OPEN-SOURCE SCRIPT
已更新 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.
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Minor Adjustments版本注释
- Update to include Dec (Z) contracts for ES and NQ
- Add option to show price with label
- Code optimizations
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Added Daily 2 sigma levels.版本注释
- Add custom options for daily levels for ES.- Add previous day open, high, low, close
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Added 4 weekly custom levels for ES.版本注释
- 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)
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- minor bug fix版本注释
screenshot版本注释
- minor updates版本注释
Adjust IB and OR to only display during NY cash session.版本注释
- Minor Adjustments版本注释
- Add weekly open- Code adjustments
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Minor adjustments版本注释
- Minor updates- Added March 2024 contract for ES/NQ
- Removed custom levels (lack of use)
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-Option Adjustments and refinements版本注释
- Included daily pivot points (Traditional), Daily EQ and weekly EQ- code cleanup
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- 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版本注释
- 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
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- Added NY Open and EU Close- Added option to extend levels/labels near price or to session close.
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- Fix attempt for Previous Day High/Low when using RTH on futures products. 版本注释
- Add New York Midnight level- Add line width option
- Minor adjustments / cleanup
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- Added previous day and week volume profiles (POC, VAH, VAL)- Code cleanup
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- Optimization- Introduced a library which this relies on.
- Added EU High/Low levels
- Removed volume profile due to inconsistencies.
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Minor updates.版本注释
- 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.
版本注释
- Add option to pick between Traditional or Demark Pivots- Add option for Weekly R1/S1 pivots
- Add option for Monthly EQ/R1/S1 pivots
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adjust M pivot to show at 2hr-1d版本注释
- Optimized code- Removed Vix implied level
- Add option for Opening Range to be 5 or 15 minute
- Add Quarter EQ, R1, S1
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-Add CPR levels (BC and TC) for the daily equilibrium pivot point.版本注释
- Add option for futures products to set Previous Day Low and High to RTH hours.版本注释
- Bug on the Previous Day High/Low future adjustment during Globex hours.开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神，此脚本的创建者将其开源，以便交易者可以查看和验证其功能。向作者致敬！虽然您可以免费使用它，但请记住，重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。