DarklyEnergized

CBDE Oscillator

DarklyEnergized 已更新   
What makes The Universe grow at an accelerating pace?
Dark Energy.
What makes The Economy grow at an accelerating pace?
Debt.
Debt is the Dark Energy of The Economy.

The Central Bank Dark Energy Oscillator (CBDEO) is a companion to the popular CBDET (Central Bank Dark Energy Tracer) script.

CBDEO is an oscillator that shows up in a separate TradingView pane in order to provide a relative change signal. It uses the same equations to aggregate central bank liquidity that are used in CBDET, and adds unique analysis tools that provide rate of change data.

There are 2 signals in the chart. First is the change/delta on a per bar basis, based on the chart time frame. The default style for this plot is "columns". This style parameter can be changed in the settings, along with each plot's visibility.

The second plot is a divergence signal that tests the change vs a simple moving average of the CBDET signal (central bank liquidity). The SMA length is customizable in the Input tab within the settings for the indicator. The SMA is based on the chart's current time frame.

The changes in liquidity on various time frames, and calculated as divergence against the liquidity signal SMA can be useful in determining the rate of change in liquidity, and therefore potential thrust in market price action.
版本注释:
Adds ability to include specific central banks in the oscillator equation, and the tracking of the per bar delta charts

Changed the default visibility of the sma divergence signal to be hidden. This way adding the indicator only shows the one chart, the delta.
版本注释:
Adds Bank of Canada assets to formula
版本注释:
Add a non-liquid offset to the fed balance sheet formula for excluding discount window loans and other potential non-QE related bal sheet items
版本注释:
-Use WDTGAL instead of WTREGEN for Treasury General Account (TGA)
- Remove WRESBAL from liquidity equation for simplicity

More liquidity equation additions are coming that require the removal of WRESBAL to be accurate as a dollar figure.
版本注释:
Update to use the Fed balance sheet tickers from FRED

Add settings for optional items:
WSHOICL
WUPSHO
WLCFLL
版本注释:
Add TGA (treasury general account) override feature so that the daily balance can be used to be more up-to-date.

Daily TGA balance can be found on the treasury.gov website
版本注释:
Added an optional plot that shows the delta in the Treasury General Account (TGA) and Reverse Repo balance.

This is a delta that helps to track whether liability inflows are positive or negative
版本注释:
Adds WLAD (remittances) from the liabilities side of the Fed balance sheet to net liquidity.
版本注释:
Workaround for China balance sheet
版本注释:
Remove CNCBBS workaround. the ticker is back online.

开源脚本

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