OPEN-SOURCE SCRIPT

Fed Net Liquidity Indicator v2

Updated script for jlb05013's original Fed Net Liquidity Indicator. TradingView was bringing in the FRED data in different units than they used to. This code fixes it.

This indicator aims to present a "Net Liquidity" indicator comprised of the Fed Balance sheet , less the TGA account and Overnight Reverse REPO agreements.

Net Liquidity = Fed Balance Sheet - ( TGA + Reverse REPO)

This is an overlay that can be added to stock or other charts (like SPY ) to see how the market may appear correlated to Net Liquidity - injection of liquidity into the markets.

This was hypothesized by Max Anderson, this is just a script realizing that posting.

New updates include a resolution feature, and an option to offset backwards by 2 days per original intent.
balanceCycleseducationalfedliquiditynetREPOreversesheetTGA

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

想在图表上使用此脚本?

免责声明