 Core Logic Built to show the  slope and intent of a selected rate pair, the OverUnder Yield Spread defaults to 🇺🇸US10Y-US2Y, but can just as easily compare global sovereign curves or even dislocated monetary systems. This value is continuously monitored and passed through a debounce filter to determine whether the curve is: • Inverted, or • Steepening If the curve is flattening below zero: the world is bracing for contraction. Policy lags. Risk appetite deteriorates. Duration gets bid, but only as protection. Stocks and speculative assets suffer, regardless of positioning. 📍 Curve Regimes in Bull and Bear Contexts • Flattening occurs when the short and long ends compress . In a bull regime, flattening may reflect long-end demand or fading growth expectations. In a bear regime, flattening often precedes or confirms central bank tightening. • Steepening indicates expanding spread . In a bull context, this may signal healthy risk appetite or early expansion. In a bear or crisis context, it may reflect aggressive front-end cuts and dislocation between short- and long-term expectations. • If the curve is steepening above zero: the world is rotating into early expansion. Risk assets behave constructively. Bond traders position for normalization. Equities and crypto begin trending higher on rising forward expectations. 🖐️ Dynamically Colored Spread Line Reflects 1 of 4 Regime States • 🟢 Normal / Steepening — early expansion or reflation • 🔵 Normal / Flattening — late-cycle or neutral slowdown • 🟠 Inverted / Steepening — policy reversal or soft landing attempt • 🔴 Inverted / Flattening — hard contraction, credit stress, policy lag 🍋 The Lemon Label At every bar, an anchored label floats directly on the spread line. It displays the active regime (in plain English) and the precise spread in percent (or basis points, depending on resolution). Colored lemon yellow, neither green nor red, the label is always legible — a design choice to de-emphasize bias and center the data . 🎨 Fill Zones These bands offer spatial, persistent views of macro compression or inversion depth. • Blue fill appears above the zero line in normal (non-inverted) conditions • Red fill appears below the zero line during inversion 🧪 Sample Reading: 1W chart of TLT OverUnder reveals a multi-year arc of structural inversion and regime transition. From mid-2021 through late 2023, the spread remains decisively inverted, signaling persistent flattening and credit stress as bond prices trended sharply lower. This prolonged inversion aligns with a high-volatility phase in TLT, marked by lower highs and an accelerating downtrend, confirming policy lag and macro tightening conditions. As of early 2025, the spread has crossed back above the zero baseline into a “Normal / Steepening” regime (annotated at +0.56%), suggesting a macro inflection point. Price action remains subdued, but the shift in yield structure may foreshadow a change in trend context — particularly if follow-through in steepening persists. 🎭 Different Traders Respond Differently: • Bond traders monitor slope change to anticipate policy pivots or recession signals. • Equity traders use regime shifts to time rotations, from growth into defense, or from contraction into reflation. • Currency traders interpret curve steepening as yield compression or divergence depending on region. • Crypto traders treat inversion as a liquidity vacuum — and steepening as an early-phase risk unlock. 🛡️ Can It Compare Different Bond Markets? Yes — with caveats. The indicator can be used to compare distinct sovereign yield instruments, for example: • 🇫🇷FR10Y vs 🇩🇪DE10Y - France vs Germany • 🇯🇵JP10Y vs 🇺🇸US10Y - BoJ vs Fed policy curves However: 🙈 This no longer visualizes the domestic yield curve, but rather the  differential between rate expectations across regions 🙉 The interpretation of “inversion” changes — it reflects spread compression across nations , not within a domestic yield structure 🙊 Color regimes should then be viewed as  relative rate positioning , not absolute curve health 🙋🏻 Example: OverUnder compares French vs German 10Y yields 1. 🇫🇷 Change the long-duration ticker to FR10Y 2. 🇩🇪 Set the short-duration ticker to DE10Y 3. 🤔 Interpret the result as: “How much higher is France’s long-term borrowing cost vs Germany’s?” You’ll see steepening when the spread rises (France decoupling), flattening when the spread compresses (convergence), and inversions when Germany yields rise above France’s — historically rare and meaningful. 🧐 Suggested Use OverUnder is not a signal engine — it’s a context map. Its value comes from situating any trade idea within the prevailing yield regime. Use it before entries, not after them. • On the 1W timeframe, OverUnder excels as a macro overlay. Yield regime shifts unfold over quarters, not days. Weekly structure smooths out rate volatility and reveals the true curvature of policy response and liquidity pressure. Use this view to orient your portfolio, define directional bias, or confirm long-duration trend turns in assets like TLT, SPX, or BTC. • On the 1D timeframe, the indicator becomes tactically useful — especially when aligning breakout setups or trend continuations with steepening or flattening transitions. Daily views can also identify early-stage regime cracks that may not yet be visible on the weekly. • Avoid sub-daily use unless you’re anchoring a thesis already built on higher timeframe structure. The yield curve is a macro construct — it doesn’t oscillate cleanly at intraday speeds. Shorter views may offer clarity during event-driven spikes (like FOMC reactions), but they do not replace weekly context. Ultimately, OverUnder helps you decide: What kind of world am I trading in? Use it to confirm macro context, avoid fighting the curve, and lean into trades aligned with the broader pressure regime.
