Expected Levels [blue]

20 июл. 2023 г.

Adds a number of levels and pivots. Used with Crypto, Stocks, and Futures.

1. ES/NQ Expected Moves for daily and weekly
   
2. Previous High/Low
   
3. Weekly Open
   
4. 5 day ADR
   
5. ADR Judas Swing
   
6. NY Opening Range (5 or 15 minute)
   
7. NY Initial Balance (1 hour)
   
8. NY Midnight
   
9. NY Open
   
10. EU High, Low and Close.
    
11. Daily Equilibrium (Pivot Point) including S1-5, R1-5 pivots
    
12. Weekly Equilibrium (Pivot Point) including S1 and R1 pivots
    
13. 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.

23 июл. 2023 г.

Информация о релизе

Minor Adjustments

29 авг. 2023 г.

Информация о релизе

• Update to include Dec (Z) contracts for ES and NQ
  
• Add option to show price with label
  
• Code optimizations
  

29 авг. 2023 г.

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Added Daily 2 sigma levels.

8 сент. 2023 г.

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- Add custom options for daily levels for ES.
- Add previous day open, high, low, close

19 сент. 2023 г.

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Added 4 weekly custom levels for ES.

10 окт. 2023 г.

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• 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)
  

10 окт. 2023 г.

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- minor bug fix

10 окт. 2023 г.

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screenshot

11 окт. 2023 г.

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- minor updates

23 окт. 2023 г.

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Adjust IB and OR to only display during NY cash session.

19 нояб. 2023 г.

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- Minor Adjustments

24 нояб. 2023 г.

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- Add weekly open
- Code adjustments

24 нояб. 2023 г.

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Minor adjustments

2 дек. 2023 г.

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- Minor updates
- Added March 2024 contract for ES/NQ
- Removed custom levels (lack of use)

14 дек. 2023 г.

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-Option Adjustments and refinements

21 янв. 2024 г.

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- Included daily pivot points (Traditional), Daily EQ and weekly EQ
- code cleanup

26 янв. 2024 г.

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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

6 февр. 2024 г.

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- Minor adjustments

14 мая 2024 г.

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- General Optimizations
- Add Sept (U2024) Contracts to ES/NQ
- Add halfback and 50% extension for IB (Initial Balance) levels

1 июн. 2024 г.

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- Added minor S/R 1-3
- Added Initial Balance Extensions

7 июн. 2024 г.

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- Added NY Open and EU Close
- Added option to extend levels/labels near price or to session close.

8 июл. 2024 г.

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- Fix attempt for Previous Day High/Low when using RTH on futures products.

30 авг. 2024 г.

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- Add New York Midnight level
- Add line width option
- Minor adjustments / cleanup

10 сент. 2024 г.

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- Added previous day and week volume profiles (POC, VAH, VAL)
- Code cleanup

2 окт. 2024 г.

Информация о релизе

- Optimization
- Introduced a library which this relies on.
- Added EU High/Low levels
- Removed volume profile due to inconsistencies.

21 окт. 2024 г.

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Minor updates.

27 янв.

Информация о релизе

- 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.

19 февр.

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- Add option to pick between Traditional or Demark Pivots
- Add option for Weekly R1/S1 pivots
- Add option for Monthly EQ/R1/S1 pivots

19 февр.

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adjust M pivot to show at 2hr-1d

18 июл.

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- Optimized code
- Removed Vix implied level
- Add option for Opening Range to be 5 or 15 minute
- Add Quarter EQ, R1, S1

21 июл.

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-Add CPR levels (BC and TC) for the daily equilibrium pivot point.

21 авг.

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- Add option for futures products to set Previous Day Low and High to RTH hours.

21 авг.

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- Bug on the Previous Day High/Low future adjustment during Globex hours.