Introducing 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...
Displays US Bond Yields for 3Y, 5Y, 7Y, 10Y, 30Y, 10Y-2Y.
Best used on a cart that has a similar Y-Axis... for example, using this indicator on the TVC:US10Y chart works.
Added some bells and whistles such as a tabular chart for current rate as well as ability to turn on off specific yields (in the settings cog)
This is my first publish!
So please let me know...
💸 True Value = Close Price + Accumulated Dividends
◆ Using only the time displayed on screen of the chart, the script will calculate the True Value of the symbol. (Calculations start from first bar you can see to the last bar you can see.)
Why do you need the true value?
Anytime an asset pays a dividend the current market price doesn't reflect the actual...
The integrated version of IV CAP/FLOOR Premium and Bitcoin IV C/F.
Illustrating Cap-Floor bands based on statistical calculations using the implied volatility of Bitcoin, foreign currency pairs, commodities, bonds, and indexes.
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...
Yield curve of the 2-10 year US Treasury Bonds, with over 50 years of history.
The Yield Curve is the interest rate on the 10 year bond minus the 2 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.
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...
An 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...
Easy Viewing of 4 different duration bond yields for US and Canada. Bond prices and bond yields are excellent indicators of the economy as a whole, and of inflation in particular. A bond's yield is the discount rate that can be used to make the present value of all of the bond's cash flows equal to its price. Good as part of a macro set.
Statistics 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...
I've updated my US Treasury All Yield Curve indicator to use the new FRED:IORB (interest on reserve balances), instead of the FRED:FEDFUNDS which is only updated monthly.
The new IORB doesn't provide very long lookback for data, so I'm publishing this as a new version and not an update, making it possible for users to choose which version best suits their needs.
Bond 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...
Rather than using one pair of treasuries, this indicator weighs them all in an overlapping fashion, to produce a composite yield curve that indicates the level of stress in the bond market.
Draft 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...
Draft 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...
My intention was to create 1 script for the Commitment of Traders report but I wasn't not aware there is a limit on how many instrument calls can be made in PineScript so I had no choice but to divide the script into instrument categories. So far I have created 4 of them: Forex, Indexes & Metals/ Commodities & Treasuries which is the one presented here. If you are...
Rather than picking a benchmark pair of treasuries to express a yield curve, this indicator weighs all (excluding the new 20 Year) durations, each against the next, and weights that against the FEDFUNDS rate.
