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Session Levels (Daily & Weekly Targets)This indicator provides market structure and contextual reference only. It does not generate trade signals, entries, or trading advice. Plots rolling previous daily and weekly highs/lows as potential target levels. Levels automatically remove once touched (including wicks). Default visibility is NY session with optional toggles for London and Asia. Designed for intraday structure, confluence, and target identification.
Pine Script® indicator
by JayGED
Broad Patch Levels + EMA (Daily/Weekly) with Directional AlertsThis indicator provides dynamic support and resistance levels along with trend guidance using EMA lines for daily or weekly timeframes. It is fully customizable, offering toggles for individual levels, trend lines, and alert notifications. Key highlights: Clearly visualize key market levels for potential trade entries and exits. Monitor trend direction with EMA-based guidance. Receive alerts when price interacts with important levels or trend zones. Configurable visibility and alert options for a clean and personalized chart layout. Ideal for professional traders looking for a structured, easy-to-read market perspective without exposing proprietary methods or calculations.
Pine Script® indicator
by sachinyeola747
Weekly Moving Average50, 21, 200 & Daily 200This indicator plots key higher-timeframe moving averages on any chart: Weekly 50 SMA (orange) – medium-term trend guide. Weekly 21 EMA (lime) – faster trend and pullback zone. Weekly 70 EMA (pink/purple) – swing trend and “deeper dip” buy/sell area. Weekly 200 & 300 SMA (red / blue) – long-term bull/bear lines and major support/resistance. Daily 200 SMA (yellow) – classic trend filter for shorter-term trades. By overlaying weekly and daily MAs on the same chart, this tool helps you quickly see where price is in relation to major trend levels, potential support/resistance zones, and areas of confluence for entries, take-profits, or invalidation levels. Use it to keep your lower-timeframe trades aligned with the higher-timeframe structure. This is a visual tool for market context only, not financial advice.
Pine Script® indicator
by SM2K
TraderForge - Genesis xMA - EMAs + Daily SMAsA clean, powerful multi-MA system designed for momentum and trend clarity on any symbol and any timeframe. Intraday Momentum: • EMA 9, 13, and 21 form a responsive ribbon that reveals direction, pullbacks, and acceleration zones. Higher-Timeframe Trend Structure: • Daily (or any HTF you choose) SMA 20 / 50 / 200 projected on your chart act as long-range “trend rails,” giving you instant awareness of bullish/bearish bias, mean-reversion zones, and key swing levels. Fully Editable: • Change all EMA/SMA lengths • Select any higher timeframe (default: Daily) • Turn each group on/off from the settings panel Simple. Fast. Visual. Perfect for scalping, day trading, or swing analysis. TraderForge — Simple indicators. Powerful results.
Pine Script® indicator
by TraderForge
Nq/ES daily CME risk intervalNQ/ES Daily CME Range Indicator: Description and Usage What the Indicator Does Reverse engineering the risk interval for CME (Chicago Mercantile Exchange) products based on margin requirements involves understanding the relationship between margin requirements, volatility, and the risk interval (price movement assumed for margin calculation) The CME uses a methodology called SPAN (Standard Portfolio Analysis of Risk) to calculate margins. At a high level, the initial margin is derived from: Initial Margin = Risk Interval × Contract Size × Volatility Adjustment Factor This indicator creates daily risk intervals for NQ/ES futures contracts based on volatility measurements given the fact that the CME volatility adjustment factor is not public. The indicator draws horizontal lines on your chart that represent expected price movement ranges based on: Your specified maintenance margin requirements Current and historical volatility calculations Contract lifecycle and rollover detection The indicator automatically detects when futures contracts roll over to a new contract month, dynamically adjusts volatility calculations throughout the contract lifecycle, and displays the intervals as horizontal lines that extend from the previous day's close. These intervals give you a visual representation of likely price ranges for the current trading session. How to Use the Indicator