Pine Script® indicator
by TheLeadingIndicator
Normalized Equity/Bond RatioThis indicator calculates a normalized equity-to-bond ratio over a 252-day lookback (~1 trading year) to assess risk-on vs. risk-off sentiment. It addresses the issue of direct ratios (e.g., SPY/TLT) being visually dominated by high nominal stock prices, which can obscure bond price movements. A rising ratio indicates equities are outperforming bonds, suggesting risk-on conditions, while a declining ratio signals a shift toward bonds, often associated with risk-off behavior. The normalization ensures better visibility and comparability of the trend over time. A ratio > 1 means the equity (e.g., SPY) is outperforming the bond (e.g., AGG) since the lookback. A ratio < 1 means bonds are outperforming.
Pine Script® indicator
by Summit2003
SPY/TLT Strategy█ STRATEGY OVERVIEW The "SPY/TLT Strategy" is a trend-following crossover strategy designed to trade the relationship between TLT and its Simple Moving Average (SMA). The default configuration uses TLT (iShares 20+ Year Treasury Bond ETF) with a 20-period SMA, entering long positions on bullish crossovers and exiting on bearish crossunders. **This strategy is NOT optimized and performs best in trending markets.** █ KEY FEATURES SMA Crossover System: Uses price/SMA relationship for signal generation (Default: 20-period) Dynamic Time Window: Configurable backtesting period (Default: 2014-2099) Equity-Based Position Sizing: Default 100% equity allocation per trade Real-Time Visual Feedback: Price/SMA plot with trend-state background coloring Event-Driven Execution: Processes orders at bar close for accurate backtesting █ SIGNAL GENERATION 1. LONG ENTRY CONDITION TLT closing price crosses ABOVE SMA Occurs within specified time window Generates market order at next bar open 2. EXIT CONDITION TLT closing price crosses BELOW SMA Closes all open positions immediately █ ADDITIONAL SETTINGS SMA Period: Simple Moving Average length (Default: 20) Start Time and End Time: The time window for trade execution (Default: 1 Jan 2014 - 1 Jan 2099) Security Symbol: Ticker for analysis (Default: TLT) █ PERFORMANCE OVERVIEW Ideal Market Conditions: Strong trending environments Potential Drawbacks: Whipsaws in range-bound markets Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments
Pine Script® strategy
by Botnet101
Bond Yield SpreadThe Bond Yield Spread Script is developed for forex traders, offering an automated tool to calculate the bond yield spread between two countries associated with the forex pair displayed on the chart. Functionality: The script starts by identifying the base and quote currencies of the current forex pair and aligns them with their corresponding national bond symbols based on user-selected maturity, with options ranging from 01Y to 30Y. It calculates the yield spread by subtracting the bond yield associated with the quote country from that of the base country, following the formula: Yield Spread = Yield(Base Country) − Yield(Quote Country) which is then displayed as a plot line on the chart. This script relies solely on TradingView's internal yield symbols, with the following calculation: "currency" => "first two letters" + maturity And maturity, in this case, is the value that is configured in the indicator settings, for example: "EUR" => "EU" + "02Y" will result in EU02Y -> which will be used in the formula, depending on the quote or base currency. Application in Trading: This indicator is invaluable for traders employing carry trading strategies or assessing currency strength based on traded interest rates as an indicator. A higher yield spread typically indicates a stronger currency, because the return obtained for holding the currency is higher. Originality and Practicality: This script is self-developed, aiming to fill the gap in automatic bond yield comparisons within the TradingView environment. It is particularly beneficial for traders focusing on macroeconomic factors affecting forex markets. Unlike other scripts, it integrates various bond maturities into one tool, enhancing its utility and application range. Conclusion: Designed for traders incorporating macroeconomics in their strategy, this script will be useful to calculate the bond yield differences automatically without having to enter a new formula for every new currency pair. Compliance and Limitations: The script complies with TradingView scripting standards, ensuring no lookahead bias and maintaining real-time data integrity. However, its utility depends on the comprehensive availability of bond yield data within TradingView. As not all countries issue bonds for each listed maturity, this may limit the script’s application for certain currency pairs or specific maturities.
