OPEN-SOURCE SCRIPT
更新済 Master Global Liquidity Shifted 75 Days
The Global Liquidity Index is a Pine Script (version 5) technical indicator designed to measure and visualize global financial liquidity by aggregating data from various central bank balance sheets and money supply metrics. The indicator is plotted as an overlay on the price chart using the left scale, with the entire line shifted left by 75 days.
Key features:
Data Sources: Incorporates balance sheet data from major central banks including the Federal Reserve (FED), European Central Bank (ECB), People's Bank of China (PBC), Bank of Japan (BOJ), and other central banks, along with optional M2 money supply data from various countries.
Components: Includes options to toggle specific liquidity factors such as FED balance sheet, Treasury General Account (TGA), Reverse Repurchase Agreements (RRP), and regional M2 money supplies, all converted to USD.
75-Day Shift: The indicator's output is shifted left by 75 days on the chart, aligning historical liquidity data with earlier price action, with this shift period adjustable via the "Shift Days Left" input.
Calculations:
Computes a total liquidity value by summing enabled central bank and M2 data (adjusted for RRP and TGA as drains)
Scales the total by dividing by 1 trillion (10^12)
Applies a Simple Moving Average (SMA) and Rate of Change (ROC) with user-defined periods
Final output is either the SMA of ROC or SMA alone, depending on ROC length
Visualization: Plots the shifted result as a yellow line with a linewidth of 2.
Key features:
Data Sources: Incorporates balance sheet data from major central banks including the Federal Reserve (FED), European Central Bank (ECB), People's Bank of China (PBC), Bank of Japan (BOJ), and other central banks, along with optional M2 money supply data from various countries.
Components: Includes options to toggle specific liquidity factors such as FED balance sheet, Treasury General Account (TGA), Reverse Repurchase Agreements (RRP), and regional M2 money supplies, all converted to USD.
75-Day Shift: The indicator's output is shifted left by 75 days on the chart, aligning historical liquidity data with earlier price action, with this shift period adjustable via the "Shift Days Left" input.
Calculations:
Computes a total liquidity value by summing enabled central bank and M2 data (adjusted for RRP and TGA as drains)
Scales the total by dividing by 1 trillion (10^12)
Applies a Simple Moving Average (SMA) and Rate of Change (ROC) with user-defined periods
Final output is either the SMA of ROC or SMA alone, depending on ROC length
Visualization: Plots the shifted result as a yellow line with a linewidth of 2.
リリースノート
updated to show different color for futureオープンソーススクリプト
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免責事項
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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。