Entrate, take profit e stop loss, target 1
Questo script vuole essere un aiuto nell'impostare le operazioni a mercato giorno per giorno.
A seconda della posizione che si vuole scegliere (long o short) guardando il grafico si può essere aiutati dall'indicatore Entrare.
Le linee trasparenti verdi e arancioni sono entrate:
long: la mia entrata a mercato sarà al prezzo della riga arancione trasparente, il mio stop loss alla riga rossa, il mio tp 1 alla riga bianca superiore e il tp 2 alla riga verde.
short: la mia entrata a mercato sarà al prezzo della riga verde trasparente, il mio stop loss alla riga verde, il mio tp 1 alla riga bianca inferiore e il tp 2 alla riga rossa.
Questa semplice strategia è basata su altri due script di mia creazione che trovate a questi indirizzi:
This script is made for help people with their entry day per dar.
Depending on the position yuo decided (long or short) and whatcing the chart you can be helped by this script "Entrate".
Transparent Green and Orange line are entry points:
long: the entry point will be the transparent orange line, stop loss at red line, tp1 at upper white line and tp 2 at green line.
short: the entry point will be the transparent green line, stop loss at green line, tp1 at lower white line and tp2 at red line.
This simple strategy is based on other 2 script made by me, and you can find at these links:
Buona fortuna e Good Luck!
Breadth Indicators
IndianPivotBoss_ADMIN_NIFTYThis is the Advance Decline Momentum Index for Top 18 stocks of Nifty 50 index.
This is similar to the ADMIN index for Bank Nifty Stocks that is already available for public use.
Top 18 stocks of Nifty contributes more than 70% of Nifty's movement.
The index has the following options :
1) Admin line (shorter momentum ) : By default this is enabled. If it crosses above 50, it indicates upward momentum with stock participation. If it crosses below 50 it indicates downward momentum. Divergence of this indicator Vs price is an excellent advance clue for a possible reversal.
2) Admin line (longer momentum) : This is to be used with respect to S.No. 1. If shorter momentum crosses longer momentum upside, it is an indication of stronger momentum and vice versa.
3) Admin MACD : Upward sloping indicates stronger momentum and downward sloping of histogram lines indicate weaker momentum. Divergence Vs price is an excellent advance clue for a possible reversal.
4) Advance decline line : This is the actual cumulative advance decline line.
5) Advance decline line 200 ema : This is the 200 ema of the advance decline line.
StonkBTC - autoswitch secondary series for scalpersSince the drop in March of 2020, the U.S. ETF , SPY, has been correlated with bitcoin's moves, especially during the NY session.
This tool is meant to help traders who want to take advantage of that without having to switch the secondary series between BTCUSD and (generally) SPY when changing the ticker they are viewing.
How this works:
The indicator will automatically switch between bitcoin or equity index depending on what ticker your current chart is. Ideally this tool would be very simple to use.
Options:
Show/hide a 'track price' line
Index choice of SP500, Nasdaq 100, and Russell 2000. Further selection by ETF, futures, and CFD
Varied bitcoin price sources
Notes:
You will need a separate subscription to TradingView to view realtime CME futures data (if not, it will be delayed by 10 minutes). Because of this, the default option chosen is the CFD for the most complete chart when viewing bitcoin.
NY Core Trading Session: 9:30 a.m. to 4:00 p.m. ET
www.nyse.com
Volume with SD+2Volume with SD+2
Volume with SMA20 and Standard Deviation +2
If Volume < SMA20 , mean Volume Low and less momentum.
If Volume > SMA20 and < SD2 , mean Volume Increase and more momentum.
If Volume > SD2 , mean Volume Climax , show strong trend but show reversal point in someitmes.
