OPEN-SOURCE SCRIPT
更新済 Expected Levels [blue]
Adds a number of levels and pivots. Used with Crypto, Stocks, and Futures.
ES/NQ Expected Moves:
User input of expected moves based on what the options market believes to be forward risk. Currently only available for NQ futures and ES futures.
Forward risk is calculated by taking the following Friday's ATM ask on calls and puts. Add them together. Then use that number on the closing price to get the high and low range for the following week's session. The daily is the same; however, done on the following day's option expiry. If you do not have access to futures options, SPX and NDX can be used.
For example if ES closed at 4000 and the ± of the ATM ask for calls and puts totaled 25 for the following day, then the range low would be 3975 and the range high would be 4025. You would enter 4000 as the close and 25 for the expected move within settings.
- ES/NQ Expected Moves for daily and weekly
- Previous High/Low
- Weekly Open
- 5 day ADR
- ADR Judas Swing
- NY Opening Range (5 or 15 minute)
- NY Initial Balance (1 hour)
- NY Midnight
- NY Open
- EU High, Low and Close.
- Daily Equilibrium (Pivot Point) including S1-5, R1-5 pivots
- Weekly Equilibrium (Pivot Point) including S1 and R1 pivots
- Quarterly Equilibrium (Pivot Point) including S1 and R1 pivots
ES/NQ Expected Moves:
User input of expected moves based on what the options market believes to be forward risk. Currently only available for NQ futures and ES futures.
Forward risk is calculated by taking the following Friday's ATM ask on calls and puts. Add them together. Then use that number on the closing price to get the high and low range for the following week's session. The daily is the same; however, done on the following day's option expiry. If you do not have access to futures options, SPX and NDX can be used.
For example if ES closed at 4000 and the ± of the ATM ask for calls and puts totaled 25 for the following day, then the range low would be 3975 and the range high would be 4025. You would enter 4000 as the close and 25 for the expected move within settings.
リリースノート
Minor Adjustmentsリリースノート
- Update to include Dec (Z) contracts for ES and NQ
- Add option to show price with label
- Code optimizations
リリースノート
Added Daily 2 sigma levels.リリースノート
- Add custom options for daily levels for ES.- Add previous day open, high, low, close
リリースノート
Added 4 weekly custom levels for ES.リリースノート
- Add ADR (5 day average)
- Add ADR 1/3 level (Judas Swings)
- Add 15min Opening Range (NY Cash Session)
- Add 1hr Initial Balance (NY Cash Session)
リリースノート
- minor bug fixリリースノート
screenshotリリースノート
- minor updatesリリースノート
Adjust IB and OR to only display during NY cash session.リリースノート
- Minor Adjustmentsリリースノート
- Add weekly open- Code adjustments
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Minor adjustmentsリリースノート
- Minor updates- Added March 2024 contract for ES/NQ
- Removed custom levels (lack of use)
リリースノート
-Option Adjustments and refinementsリリースノート
- Included daily pivot points (Traditional), Daily EQ and weekly EQ- code cleanup
リリースノート
- Fix lines not updating when new session immediately starts- Remove OR and IB from showing on crypto products as these are based on NY cash session for stocks and futures
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- Minor adjustmentsリリースノート
- General Optimizations- Add Sept (U2024) Contracts to ES/NQ
- Add halfback and 50% extension for IB (Initial Balance) levels
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- Added minor S/R 1-3- Added Initial Balance Extensions
リリースノート
- Added NY Open and EU Close- Added option to extend levels/labels near price or to session close.
リリースノート
- Fix attempt for Previous Day High/Low when using RTH on futures products. リリースノート
- Add New York Midnight level- Add line width option
- Minor adjustments / cleanup
リリースノート
- Added previous day and week volume profiles (POC, VAH, VAL)- Code cleanup
リリースノート
- Optimization- Introduced a library which this relies on.
- Added EU High/Low levels
- Removed volume profile due to inconsistencies.
リリースノート
Minor updates.リリースノート
- Minor Changes- Pine script v6
- Adjust label font family
- Included SPX, US500, NDX, US100 in the expected moves tickers
- Add VIX implied move based for ES/NQ
- Add Period A Halfback
- No longer need to set the close price for ES/NQ. Just add the Expected move value.
リリースノート
- Add option to pick between Traditional or Demark Pivots- Add option for Weekly R1/S1 pivots
- Add option for Monthly EQ/R1/S1 pivots
リリースノート
adjust M pivot to show at 2hr-1dリリースノート
- Optimized code- Removed Vix implied level
- Add option for Opening Range to be 5 or 15 minute
- Add Quarter EQ, R1, S1
リリースノート
-Add CPR levels (BC and TC) for the daily equilibrium pivot point.リリースノート
- Add option for futures products to set Previous Day Low and High to RTH hours.リリースノート
- Bug on the Previous Day High/Low future adjustment during Globex hours.オープンソーススクリプト
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オープンソーススクリプト
TradingViewの精神に則り、この作者はスクリプトのソースコードを公開しているので、その内容を理解し検証することができます。作者に感謝です！無料でお使いいただけますが、このコードを投稿に再利用する際にはハウスルールに従うものとします。
免責事項
これらの情報および投稿は、TradingViewが提供または保証する金融、投資、取引、またはその他の種類のアドバイスや推奨を意図したものではなく、またそのようなものでもありません。詳しくは利用規約をご覧ください。