Pine Script® indicator
by dennisjnnh
1
Treasury Yields Heatmap [By MUQWISHI]▋ INTRODUCTION : The “Treasury Yields Heatmap” generates a dynamic heat map table, showing treasury yield bond values corresponding with dates. In the last column, it presents the status of the yield curve, discerning whether it’s in a normal, flat, or inverted configuration, which determined by using Pearson's linear regression coefficient. This tool is built to offer traders essential insights for effectively tracking bond values and monitoring yield curve status, featuring the flexibility to input a starting period, timeframe, and select from a range of major countries' bond data. _______________________ ▋ OVERVIEW: ______________________ ▋ YIELD CURVE: It is determined through Pearson's linear regression coefficient and considered… R ≥ 0.7 → Normal 0.7 > R ≥ 0.35 → Slight Normal 0.35 > R > -0.35 → Flat -0.35 ≥ R > -0.7 → Slight Inverted -0.7 ≥ R → Inverted _______________________ ▋ INDICATOR SETTINGS: #Section One: Table Setting #Section Two: Technical Setting (1) Country: Select country’s treasury yields data (2) Timeframe: Time interval. (3) Fetch By:  (3A) Date: Retrieve data by beginning of date.  (3B) Period: Retrieve data by specifying the number of time series back. Enjoy. Please let me know if you have any questions. Thank you.
Pine Script® indicator
by MUQWISHI
4
CE - 42MACRO Fixed Income and Macro This is Part 2 of 2 from the 42MACRO Recreation Series However, there will be a bonus Indicator coming soon! The CE - 42MACRO Fixed Income and Macro Table is a next level Macroeconomic and market analysis indicator. It aims to provide a probabilistic insight into the market realized GRID Macro regimes, track a multiplex of important Assets, Indices, Bonds and ETF's to derive extra market insights by showing the most important aggregates and their performance over multiple timeframes... and what that might mean for the whole market direction. For traders and especially investors, the unique functionalities will be of high value. Quick guide on how to use it: docs.google.com WARNING By the nature of the macro regimes, the outcomes are more accurate over longer Chart Timeframes (Week to Months). However, it is also a valuable tool to form an advanced, market realized, short to medium term bias. NOTE This Indicator is intended to be used alongside the 1nd part "CE - 42MACRO Equity Factor" for a more wholistic approach and higher accuracy. Methodology: The Equity Factor Table tracks specifically chosen Assets to identify their performance and add the combined performances together to visualize 42MACRO's GRID Equity Model. For this it uses the below Assets: Convertibles ( AMEX:CWB ) Leveraged Loans ( AMEX:BKLN ) High Yield Credit ( AMEX:HYG ) Preferreds ( NASDAQ:PFF ) Emerging Market US$ Bonds ( NASDAQ:EMB ) Long Bond ( NASDAQ:TLT ) 5-10yr Treasurys ( NASDAQ:IEF ) 5-10yr TIPS ( AMEX:TIP ) 0-5yr TIPS ( AMEX:STIP ) EM Local Currency Bonds ( AMEX:EMLC ) BDCs ( AMEX:BIZD ) Barclays Agg ( AMEX:AGG ) Investment Grade Credit ( AMEX:LQD ) MBS ( NASDAQ:MBB ) 1-3yr Treasurys ( NASDAQ:SHY ) Bitcoin ( AMEX:BITO ) Industrial Metals ( AMEX:DBB ) Commodities ( AMEX:DBC ) Gold ( AMEX:GLD ) Equity Volatility ( AMEX:VIXM ) Interest Rate Volatility ( AMEX:PFIX ) Energy ( AMEX:USO ) Precious Metals ( AMEX:DBP ) Agriculture ( AMEX:DBA ) US Dollar ( AMEX:UUP ) Inverse US Dollar ( AMEX:UDN ) Functionalities: Fixed Income and Macro Table Shows relative market Asset performance Comes with different Calculation options like RoC, Sharpe ratio, Sortino ratio, Omega ratio