To use this indicator effectively: Add it to your NQ or ES futures chart (works on continuous contracts or individual contract months) Set your maintenance margin amount in the risk interval settings (product margins page from the CME website. I tend to use the maintenance short margin) The indicator will automatically draw horizontal lines at 18:00 ET each day Use these lines as potential profit targets in volatile days Monitor the information table for details on volatility, risk interval size, and contract lifecycle The indicator helps you visualize expected price movement based on market volatility and your specified risk parameters, allowing you to make more informed trading decisions about position sizing and potential profit targets. Additionally, when the market moves on news/events you will notice it will most often move exactly the risk interval value. Why These Settings Work as Defaults First Month Vol Period (30): The first 30 days after contract rollover typically have different volatility characteristics. This setting ensures accurate volatility measurements during this period when contract behaviour may be less stable. Enable Volatility Floor (Checked): This prevents volatility from falling below historical levels, ensuring your risk intervals don't become too narrow during artificially calm periods. Research shows that protracted low volatility can lead to a build-up of leverage and risk, making the system vulnerable. Volatility Floor % (0.7): The 0.7 setting works better than higher values because it better accounts for how equity volatility behaves at lower bounds. It allows for natural mean reversion while still providing protection against underestimating risk during low volatility periods. Transition Period (30 days): This creates a smooth transition from the first month volatility period to the actual days since rollover calculation, preventing abrupt changes in your risk intervals. Annual Trading Days (252): 252 is the standard number of trading days in a year used in financial calculations. This value is used for properly annualizing volatility measurements. Long-Term Volatility Period (504): A 504-day period (approximately 2 years of trading days) provides several advantages over the standard 252-day setting. It better captures full market cycles including both bull and bear markets, provides more stable volatility estimates across regime changes, and results in more reliable risk intervals. Research shows this longer timeframe produces better volatility forecasts for futures markets, as it captures a more comprehensive range of market conditions while smoothing out anomalous periods. The combination of these settings—particularly the 504-day long-term period with the 0.7 volatility floor—creates more stable and reliable risk intervals that adapt appropriately to changing market conditions without becoming overly sensitive to short-term fluctuations or too sluggish during genuine market shifts.
Pine Script® indicator
by DrodzCip
QQQ Daily Expected Move • Manual VIXQQQ Daily Expected Move • Manual VIX — Description 📈⚡ This indicator calculates the daily expected move (EM) for QQQ using a manual VIX input, then draws the projected high and low boundaries for the session. It automatically pulls the previous day’s closing price (or today’s open if selected) and applies a volatility-based formula to estimate the range QQQ is statistically likely to stay within. 📊 How the Expected Move Is Calculated 🧮 The formula uses a simplified volatility model: \text{Expected % Move} = \frac{\text{VIX}}{\sqrt{252}} This percentage is then applied to your selected baseline price: 📘 Previous Close (recommended — most accurate) 🌅 Today’s Open ✏️ Custom Price The indicator automatically plots: 🔼 Expected High 🔽 Expected Low 🏷️ Optional labels + info panel for quick reference Choosing the Correct Baseline 🎯 The baseline matters — a lot. Using the correct anchor improves accuracy dramatically. Previous Day’s Close (Best Practice) ✔️ This is the institutional standard used by: 🏦 Market makers 📉 Options desks 📚 Professional volatility models Because EM reflects full-day volatility, the prior close is mathematically the most accurate anchor. Using the VIX Input 🌡️ Enter the current VIX manually (from /VX or ^VIX). ⬆️ When VIX rises → EM widens ⬇️ When VIX falls → EM tightens Suggested VIX-Based Adjustments 🔧 Use the multiplier to fine-tune the expected move. VIX Level Market