SPY to ES / MES

2022年7月5日

SPY to ES is an indicator that converts SPY price targets to ES / MES futures price targets.

This indicator is helpful when you have price targets for SPY but trade ES or MES futures instead of SPY. It coverts the SPY price targets to ES / MES futures, and draws the SPY VWAP line on your ES / MES chart.

It supports the following lines

• Bullish Above
  
• Bearish Below
  
• Long PT1
  
• Long PT2
  
• Long PT3
  
• Short PT1
  
• Short PT2
  
• Short PT3
  

It also converts the SPY VWAP to it's current ES / MES value.

Note: The conversion do not work during pre and after market and the lines are only correct during market hours.

2022年7月20日

版本注释

Lines are now correctly drawn in extended hours (pre and after market)
Added a table in upper right corner that shows current price of SPY

2022年7月20日

版本注释

Updated default smoothing value for price targets and bullish above, bearish below lines.
Added option to smooth VWAP line.
Added option to select where to place the table on the chart.
Optimized and cleaned up the code a bit.

2022年7月21日

版本注释

Fixed a bug where the table showing price of SPY would not show correct price during pre and after market.

2022年7月21日

版本注释

VWAP from SPY now uses extended session hours

2022年7月28日

版本注释

Added support for a fourth price target both on short and long side

2022年10月20日

版本注释

Added inputs for darkpool print and late print
Increased bullish and bearish price targets to 5
Changed default line size and colors

2022年11月10日

版本注释

Updated code to make lines more stable and accurate

2023年3月9日

版本注释

Updated indicator to support ES / MES levels to SPY. The indicator now supports two way conversion.

2023年12月21日

版本注释

- Added option to select symbol (SPY or QQQ) to get price targets and VWAP from. Selecting QQQ on a chart showing NQ / MNQ futures now converts from QQQ.
- Added option to select extended or regular hours. This impacts how VWAP is calculated.