and Normalization Allows for advanced market (health) performance Provides the calculated, realized GRID market regimes Informs about "Risk ON" and "Risk OFF" market states Visuals - for your best experience only use one (+ BarColoring) at a time: You can visualize all important metrics: - GRID regimes of the currently chosen calculation type - Risk On/Risk Off with background colouring and additional +1/-1 values - a smoother GRID model - a smoother Risk On/ Risk Off metric - Barcoloring for enabled metric of the above If you have more suggestions, please write me Fixed Income and Macro: The visualisation of the relative performance of the different assets provides valuable information about the current market environment and the actual market performance. It furthermore makes it possible to obtain a deeper understanding of how the interconnected market works and makes it simple to identify the actual market direction, thus also providing all the information to derive overall market health, market strength or weakness. Utility: The Fixed Income and Macro Table is divided in 4 Columns which are the GRID regimes: Economic Growth: Goldilocks Reflation Economic Contraction: Inflation Deflation Top 5 Fixed Income/ Macro Factors: Are the values green for a specific Column? If so then the market reflects the corresponding GRID behavior. Bottom 5 Fixed Income/ Macro Factors: Are the values red for a specific Column? If so then the market reflects the corresponding GRID behavior. So if we have Goldilocks as current regime we would see green values in the Top 5 Goldilocks Cells and red values in the Bottom 5 Goldilocks Cells. You will find that Reflation will look similar, as it is also a sign of Economic Growth. Same is the case for the two Contraction regimes. ****** This Indicator again is based to a majority on 42MACRO's models. I only brought them into TV and added things on top of it. If you have questions or need a more in-depth guide DM me. GM
Pine Script® indicator
by Celestial-Eye
4
Global Yield SpreadThe Global Yield Spread is a simple indicator that can help to identify economic wellbeing and thus allows traders and investors alike to derive a rough estimation onto where the market is likely to go. ---------- Please note that things like Yield Spread generally influence the market only over longer time horizons of a couple weeks to many months. Also be aware that the Yield Spread is only capable of measuring the Yields on Bonds and is thus limited to only changes that are reflected in the interest rates on the Bonds. ---------- The Normal Yield Spread is widely recognized for it's signal abilities for recessions or general economic well being... However, since the rates have decreased drastically in the US something else has been proposed: The Global Yield Spread As the normal US Yield Spread is loosing signal capacity because the US government can easily borrow money from overseas, thus reducing the need to increase interest rates. By monitoring and analyzing the Global Yield spread, traders and investors can gain insights into relative valuations, economic movements, market sentiment, and opportunities. It can help inform their investment decisions and strategies, allowing them to allocate capital more effectively and potentially generate better returns. You have options to visually represent a diversity of Countries and their according Yield Spreads. Furthermore there are Global Yield Spreads for: 10Y-03MY 10Y-02Y 30Y-10Y The Average Global Yield Spread encompasses the 3 options above to get an average reading.
