SPX (S&P 500 Index)

Seasonality - Session Performance - Morning Afternoon Evening Use this indicator on Intraday Timeframe. Higher the timeframe, more the data This script calculates the performance of an instrument for different sessions. Session inputs can be updated to study performance of - Morning vs Afternoon vs Evening - Pre-Market vs Market vs Post-Market (provided the data feed supports pre and post market) - Overnight vs Intraday Three session inputs are provided to tweak the session range Performance is calculated as session close / session open - 1 Session timeframes can be set for various countries. Make sure the session timeframe aligns with the Candle open/close for the timeframe you choose. Some examples below US Markets: 0930-1130 1130-1430 1430-1630 Timeframe 1 hour India Markets: 0915-1030 1030-1415 1415-15:30 Timeframe 75min

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Seasonality Overnight Gaps - Tabular Form Use this indicator on Daily Timeframe This script calculates the overnight gaps above a specific threshold (that can be set through input parameters) and displays the data in a tabular form with Year in the rows and the day of the week in the columns. Also a summary row is displayed at the bottom for day of the week. Detailed Gap info is displayed as tooltip for the cell data Gap - Open should be outside the previous day's Open and Close Gap % - open/prev. close - 1 if Gap is there

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ILM Overnight vs Intraday Performance - Tabular Form Use this indicator on Daily Timeframe This script compares Overnight vs Intraday Performance based on the Day of the Week (DOW) - Sun - Sat of index/stock/currency/commodity symbols. ON column indicates Overnight performance = open/close -1 ID column indicates Intraday performance = close-open/1 The calculations are detailed in the tooltips of the individual table cells.

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Seasonality DOW - Day Of the Week - Tabular Form Use this indicator on Daily Timeframe This indicator displays the seasonality data for any instrument (index/stock/ futures /currency) in a tabular data by day of the week - DOW ( Sun - Mon - Tue - Wed - Thu - Fri - Sat ). User can change the start of the year for analysis from the inputs. Year is represented in rows and Day of the week (DOW) is represented in cols. This indicator uses Daily Data feed to calculate the % change Summary data for DOW displayed as the last row

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Dealar VIX Implied Range + Retracement Levels This Implied range Is derived by the VIX(1 sd annual +/- Implied move.) This Indicator plots the daily Implied range, A lot of quantitative trading firms/ MM firms hedge their delta & gamma exposure around the Implied range(prop calc). I have added retracement levels as well, so you have more pivot levels. Enjoy!

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by VolTrader005

Hussarya compare DJI SPX BTC Script shows relations between DJI downJones SPX and BTC:USD. DJI chart must be set from candlestick to line Red line is price (close). x 8 Green line ist te price BTCUSD from Binance price (close) x 1.5

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by ChartsHussars

SPX Fair Value Bands These are based on Darius Dale and Max Anderson's Net Liquidity model. This is intended for use with the $SPX chart.

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Balance of Power Heikin Ashi Investing Strategy Balance of Power Heikin Ashi Investing Strategy This is a swing strategy designed for investment help. Its made around the Balace of Power indicator, but has been adapted on using the Monthly Heikin Ashi candle from the SPY asset in order to be used with correlation for US Stock/ETF/Index Markets. The BOP acts as an oscilallator showing the power of a bull trend when its positive and a bearish trend when its in negative. At the same time we can spot reversals, based on the percentiles ( 99/1) The rules for entry : For long : The 99 percentile is ascending, and we are either in a positive value (>0), or we crossed the bottom place ( -0.35) For short : the 99 and 1 percentile are descending, and we are either in a negative value(<0), or we crossed down the top place ( 0.6) If you have any questions please let me know !