Condition Recommended Multiplier 🟦 < 13 Very low volatility 0.9 – slightly tighter EM 🟩 13–18 Normal conditions 1.0 (default) 🟨 18–25 Elevated volatility 1.05 – 1.1 🟧 25–35 High volatility 1.2 – 1.3 🟥 > 35 Extreme volatility 1.4 – 1.6 Multipliers help the EM adapt to different volatility regimes so the ranges remain realistic. Why This Indicator Matters 🚀 Market makers price daily options around the expected move. Because of this: 🧲 EM boundaries often behave like dynamic support & resistance 📛 Breaks of EM commonly trigger gamma-driven trend days 🔄 Sweeps around EM often create high-probability reversals This tool gives traders a statistically grounded framework to anticipate where QQQ is most likely to move, stall, reverse, or expand, with clean auto-updating levels every trading day. Adjusting the previous day’s close, opening price, and VIX input lets you model the market like a volatility desk — but in a simple, transparent format. 📘✨
Pine Script® indicator
by herose4the
SPY Downside Risk - Bond Flow Indicator (Daily)## **SPY Downside Risk - Bond Flow Indicator** ### 📊 **Overview** A professional bond market risk monitoring indicator that assesses SPY (S&P 500 ETF) downside risk by tracking Treasury yield spreads and credit spreads. The indicator provides two complementary display modes for comprehensive market analysis. --- ### 🎯 **Key Features** #### **Mode 1: Spreads Analysis** Monitor critical fixed-income risk indicators: - **10Y-2Y Treasury Spread** - 🔵 Blue Line (> 20bp): Normal economic expansion - 🟠 Orange Line (0-20bp): Flight-to-safety sentiment emerging - 🔴 Red Line (< 0bp): **Yield curve inversion - Recession warning** - **HY-IG Credit Spread** (High Yield - Investment Grade) - 🟣 Purple Line: Credit spread widening - Rising default risk - 🟢 Green Line: Credit spread tightening - Risk appetite improving #### **Mode 2: Bond ETFs Capital Flow** Track capital movements across four major bond ETFs: - **SHY** (🔴 Red): 1-3 Year Treasury - Short-term safety - **TLT** (🟠 Orange): 20+ Year Treasury - Long-term safety - **LQD** (🟡 Yellow): Investment Grade Bonds - Quality credit - **HYG** (🔵 Blue): High Yield Bonds - Risk appetite --- ### 🔧 **Input Parameters** | Parameter | Default | Description | |-----------|---------|-------------| | **Display Mode** | Spreads | Choose between "Spreads" or "Bond ETFs" view | | **ROC Period** | 10 | Rate of change period (for Bond ETFs mode smoothing) | | **10Y-2Y Threshold** | 20 bp | Spread narrowing threshold indicating safe-haven flows | | **VIX Filter Level** | 18 | Volatility threshold for heightened market stress | --- ### 📈 **How to Use** #### **Yield Curve Inversion Signal** When 10Y-2Y spread inverts (< 0bp): - Historically precedes recession within 6-24 months - Equity markets may face correction in 3-12 months - Consider defensive positioning (bonds, gold, utilities) #### **Credit Spread Expansion** When HY-IG spread rapidly widens: - Corporate default risk increasing - Capital flowing from risky assets to safety - Potential equity market pullback ahead #### **Capital Flow Analysis** - **SHY ⬆️ + HYG ⬇️** = Risk-off mode, equity pressure mounting - **HYG ⬆️ + SHY ⬇️** = Risk-on sentiment, bullish for equities - **TLT surge** = Long rates falling, economic slowdown expected - **LQD + HYG divergence** = Credit quality differentiation --- ### 📊 **Real-Time Debug Table** Upper-right corner displays key metrics: **Spreads Mode:** - **10Y-2Y Spread**: Current yield curve spread (basis points) - **Credit Spread**: HY-IG spread (basis points) - **VIX**: Market volatility index **Bond ETFs Mode:** - **SHY Flow**: Short-term Treasury momentum (%) - **HYG Flow**: High-yield bond momentum (%) - **VIX**: Market volatility index **Color Coding:** - 🔴 Red = High risk / Inverted - 🟠 Orange = Caution / Elevated - 🔵 Blue/Gray = Normal conditions --- ### ⚠️ **Trading Signals** #### **High Risk Scenarios** 1. **Yield curve inverted** (Red line < 0) + **VIX > 18** (Orange) - Action: Reduce equity exposure, increase cash/bonds 2. **Credit spread widening** + **HYG Flow negative** - Action: Avoid high-yield debt, favor quality bonds 3. **SHY Flow positive** + **SPY declining** - Action: Flight-to-safety confirmed, defensive positioning #### **Bullish Scenarios** 1. **Steep yield curve** (Blue line > 50bp) + **HYG Flow > 3%** - Action: Risk-on environment, equity allocation appropriate 2. **Credit spread tightening** + **Low VIX** (< 15) - Action: Favorable credit conditions, growth exposure --- ### 🔔 **Alert System** **Built-in Alert:** - **Treasury Spread Inversion Alert**: Triggers when 10Y-2Y spread crosses below 0 **How to Set Up:** 1. Click "Create Alert" in TradingView 2. Select condition: "Treasury Spread Inversion Alert" 3. Configure notification preferences --- ### 📚 **Data Sources** **Treasury Yields** - Federal Reserve Economic Data (FRED): - `DGS2`: 2-Year Treasury Constant Maturity Rate - `DGS10`: 10-Year Treasury Constant Maturity Rate **Credit Spreads** - FRED: - `BAMLC0A1CAAAEY`: ICE BofA US Corporate Index Option-Adjusted Spread - `BAMLH0A0HYM2`: ICE BofA US High Yield Index Option-Adjusted Spread **ETF Data** - AMEX/NASDAQ: - iShares 1-3 Year Treasury Bond ETF (SHY) - iShares 20+ Year Treasury Bond ETF (TLT) - iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) - iShares iBoxx $ High Yield Corporate Bond ETF (HYG) **Volatility** - CBOE: - VIX Index (Volatility Index) **Update Frequency**: Daily (FRED data typically 1-2 day lag) --- ### 💡 **Best Practices** 1. **Timeframe**: Use on **Daily charts** for optimal signal quality 2. **Confirmation**: Combine with SPY price action, volume, and momentum indicators 3. **Risk Management**: Signals are early warnings - adjust positions gradually 4. **Mode Switching**: Toggle between modes weekly to understand both spread dynamics and flow patterns 5. **Historical Context**: Review past inversion periods (2000, 2007, 2019) for signal validation --- ### 📖 **Interpretation Guide** #### **Recession Probability Matrix** | 10Y-2Y Spread | Credit Spread | VIX | Risk Level | |---------------|---------------|-----|------------| | < -20bp | Widening | > 25 | 🔴 Very High | | -20bp to 0 | Widening | > 18 | 🟠 High | | 0-20bp | Stable | 15-18 | 🟡 Moderate | | > 20bp | Tightening | < 15 | 🟢 Low | #### **Lead Times (Historical Average)** - Yield curve inversion → Recession: **12-18 months** - Credit spread surge → Equity peak: **3-6 months** - Safe-haven flows → Volatility spike: **1-4 weeks** --- ### 🎓 **Educational Notes** **Why Monitor Treasury Spreads?** - Long-term rates reflect growth expectations - Short-term rates reflect Fed policy - Inversion = Market expects Fed to cut rates (recession ahead) **Why Track Credit Spreads?** - Measures corporate borrowing stress - Leading indicator of credit cycle turns - High correlation with equity risk premiums **Why Bond ETF Flows Matter?** - Real-time capital allocation signals - Faster than spread movements - Shows risk sentiment shifts --- ### ⚙️ **Technical Specifications** - **Version**: PineScript v5 - **Type**: Indicator (Non-overlay) - **Calculation**: Daily timeframe only - **Lookback Period**: 10 bars (customizable for ETF mode) --- ### 🚨 **Risk Disclaimer** **IMPORTANT NOTICES:** 1. **Historical Performance**: Past yield curve inversions don't guarantee future recession timing 2. **False Signals**: Brief inversions (<30 days) may not indicate recession 3. **Data Lag**: FRED economic data has 1-2 business day delay 4. **Complementary Tool**: Use alongside fundamental and technical analysis 5. **Not Financial Advice**: For educational and research purposes only **This indicator does not:** - Provide specific buy/sell signals - Guarantee trading profits - Replace professional financial advice - Account for individual risk tolerance --- ### 📞 **Support & Updates** - **Questions**: Contact via TradingView private message - **Bug Reports**: Describe issue with screenshot and chart settings - **Feature Requests**: Suggestions welcome for future versions --- ### 📋 **Version History** **v1.0** (December 2025) - Initial release - Dual-mode display (Spreads + Bond ETFs) - Real-time debug table - Yield curve inversion alert - VIX filter integration --- ### 📄 **License** **Protected Script** - Source code is not publicly available. Authorized users only. --- **DISCLAIMER**: This indicator is provided "as-is" for educational purposes. Trading and investing involve substantial risk of loss. Always conduct your own research and consult with a licensed financial advisor before making investment decisions. --- **© 2025 | SPY Downside Risk Indicator | All Rights Reserved**
Pine Script® indicator
by gary186
1