Pine Script® indicator
by Celestial-Eye
2
Market Relative Candle Ratio ComparatorIntroducing the Market Relative Candle Ratio Comparator, a visually captivating script that eases the way you compare two financial assets, such as cryptocurrencies and market indices. Leveraging a distinctive calculation method based on percentage changes and their averages, this tool presents a crystal-clear view of how your chosen assets perform in relation to each other, both for individual candles and over a range of previous candles. Tailoring the script to your preferences is a walk in the park, as it allows you to easily adjust input symbols, moving average lengths, and other parameters to match your analytical approach. The visually arresting column chart it creates employs vivid red and green colors to underscore the differences between the two assets on each candle. Simultaneously, the lower-opacity columns depict the accumulated differences over a specified lookback period. This vibrant blend of colors and opacities results in a dynamic visual experience, enabling you to better grasp market trends relative to each other. The reverse bool input is a handy feature that lets you invert the effect of the input symbol (DXY by default) in the comparison. When you set the reverse input to true, the script multiplies the calculated DXY percentage change by -1, effectively reversing the comparison. This is particularly useful when examining assets with an inverse relationship or when you'd like to analyze the input symbol's impact in the opposite direction. For instance, if the input symbol represents a market index that generally moves in the opposite direction of the selected cryptocurrency, enabling the reverse input will help you better visualize and understand the relationship between the two assets by inverting the input symbol's effect on the comparison. In the accompanying chart, you can observe the comparison of Bitcoin's movement relative to the Dollar, Gold, Bonds, and the S&P 500. The indicator reveals that in the last day, Bitcoin outperformed Bonds, Gold, and the Dollar but not the S&P 500!
Pine Script® indicator
by NoaTrader
Yield Curve (1-10yr)Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment. Yield curves can be constructed on varying durations. Using a 1-year as the short-term bond provides a slightly faster response than the 2-year bond; and the 1-year has more historical data on TradingView.
Pine Script® indicator
by capriole_charles
2
10-Year Bond Yields (Interest Rate Differential)With this little script, I have attempted to incorporate fundamental data (in this case, 10-year bond yields) into technical analysis . When pairing two currencies, the one with a higher bond interest rate usually appreciates when the interest rate differential widens, or, to use a simple example: in a currency pair A vs. B, with A showing a higher bond yield than B, a widening interest rate gap is likely to help A and create a buying opportunity (shown as a blue square at the bottom of the chart), while the opposite is true when the gap tightens (sell signal, red square). While long-term investors know about and make use of the importance of bond yield fluctuations, most short-term traders tend to dismiss the idea of using fundamental data, mostly for lack of quantifiability and limited impact in an intraday environment. After extensive backtesting on daily and intraday charts (6-12 hours), however, I realized this indicator still managed to produce useful results (less useful than on monthly and yearly charts, to be fair, but still useful enough), especially when paired with simple price-driven indicators, such as Heikin Ashi or linear regression . My personal (and thus subjective) thoughts: worth a try. Buy and sell signals frequently contradicted both more popular indicators and my gut feeling and managed to take out losing trades that I had considered trades with a high winning probability. In other words, when the market lures traders into seemingly promising trading decisions, this indicator might give you an early warning, especially when you manage to adjust period and continuity parameters to your trading strategy. Currency pairs used in this script are all possible combinations of the eight majors. Each security has been assigned a name ("inst01" to "inst08" in the code) and a broker; if you make changes to the code, be sure not to mess with currency and broker names as this would render the entire script useless. Good luck trading, and feel free to suggest improvements!
Pine Script® indicator
by phir
Multi Yield CurveAn inversion between the 2 year and 10 year US treasury yield generally means a recession within 2 years. But the yield curve has more to it than that. This script helps analysis of the current and past yield curve (not limited to US treasury) and is very configurable. "A yield curve is a line that plots yields (interest rates) of bonds having equal credit quality but differing maturity dates. The slope of the yield curve gives an idea of future interest rate changes and economic activity." (Investopedia) When the slope is upward (longer maturity bonds have a higher interest rate than shorter maturity bonds), it generally means the economy is doing well and is expanding. When the slope is downward it generally means that there is more downside risk in the future. The more inverted the curve is, and the more the inversion moves to the front, the more market participants are hedging against downside risk in the future. The script draws up to 4 moments of a yield curve, which makes it easy to compare the current yield curve with past yield curves. It also draws lines in red when that part of the curve is inverted. The script draws the lines with proper length between maturity (which most scripts do not) in order to make it more representative of the real maturity duration. The width cannot be scaled because TradingView does not allow drawing based on pixels. This script is the only free script at time of writing with proper lengths, showing multiple yield curves, and being able to show yield curves other than the US treasury. █  CONFIGURATION (The following can be configured by clicking "Settings" when the script is added to a chart) By default the script is configured to show the US treasury (government bond) yields of all maturities, but it can be configured for any yield curve. A ticker represents yield data for a specific maturity of a bond. To configure different tickers, go to the "TICKERS" section. Tickers in this section must be ordered from low maturity to high maturity.  • Enable: draw the ticker on the chart.  • Ticker: ticker symbol on TradingView to fetch data for.  • Months: amount of months of bond maturity the ticker represents. To configure general settings, go to the "GENERAL" section.  • Period: used for calculating how far back to look for data for past yield curve lines. See "Times back" further in this description for more info.  • Min spacing: minimum amount of spacing between labels. Depending on the size of the screen, value labels can overlap. This setting sets how much empty space there must be between labels.  • Value format: how the value at that part of the line should be written on the label. For example, 0.000​ means the value will have 3 digits precision. To configure line settings per yield curve, each has its own "LINE" section with the line number after it.  • Enable: whether to enable drawing of this line.  • Times back: how many times period to go back in time. When period is D, and times value is 2, the line will be of data from 2 days ago.  • Color: color of the line when not inverted.  • Style: style of the line. Possible values: sol, dsh, dot  • Inversion color: color of the line when the curve inverses between the two maturities at that part of the curve.  • Thickness: thickness of the line in pixels.  • Labels: whether to draw value labels above the line. By default, this is only enabled for the first line.  • Label text color: text color of value label.  • Label background color: background color of value label. To configure the durations axis at the bottom of the chart, go to the "DURATIONS" section.  • Durations: whether to show maturity term duration labels below the chart.  • Offset: amount to offset durations label to be below chart. █  MISC Script originally inspired by the US Treasury Yield Curve script by @longfiat but has been completely rewritten and changed.
Pine Script® indicator
by david171971
1
intraday_bondsStatistics for assisting with intraday bond trading, using five minute periods and one hour ranges. There are two tables, a volatility table and a correlation table. The correlation table shows the correlation of five minute returns (absolute) between the four different bond contracts that trade on the CME. The volatility table shows for each contract: - The current realized volatility, based on the previous one hour of realized volatility. This figure is annualized for easy comparison with options contracts. - The current realized volatility's z-score, based on all available data. - The tick range of an "N" standard deviation move over one hour. Choose "N" using the stdevs input. - The previous hour's true range (high - low). The ranges are expressed in ticks.
Pine Script® indicator
by taylor_o
Bond Yeild CurveBond Yeild Curve A bond yeild curve is a line that plot the interest rate of bonds of each maturity dates. The slope of the curve give the future of economy cycle. if the slope could be normal (positive), flat or even inverted. This indicator aquired data of bond yeild provided by TradingView. How to use it. Select the country of the bond / another country to compare. Select the maturity of bond (this indicator set 2Y, 5Y, 10Y and 20Y as default). You can toggle to 3 different data set; Yeild, Spread (10Y-2Y) and Yeild Curve. In case that you select the "Yeild Curve", you can customize the desired past period to compare. How we can get the benefit. - If the current spread is greater than 1.0, it suppose that the economy of that country probably is ok. - if the current spread is between 0 - 1.0, it suppose to be flatted and probably turn to invert and the economy cound be in a recession soon. - if the current spread is below 0, it suppose to be inverted and economy is in recession. when knowing the state of economy, it would help us to manage our investment. When you select "Yeild" When you select "Spread" When you select "Yeild Curve" I'm new for this. if any idea, correction and suggestion, i do appreciate it.
Pine Script® indicator
by morzor61
2
Abz Bonds/BTC divergenceDraft release: This indicator shows the comparative returns from US bonds vs BTC. I was inspired by this Twitter thread: twitter.com If you compare the price action of Bitcoin against bond returns over the last year, there's an extraordinary degree of correlation. This may give insights into what's coming next for BTC , but at some point the relationship will inevitably break down. In the meantime, there's much to gain. DYOR. Feedback welcome though it may take a while for me to respond.
Pine Script® indicator
by Abzorba
1
Abz Bond returnsDraft release: This indicator shows the US 10year bond returns. I was inspired by this Twitter thread: twitter.com If you compare the price action of Bitcoin against bond returns over the last year, there's an extraordinary degree of correlation. This may give insights into what's coming next for BTC, but at some point the relationship will inevitably break down. In the meantime, there's much to gain. DYOR. Feedback welcome though it may take a while for me to respond.
Pine Script® indicator
by Abzorba