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Stock Gaps SPY Correlation Strategy This is daytrade stock strategy, designed to take the best out of the daily gaps that are forming between the close of previous day and opening of present day. At the same time its logic has been adapted for SPY chart, in order to use correlation with the other stocks/assets/ etf which are linked with SP500 movement. Lastly it has been added 2 new confirmation logics, based on the USI: advance/decline chart and percentage above vwap among all US stocks. The rules for entry are simple : We are at the opening daily candle, we have a long/short gap based on where the opening is happening and at the same time we are checking to see that the current different between the current difference between low and previous high (or viceversa) is higher than an established parameter(minimal deviation ) For exit, we exit based on time/clock parameter, in this case by default I selected 1h and half before close of the US session. For testing purposes I have used 10% of the available capital, with a 0.0035$ comission per each share bought ( IBKR comissions) If there are any questions, please let me know either here or in private !

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VWAP Push Strategy This strategy is unfortunately not finished yet. A pretty simple strategy. If price broke through VWAP and had three consecutive candles following the breakthroughs trend, the high of the third candle will be drawn. If this happened after a crossover of the vwap and price breaks through the high of the third candle, strategy will go long. Short will be the same after crossing under the vwap. A long or short will be closed after crossing the vwap in the opposite direction, so the vwap is kind of a trailing stop. Unfortunately, I could not manage to stop the script from entering multiple times into one drawn high or low. Of course, if a high was crossed the script should wait for a new formed high before entering a new long. If someone would find a solution to this, it would be great, because I think it is a nice strategy . Should work great scalping 5min charts (when scripting, I used the SPX for reference).

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by christopher451

Swing Trading SPX Correlation This is a long timeframe script designed to benefit from the correlation with the Percentage of stocks Above 200 moving average from SPX At the same time with this percentage we are creating a weighted moving average to smooth its accuracy. The rules are simple : If the moving average is increasing its a long signal/short exit If the moving average is decreased its a short signal/long exit. Curently the strategy has been adapted for long only entries. If you have any questions let me know !

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Compare ticker against SPX - yoyo This script is built on a request of one of the best trader yoyo. The script compares the performance of a tickers against SPX. The script gives user option to override default SPX ticker to a ticker of their choice using settings. The script does a % change comparison against base stock which is SPX by default for same timeframes and you can see relativity of stock to the other. It also does plot a line that shows any divergence.

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by beststockalert

PuetzUWS [time, price] multiFractal mirrors, SPX 1872-2020 This script is simply provided because a few rare people may actually be able to use one or two coding ideas. It is not possible to provide useful (description, explanation)s here. Maybe you can find those with a webSearch. If anybody is interested in the basic concept, just copy the code and run with it. As the original was in violation of PineScript rules, I've removed many links, including : - documentation of my code - external sources of code - blog solutions to Pine script programming - math, science references, people Hopefully it will won't be rejected this time, if so, too bad. I only made it through 10% of the conceptual objectives, and I do not believe any of the rest of the concepts are do-able in Pine Script. The current coding is (incomplete, unstable) but does give a faint idea of my "first step" intents. I have stopped all work, as I have to get back to my real projects (nothing to do with markets).

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Infiten Slope Strategy This model is an index fund trading model, which uses moving averages and price percentage oscillators to minimize downside exposure.

