Fed liquidity model based on #MaxJAnderson's work. Incorporates the Treasury General Account, Reverse Repo and Fed balance sheet to determine how much "net liquidity" is available to markets. Very much a beta version.
Look at the data while at the level you entered. The line below where you entered should be your Stop Loss level. The first line above it represents that you need to bring your Stop Loss level to your entry level and take some profit if you want. The top line is the sales level recommended by the program.
From Hari P. Krishnan's book, The Second Leg Down: Strategies for Profiting after a Market Sell-Off :
"We start by specifying the year on year (YoY) change in the index. Next, we calculate the 5 year trailing Z score of the YoY returns. We also calculate the 5 year trailing Z score of 1 month historical volatility for the index, using daily returns. Our...
What is Faytterro Estimator?
This indicator is an advanced moving average.
What it does?
This indicator is both a moving average and at the same time, it predicts the future values that the price may take based on the values it has taken before.
How it does it?
takes the weighted average of data of the selected length (reducing the weight from the middle to the...
Este indicador te da la visión del mercado y sus posibles rebotes con unas bandas de bollinger a 3 dispersiones tipicas. Añadiendo al grafico la SMA200 podemos ver si operamos a favor o en contra de la tendencia
The Wave PM (Whistler Active Volatility Energy – Price Mass) indicator is an oscillator described in Mark Whistler's book, Volatility Illuminated.
The Wave PM is specifically designed to help read volatility cycles. When we visualize volatility cycles as a chart, we can get a clear view of the market volatility phases in multiple time frames. This indicator forms...
This script draws parallel channels using pivot points for trend analysis.
Script draws maximum 4 parallel channels if suitable up or down trend already exists on the chart according to chosen Pivot Length and Multiplier.
You can change Multiplier to draw Higher Time Frame Channels.
Good luck!
Blockchain Fundamentals: 200 Week MA Heatmap
This is released as a thank you to all my followers who pushed me over the 600 follower mark on twitter. Thanks to all you Kingz and Queenz out there who made it happen. <3
Indicator Overview
In each of its major market cycles, Bitcoin's price historically bottoms out around the 200 week moving average.
This...
This indicator will create lines on the chart based on W.D. Gann's Square of 144. All the inputs will be detailed below
Why create this indicator?
I didn't find it on Tradingview (at least with open source). But the main reason is to study the strategy and be able to draw it fast. Manually drawing the square is not hard, but moving all together to the right...
This script makes projections via drawing boxes based upon changes in the fed funds rate (FRED:EFFR).
It works by turning the change in the fed funds rate into a user defined percentage (using a multiplier, by default a 1% rate of change implies a 10% change in the chart) and then drawing a box that distance away depending on the direction of the rate of change....
✨SKYtrend Bruteforce Now Open Source✨
📌This indicator analyzes the trend and calls Long/Short which is fully custom to fit your style of trading.
📌Custom Take Profit Levels currently have 3 TP levels for Long and Short you can decide which % each TP will be in settings.
📌2 Custom Stoploss levels. For Long or Short. Can Enable or Disable either.
📌Can set alert...
The CBOE VIX is a well-known index representing market expectations for volatility over the next 30 days.
The CBOE SKEW is an index reflecting the perceived tail risk over the next 30 days.
When the SKEW rises over a certain level (~140/150), that means investors are hedging their exposure with options, because they are worried about an incoming market crash or a...
This indicator shows where price needs to be and when in order to cause the 20-sma and 50-sma moving averages to change directions. A change in direction requires the slope of a moving average to change from negative to positive or from positive to negative. When a moving average changes direction, it can be said that it has “rolled over” or “rolled up,” with...
SP 500 Trend Identifier, looks at top 5 SP500 stocks and shows performance of these 5 combined stocks for the day. Are they going up or down, TSLA< AAPL< MSFT<GOOGL<AMZN
Polynomial Regression Bands w/ Extrapolation of Price is a moving average built on Polynomial Regression. This indicator paints both a non-repainting moving average and also a projection forecast based on the Polynomial Regression. I've included 33 source types and 38 moving average types to smooth the price input before it's run through the Polynomial...
I wasn't going to post this because I don't like how this calculates by puling in the Open price, but I'm posting it anyway. This does work in it's current form but there is a. better way to do this. I'll revisit this in the future.
Anyway...
The k-Nearest Neighbor algorithm (k-NN) searches for k past patterns (neighbors) that are most similar to the current...
Hodrick-Prescott Extrapolation of Price is a Hodrick-Prescott filter used to extrapolate price.
The distinctive feature of the Hodrick-Prescott filter is that it does not delay. It is calculated by minimizing the objective function.
F = Sum((y(i) - x(i))^2,i=0..n-1) + lambda*Sum((y(i+1)+y(i-1)-2*y(i))^2,i=1..n-2)
where x() - prices, y() - filter values....
What is the Modified Covariance AR Estimator?
The Modified Covariance AR Estimator uses the modified covariance method to fit an autoregressive (AR) model to the input data. This method minimizes the forward and backward prediction errors in the least squares sense. The input is a frame of consecutive time samples, which is assumed to be the output of an AR...
![EURUSD: Pivot Parallel Channel by [livetrend]](https://s3.tradingview.com/e/EdVgezSC_mid.png "Pivot Parallel Channel by [livetrend]")
![BTCUSD: Blockchain Fundamentals: 200 Week MA Heatmap [CR]](https://s3.tradingview.com/j/jTgpQFMI_mid.png "Blockchain Fundamentals: 200 Week MA Heatmap [CR]")
![DXY: Polynomial Regression Bands w/ Extrapolation of Price [Loxx]](https://s3.tradingview.com/u/Ub0Fq9AY_mid.png "Polynomial Regression Bands w/ Extrapolation of Price [Loxx]")
![GBPUSD: Nearest Neighbor Extrapolation of Price [Loxx]](https://s3.tradingview.com/p/PrvbOR2k_mid.png "Nearest Neighbor Extrapolation of Price [Loxx]")
![VIX: Hodrick-Prescott Extrapolation of Price [Loxx]](https://s3.tradingview.com/h/HCfWOt6F_mid.png "Hodrick-Prescott Extrapolation of Price [Loxx]")
![AUDUSD: Modified Covariance Autoregressive Estimator of Price [Loxx]](https://s3.tradingview.com/s/sgN2j9bH_mid.png "Modified Covariance Autoregressive Estimator of Price [Loxx]")