VIX Expected Daily Move [SPY/SPX] VIX Expected Daily Move Indicator This indicator helps traders anticipate the expected daily trading range for the current chart's asset (e.g., SPY, ES, SPX) based on the CBOE Volatility Index (VIX), using the widely recognized "Rule of 16" method. Key Features: VIX-Based Range: Calculates the implied daily high and low targets by applying the formula: $$\text{Expected Move} = \text{Open Price} \times \frac{\text{VIX}}{100} \times \frac{1}{\sqrt{252}}$$ (where $\sqrt{252} \approx 16$) Anchor Time: The calculation is anchored to a user-defined time (default: market open at 09:30 Exchange Time) for reliable, non-repainting levels. Persistent Levels: Levels are calculated once per day and plotted as lines and labels that persist and extend throughout the trading session. Historical Backtesting: Includes an option to display the expected range for historical days, making it excellent for backtesting volatility strategies. Customization: Easily adjust the VIX symbol, anchor time, and line colors/styles. How to Use: Set the VIX Symbol to your preferred volatility source (default: CBOE:VIX). Set the Anchor Time to the market open or another time when you wish to lock in the day's expected volatility reading. Use the plotted Expected High (red line) and Expected Low (green line) as potential support and resistance targets for intraday trading decisions.
Pine Script® indicator
by Pogchamp99
Nifty Daily Movement Filter with DaysThis indicator provides detailed statistical analysis of NIFTY 50's daily percentage movements, categorized into four distinct volatility ranges with complete weekday distribution tracking. Features: Analyzes daily price movements from January 1, 2024 to November 28, 2025 Categorizes volatility into 4 ranges: 0.01-0.25% (Very Low - Blue) 0.26-0.50% (Low - Green) 0.51-0.75% (Medium - Orange) 0.76%+ (High - Red) Visual Elements: Color-coded background highlights for each volatility range Distinct marker shapes below bars (circles, triangles, squares, diamonds) Labels showing day of week and exact percentage change Comprehensive statistics table with: Total count per volatility range Complete Monday-Friday breakdown for each range Overall totals by day of week Use Cases: Identify volatility patterns across different days of the week Track frequency of calm vs volatile trading sessions Analyze if specific weekdays tend toward higher/lower movements Historical volatility distribution analysis for strategy development Risk assessment and position sizing based on historical volatility patterns
Pine Script® indicator
by arunmoorthy94
SPY - VPIN [VWAP] - 195min/DailyVolume Synchronized Probability of INformed Trading (VPIN) modified with VWAP and extended to be applicable to higher timeframes (195min/daily). The buy/sell signal theoretically based on the informed decisions of smart money. For individual stocks, there is too much noise as a large fund liquidating can create false signals on the longer timeframe. Recommend to use on SPY to follow the movement of macro-based institutional funds. A sell signal here could mean, and this "could" is doing a lot of heavy lifting, a consensus among big players of impending systematic risk, and vice versa for buy signal. Institutions could be selling for whatever reason, and they usually sell over large periods. Also remember that this doesn't include dark pool data so it is half-baked. Signal basically showing when smart money smarts to buy during crash, or starts to sell during melt-up phase. This is not a complete buy/sell signal, it ONLY tries to show signals from the movement of large players so no red signal does not mean there isn't systematic risk and no green signal does not mean there is systematic risk. Combine this with other indicators. ***Remember that institutions also could be retarded, and their "informed" decision might just be them acting like a retard*** Best used on SPY on 195min timeframe. Use this signal on SPY on 195min timeframe to buy/sell high beta stocks indirectly.
Pine Script® indicator
by tastytomato677
Income Engine - Daily Supertrend Covered Call SignalsWhat This Indicator Does 1. Identifies the safest time to sell a 1-week covered call The script uses the Daily Supertrend as a primary trend filter. When the trend turns bearish or weak, the indicator highlights a Sell Zone, signaling a statistically safer window to sell a covered call. Covered calls perform best when price is: Sideways Weak Trending down Not likely to surge upward The Sell Zone captures exactly this behavior. Green line=Let the stock run. Red line=safe to sell calls without assignment. Gererate income while stock falters.
