Indicator calculates spread between future and it's theoretical price baased on base contract, number of days to expiration and central bank key rate.
I didn't find any means of getting base contract of security on chart so I hardcoded futures and corresponding base contracts.
Hardcoded futures are MOEX (Moscow Exchange) only and key rate used in script...
The ultimate conclusion to the Futures Exchange Sessions 2.0 indicator. In version 3.0 the user gets full control of the start and end times of three separate dynamic boxes and one horizontal line. If the user wants to visually keep track of killzones, lunches, or any other time span in a trading day, version 3.0 will dynamically expand and keep...
With this script, you can see CFTC COT Non Commercial and Commercial Positions together.
This way, you can analyze net values greater than 0 and smaller, as well as very dense and very shallow positions of producers and speculators.
Green - Non Commercials - Speculators
Red - Commercials - Producers
This script is multi time-frame and...
Learning to trade is complicated enough, so to make the process it little less daunting, I decided to create something helpful.
This indicator relieves you of drawing the same lines and levels over and over each trading day.
It also provides key price levels for you to watch when the trading session starts.
This project is inspired by the ICT 2022...
This indicator draws a dynamic "Open High Low Close" type visual on intraday charts so the trader can easily keep track of the daily/weekly movement. This indicator was inspired by the Inner Circle Trader’s (ICT) “Power 3” concept, which is Accumulation, Manipulation, and Distribution of price on a daily timeframe.
This indicator plots the...
I build these indicators for myself and provide them as it is to improve upon, as I believe the best way to learn is together. Please do not forget to leave me public feedback about this indicator so that others can also benefit from your reviews. This indicator is also used to send an auto signal to my Telegram Channel that can be found from my profile.
Successor to Futures Exchange Sessions indicator. Completely rebuilt code from the ground up. Every feature has been redesigned and refactored to be the most beneficial while allowing for complete configuration by the user.
This indicator displays Futures Sessions as live boxes that expand dynamically as price moves over the time interval. These...
ICT Index Futures Session Lines
The script is based on one of ICT's concepts on trading Index Futures. The script lays out the daily range from an intraday basis.
00:00 - New York Midnight
08:30 – New York Open (News events come out)
12:00/13:00 - New York Lunch (No trade time period)
13:30 - (Algorithm)
16:30 - Close
* The open, high...
CAUTION : This system was inspired from seiglerj' s "Money Flow Index " script. Open Interests are used instead of volume.
What is the Money Flow Index ( MFI )?
The Money Flow Index ( MFI ) is a technical oscillator that uses price and volume for identifying overbought or oversold conditions in an asset. It can also be used to spot divergences which warn of a...
Adapted existing Market Profile scripts to be move suitable for Futures Markets with Session and After Hours split
Script Provides split Market Profiles for Session and After Hours
Users can customize the Session and AH hours inputs to suit any ticker and their interpretation of prime and non-prime hours
LazyBear ' s "Weiss Wave " codes are used for open interests.
Original Weiss Wave Volume :
Let's start :
Open Interest vs. Volume: An Overview
Volume and open interest are two key measurements that describe the liquidity and activity of contracts In the options and futures markets. However, their meanings and applications are different. Volume...
This scripts plots settlement and the circuit breaker limits for U.S. Equity Indexes. The current limits for the equity index futures are + and - 7%, 13%, and 20% from the previous day's settlement price. If price reaches these levels trading is either paused briefly or for the remainder of the day. The full resource (CME Website) is below.
There are plans to...
Trend Surfers - Premium Breakout Strategy with Alerts
I am happy today to release the first free Trend Surfers complete Breakout Strategy!
The strategy includes:
Entry for Long and Short
Risk Management Feature
How the strategy works
This is a Trend Following strategy. The strategy will have drawdowns, but they...
This is the indicator version of a simple, yet very efficient crypto strategy, adapted to 4h time frame, on big coins like ETH and BTC . However it can be adapted to other markets, timeframes etc
For this strategy I use a combination of a trend line , an oscillator, price action and volume .
This study has alert for both long and short entries/exit.
This indicator draws the Pre-Market Low and High for futures. Futures do not really have "P.M" because they are almost always open, but I chart /ES and trade $SPY options, so this has been useful in finding P.M levels.
This is a combination of the Mini-Day Separator Indicator, timings based off the research by Tom Henstridge/@LiquiditySniper and additional Index KZ delineations, based on ICT's 2022 Youtube Mentorship.
*It borrows some minor code from Enricoamato997 . Credit where it is due!
This is a joint effort by myself, @vbwilkes / Offseason Vince and @Tom_FOREX /...
VIX: Backwardation Vs Contango
Quickly visualize Contango vs Backwardation in the S&P 500 Volatility Index by plotting the prices of the futures contracts over the next 9 months
Note: indicator does not map to time axis in the same way as price; it simply plots the progression of contract months out into the future; left to right; so timeframe DOESN'T MATTER...
MEATS: Live Cattle , Feeder Cattle, Lean Hogs (LE, GF , HE)
Quickly visualize carrying charge market vs backwardized market by comparing the price of the next 2 years of futures contracts.
Carrying charge (contract prices increasing into the future) = normal, representing the costs of carrying/storage of a commodity. When this is flipped to Backwardation (contract...