Commencez
OPEN-SOURCE SCRIPT
Mis à jour

Expected Levels [blue]

866
Adds a number of levels and pivots. Used with Crypto, Stocks, and Futures.

  1. ES/NQ Expected Moves for daily and weekly
  2. Previous High/Low
  3. Weekly Open
  4. 5 day ADR
  5. ADR Judas Swing
  6. NY Opening Range (5 or 15 minute)
  7. NY Initial Balance (1 hour)
  8. NY Midnight
  9. NY Open
  10. EU High, Low and Close.
  11. Daily Equilibrium (Pivot Point) including S1-5, R1-5 pivots
  12. Weekly Equilibrium (Pivot Point) including S1 and R1 pivots
  13. 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.



Notes de version
Minor Adjustments
Notes de version
  • Update to include Dec (Z) contracts for ES and NQ
  • Add option to show price with label
  • Code optimizations
Notes de version
Added Daily 2 sigma levels.
Notes de version
- Add custom options for daily levels for ES.
- Add previous day open, high, low, close
Notes de version
Added 4 weekly custom levels for ES.
Notes de version

  • 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)
Notes de version
- minor bug fix
Notes de version
screenshot
Notes de version
- minor updates
Notes de version
Adjust IB and OR to only display during NY cash session.
Notes de version
- Minor Adjustments
Notes de version
- Add weekly open
- Code adjustments
Notes de version
Minor adjustments
Notes de version
- Minor updates
- Added March 2024 contract for ES/NQ
- Removed custom levels (lack of use)
Notes de version
-Option Adjustments and refinements
Notes de version
- Included daily pivot points (Traditional), Daily EQ and weekly EQ
- code cleanup
Notes de version
- 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
Notes de version
- Minor adjustments
Notes de version
- General Optimizations
- Add Sept (U2024) Contracts to ES/NQ
- Add halfback and 50% extension for IB (Initial Balance) levels
Notes de version
- Added minor S/R 1-3
- Added Initial Balance Extensions
Notes de version
- Added NY Open and EU Close
- Added option to extend levels/labels near price or to session close.
Notes de version
- Fix attempt for Previous Day High/Low when using RTH on futures products.
Notes de version
- Add New York Midnight level
- Add line width option
- Minor adjustments / cleanup
Notes de version
- Added previous day and week volume profiles (POC, VAH, VAL)
- Code cleanup
Notes de version
- Optimization
- Introduced a library which this relies on.
- Added EU High/Low levels
- Removed volume profile due to inconsistencies.
Notes de version
Minor updates.
Notes de version
- 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.
Notes de version
- Add option to pick between Traditional or Demark Pivots
- Add option for Weekly R1/S1 pivots
- Add option for Monthly EQ/R1/S1 pivots
Notes de version
adjust M pivot to show at 2hr-1d
Notes de version
- Optimized code
- Removed Vix implied level
- Add option for Opening Range to be 5 or 15 minute
- Add Quarter EQ, R1, S1
Notes de version
-Add CPR levels (BC and TC) for the daily equilibrium pivot point.
Notes de version
- Add option for futures products to set Previous Day Low and High to RTH hours.
Notes de version
- Bug on the Previous Day High/Low future adjustment during Globex hours.

Script open-source

Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.

bluenotes
Pivot points and levels

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Pivot points and levels

Script open-source

Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.

bluenotes

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.