Pine Script® indicator
by srhightower4534
1
z8u Daily & Weekly Key Levels (Extended)1. OVERVIEW ------------------------------------------------------------------------ The "Daily & Weekly Key Levels" indicator is a charting tool designed to visualize critical auction market structures. It overlays automated historical price data (Previous Day/Week Highs and Lows) with manual inputs for Volume Profile levels (VAH, VAL, POC) and Institutional "Kickoff" levels. It is designed to replicate specific institutional styling, allowing traders to see where the market is balancing relative to previous sessions. 2. FEATURES ------------------------------------------------------------------------ Automated Lookback: Automatically calculates previous Day's High/Low/Settlement and previous Week's High/Low. Hybrid Input System: Allows manual entry for data points that require specific feed accuracy (Value Area High, Value Area Low, POC). Clean Charting: Manual levels default to '0.0'. If no price is entered in the settings, the lines remain invisible to keep the chart clean. Custom Styling: Colors and line weights are pre-configured to match standard Volume Profile aesthetics. 4. CONFIGURATION (INPUTS TAB) ------------------------------------------------------------------------ To see the Volume Profile and Kickoff lines, you must enter prices manually in the indicator settings. 1. Double-click the indicator line on the chart (or the gear icon). 2. Go to the "Inputs" tab. 3. Enter the price levels for the current session: - Yesterday's Value Area High Price - Yesterday's VPOC Price - Yesterday's Value Area Low Price - Weekly Kickoff Low Price - Weekly Kickoff High Price *Note: If you leave a value as 0.0, that specific line will not be drawn.* 5. COLOR LEGEND (STYLE TAB) ------------------------------------------------------------------------ The lines are color-coded as follows: Last Week's High Yesterday's High Yesterday's Value Area High (VAH) Yesterday's VPOC (Volume Point of Control) Settlement (Previous Close) Yesterday's Value Area Low (VAL) Yesterday's Low Weekly Kickoff Low Weekly Kickoff High Last Week's Low 6. DISCLAIMER ------------------------------------------------------------------------ This tool is for informational and educational purposes only. It does not constitute financial advice. Trading futures and financial markets involves substantial risk of loss. 14 minutes ago Release Notes UPDATE *Added Extend Levels to the Right Toggle
Pine Script® indicator
by Mkinggoldfire
HybridWhales DAY TRADINGThis indicator offers a streamlined view of prevailing market trends on lower timeframes, empowering day traders to execute their strategies with greater precision It incorporates two widely used exponential moving averages (EMAs)—the 50-period and 200-period—alongside an 800-period EMA, which effectively mirrors the 200-period EMA on the next higher timeframe. This setup provides enhanced flexibility, delivering multi-timeframe insights without the need to switch charts manually. In addition, the indicator highlights essential intraday levels for quick reference: Daily Open, denoted in yellow Monday Highs, marked in red Monday Lows, indicated in green The indicator's core strength lies in its ability to detect market maker activity through color-coded candlesticks, based on volume analysis. Candles exhibiting significantly higher volume than the average of the prior eight candles are colored green (for bullish closes) or red (for bearish closes), signaling active market maker positioning—either entering shorts or longs. Candles with moderately elevated volume (above average but not extreme) are shaded blue (bullish) or pink (bearish), suggesting market makers are accumulating short or long positions. Interpretation is key: Red or pink candles (bearish) imply that market makers have initiated long positions, with price likely to revisit and fill these areas in the future. Conversely, green or blue candles (bullish) indicate market makers establishing shorts, anticipating a eventual pullback to these levels To pinpoint the precise zones where price may return, the indicator places a white marker on each colored candle at its 50% retracement level, representing a fair value gap or imbalance. Overall, this tool enables traders to spot market maker footprints, identify critical support and resistance zones, gauge weekly ranges, and assess potential momentum. While it fosters stronger confluence in analysis, results are not guaranteed and depend on individual trading execution.
Pine Script® indicator
by hybridwhales-TA