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by Scalpalytics

Volatility Calculator for Daily Top and Bottom Range With the usage of ATR, applied on the close of the daily candle, I am calculated the volatility channels for the TOP and BOTTOM Based on this logic, we can estimate, with a huge confidence factor, where the prices are going to be compressed for the trading day. Having said that, lets take a look at the data gathered among the most important financial markets: SPX TOP CROSSES : 2116 BOT CROSSES : 1954 Total Daily Candles : 18908 Occurance ratio = 0.215 NDX TOP CROSSES : 1212 BOT CROSSES : 1183 Total Daily Candles : 9386 Occurance ratio = 0.255 DIA TOP CROSSES : 759 BOT CROSSES : 769 Total Daily Candles : 6109 Occurance ratio = 0.25 DXY TOP CROSSES : 1597 BOT CROSSES : 1598 Total Daily Candles : 13156 Occurance ratio = 0.243 DAX TOP CROSSES : 1878 BOT CROSSES : 1848 Total Daily Candles : 13155 Occurance ratio = 0.283 BTC USD TOP CROSSES : 416 BOT CROSSES : 417 Total Daily Candles : 4290 Occurance ratio = 0.194 ETH USD TOP CROSSES : 247 BOT CROSSES : 268 Total Daily Candles : 2452 Occurance ratio = 0.21 EUR USD TOP CROSSES : 820 BOT CROSSES : 805 Total Daily Candles : 7489 Occurance ratio = 0.217 GOLD TOP CROSSES : 1722 BOT CROSSES : 1569 Total Daily Candles : 13747 Occurance ratio = 0.239 USOIL TOP CROSSES : 1077 BOT CROSSES : 1089 Total Daily Candles : 10231 Occurance ratio = 0.212 US 10Y TOP CROSSES : 1302 BOT CROSSES : 1365 Total Daily Candles : 9075 Occurance ratio = 0.294 Based on this, we can assume with a very high confidence ( 70-80%) that the market is going to stay, within the range created from the BOT and TOP ATR points.

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PClose Levels 2.0 This script plots the levels generated via a combination of SPX 2Y Quartiles for everyday, red days, and green days. It is intended for use solely with SPX. These quartiles are also sorted by VIX averages into bands that expand and contract with VIX. It gives us an idea of what levels to potentially expect resistance/support fairly well, but is designed to be used in conjunction with other indicators and macroeconomic information. Green Dashed is your Expected Max Range (EMR+) based on Green Day averages. Green Dotted is your Expected Range (ER+) based on full dataset averages. Green solid lines are POS2 and POS1, based on Green Day averages. White Dotted is your Expected Move (EM), based on full dataset averages. Red solid lines are NEG1 and NEG2, based on Red Day averages. Red Dotted is your Expected Range (ER-) based on full dataset averages. Red Dashed is your Expected Max Range (EMR-) based on Red Day averages.

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S&P Sector Advance/Decline Weighted -Tom1trader Enjoy, enhance your trading (I hope), copy or adapt to your needs and keep smiling! Thanks to @MartinShkreli. The sector variables and the "repaint" option (approx lines 20 through 32 of this script) are used directly from your script "Sectors" RECOMMENDATION: Update the sector weightings -inputs are provided. They change as often as monthly and the annual changes are certainly significant. When updating weighting percentages use the decimal value. I.E. 29% is .29 Good on any time frame. Especially SPY, SPX and ES scalpers and 0DTE options traders may like this a lot. This gives good signals on S & P and related (ES, SPY) and indicates / plots differently than the AD line or ratio. Each sector's entire % weight is added or subtracted depending of whether that sector advanced or declined. Example: Information Tech weight at 29% so that % of 500 (145) is added if InfoTech is up a penny and subtracted if it is down a penny. All sectors processed the same way so that for a given bar/candle the value will be between +500 (all sectors up) and -500 (all sectors down). This weighted AD line of sectors is scaled to +/- 350 and plotted as a red/green line along with aqua/fuchsia columns of its 5 period ema. The line is actual sector behavior and the columns seem to make a good signal with column zero crosses standing out. The columns aqua / fuchsia are a 5 period ema of the Sector AD line and give pretty good signals at zero cross for SPX. I colored the AD red green line also to emphasize the times it opposes the ema for example the histo/colums zero cross signal is NOT true when the AD line is showing all or most sectors going the other way. For readability, the AD line itself is scaled to 350. This lets the columns of the ema stand out better. The hlines at 350 and at 175 give an idea for the AD green red line how much of the sector's weight is up or down. 350 is all sectors up (advancing) and -350 is all sectors down (declining). The hlines at +/- 175 seem to outline a more or less "neutral" zone. For example in an uptrend with most of the AD level positive and the columns positive; a negative spike that does not pass the -175 line and returns positive does not seem to impact the price as much as a deeper negative spike.

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vix_vx_regression An example of the linear regression library, showing the regression of VX futures on the VIX. The beta might help you weight VX futures when hedging SPX vega exposure. A VX future has point multiplier of 1000, whereas SPX options have a point multiplier of 100. Suppose the front month VX future has a beta of 0.6 and the front month SPX straddle has a vega of 8.5. Using these approximations, the VX future will underhedge the SPX straddle, since (0.6 * 1000) < (8.5 * 100). The position will have about 2.5 ($250) vega. Use the R^2 (coefficient of determination) to check how well the model fits the relationship between VX and VIX. The further from one this value, the less useful the model. (Note that the mini, VXM futures also have a 100 point multiplier).

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vol_premia This script shows the volatility risk premium for several instruments. The premium is simply "IV30 - RV20". Although Tradingview doesn't provide options prices, CBOE publishes 30-day implied volatilities for many instruments (most of which are VIX variations). CBOE calculates these in a standard way, weighting at- and out-of-the-money IVs for options that expire in 30 days, on average. For realized volatility, I used the standard deviation of log returns. Since there are twenty trading periods in 30 calendar days, IV30 can be compared to RV20. The "premium" is the difference, which reflects market participants' expectation for how much upcoming volatility will over- or under-shoot recent volatility. The script loads pretty slow since there are lots of symbols, so feel free to delete the ones you don't care about. Hopefully the code is straightforward enough. I won't list the meaning of every symbols here, since I might change them later, but you can type them into pulsewire for data, and read about their volatility index on CBOE's website. Some of the more well-known ones are: ES: S&P futures, which I prefer to the SPX index). Its implied volatility is VIX. USO: the oil ETF representing WTI future prices. Its IV is OVX. GDX: the gold miner's ETF, which is usually more volatile than gold. Its IV is VXGDX. FXI: a china ETF, whose volatility is VXFXI. And so on. In addition to the premium, the "percentile" column shows where this premium ranks among the previous 252 trading days. 100 = the highest premium, 0 = the lowest premium.

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Relative Strength Comparison This script plots the ratio between a ticker and the selected index. Currently, I have US equities indexes listed + BTC. It's a great way to check for relative strength, determine if absolute highs relative to the ratio are being made, etc. Additionally, optional comparison of the RSI is included. I was just testing something out but figured I'd leave in here because why not. If you use this, enable the 1.0 line. Script is a bit slow, will try to optimize eventually.

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Improved Bollinger Swing Strategy Stock Nasdaq This is an improved bollinger band strategy adapted to Nasdaq Index/Stocks. The new update include a multiple logic calculation BB adapted for long and short, together with a risk management using movement in %. Rules for entry For long we have a crossover between the close and the lower band from the bb For long we have a crossover between the close and the upper band from the bb Rules for exit We exit when we either find a reverse condition, or if we hit the take profit/stop loss levels. If you have any questions, let me know !

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Stock trending strategy This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well. Components: VWAP MACD histogram EMA 9 Rules for entry Long : For VWAP: close is above the vwap daily EMA: close is above the moving average MACD histogram is above 0 Short: For VWAP: close is belowthe vwap daily EMA: close is below the moving average MACD histogram is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !

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Ichimoku with MACD/ CMF/ TSI This is a very powerful trend strategy designed for markets such as stocks market , stock index and crypto. For time frames I found out that 1h seems to do the trick. Components: Ichimoku full pack MACD histogram CMF oscillator TSI oscillator Rules for entry Long : For Ichimoku:Tenkan part of cloud is bigger than kijun, Chikou is above 0 , close of a candle is above the Senkou MACD histogram is above 0 CMF oscillator is positive and bigger than 0.1 TSI oscillator is above 0 Short: For Ichimoku:Tenkan part of cloud is smaller than kijun, Chikou is below 0 , close of a candle is belowthe Senkou MACD histogram is below 0 CMF oscillator is negative and below -0.1 TSI oscillator is below 0 Rules for exit This strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry. If you have any questions let me know !

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