BTC Flow Data Bithanos BFD黑科技 灭霸比特币OKCOIN:BTCUSDIDX
BTC Flow Data short title “BFD 黑科技”
1.谨慎追空 Be cautious chasing short
2.谨慎追多 Be cautious chasing long
说明：
当指标提示谨慎追空时候，市场容易突然拉升恶意清算空头仓位；When the indicator prompts to cautiously chase the short, the market is prone to suddenly pull up malicious liquidation of short positions;
当指标提示谨慎追多时候，市场容易突然下跌恶意清算多头仓位；When the indicator prompts to chase more carefully, the market is prone to suddenly fall and maliciously liquidate long positions;
3.牛市见底 Bull market bottomed out
4.熊市见顶 Bear market price peaked
说明：
当市场处于牛市，指标提示牛市见底，当多重牛市见底出现后，市场容易回调结束，酝酿一波上涨行情；When the market is in a bull market, the indicator prompts the bull market to bottom out. When multiple bull markets bottom out, it is easy for the market to end and a wave of rising prices is brewing;
当市场处于熊市，指标提示熊市见顶，市场容易上涨结束，酝酿一波下跌行情；When the market is in a bear market, the indicator prompts the bear market to peak, and the market is prone to rise and end, brewing a wave of declines;
5.严禁追空 Strictly prohibit chasing short (级别划分 level stage: DD< CC< BB< AA< SS )
6.严禁追多 Strictly prohibit chasing long (级别划分 level stage: DD< CC< BB< AA< SS )
说明：
当指标提示严禁追空时候，市场容易突然猛烈拉升清算空头仓位；指标数据级别越高，猛烈拉升的幅度可能就越大；When the indicator prompts that chasing shorts is strictly prohibited, the market is prone to suddenly pull up to clear short positions; the higher the indicator data level, the greater the magnitude of the sharp pull;
当指标提示严禁追多时候，市场容易突然猛烈下跌清算多头仓位；指标数据级别越高，猛烈下跌的幅度可能就越大；When the indicator reminds that it is strictly forbidden to chase more, the market is prone to suddenly fall and liquidate long positions; the higher the indicator data level, the greater the magnitude of the sharp decline;
7.爆空警告 Short Liquidation Warning
8.爆多警告 Long Liquidation Warning
说明：
当指标提示爆空警告时候，市场容易突然超级猛烈拉升清算空头仓位，甚至容易形成日线周线级别价格大底部；When the indicator prompts a burst warning, the market is prone to suddenly and violently pull up the liquidation of short positions, and it is even easy to form a large bottom of the daily or weekly price level;
当指标提示爆多警告时候，市场容易突然超级猛烈下跌清算多头仓位，甚至容易形成日线周线级别价格大顶部；When the indicator prompts a burst warning, the market is prone to suddenly and violently fall and liquidate long positions, and it is even easy to form a large peak of the daily or weekly price ;
Support Resistance MTFHello Traders,
This is Support Resistance script that uses Multi Time Frame. While getting Close/Open/High/Low values of Higher Time Frames the script does NOT use Security function , instead it calculates them.
while choosing Higher Time Frame, you can use "Auto" option so it uses predefined Higher Time Frames, or you can choose the Higher Time Frame Manually from the list. options for HTF => 15mins, 30mins, 60mins, 120mins, 180mins, 240mins, 720mins, Day, Week, 2 Weeks, Months, 3 Months, 6 Months, 12 Months.
You have option to use High/Low or Close/Open values while calculating support resistance levels.
"Period for Highest/Lowest Bars" option is used as loopback period to check if it's Highest/lowest bars. smaller numbers = more sensitive result.
You have option for transparency and coloring of support/resistance levels/zone => Red, Lime, Blue, White, Black, Olive, Gray
An example for 15 min chart, 4hours selected as HTF
You can set transparency and colors as you wish:
You can choose Close/Open prices while calculating S/R levels instead of High/Low
Enjoy!
Crypto Margin Trading ConsensusThis is an indicator of the consensus of traders in the crypto market. It examines the number of short and long positions on several currencies (BTC, ETH, XRP, LTC, XMR, EOS and others) on each bar.
Sometimes traders are in consensus and they are right (enter long and the currencies rise, or enter the short and the currencies decrease) other times, although they are in consensus, it can happen that the market behaves exactly the opposite. Some signals are good, some are not (as with any other indicator, unfortunately).
Because it uses data about multiple currencies, it is a market breadth indicator - it does not refer to One currency, but to several important currencies in the crypto market, simultaneously (calculates based on information about several currencies). That's why it loads SLOWLY - it can take up to 60 seconds to appear.
If a multi-currency trader bar goes LONG (meaning they agree that it should be long), it displays a green upward-facing arrow, otherwise, if there is a consensus that it should be short, it displays a downward arrow.
I hope it will be of some use to you
ICT Sessions [Killzones]This indicator was initially Created by @BryceWH.
Modification by @leonsholo
The indicator uses New York Time
I modified it to match my own criteria which includes:
- I adjusted the time zones.
- Added tags to the settings to make it easy to know which kill zones you are toggling on or off.
- Added the Asia session
- Added the London Close session
How The Indicator Works
Plots the Asia, London, New York and London Close Kill zone as overlay boxes using current daily high / lows.
Marked ranges will move as days range / high and low widens.
Middle fills can be turned on and off.
Colours can be changed to match your preference.
Created this indicator because I didn't like highlighting the whole chart background as seen in other ICT Kill zone indicators on trading view and wanted something visually clearer.
Boxes height can be changed. Positive number puts the box outside current days high and low, negative number puts box inside current days high and low.
" Adapted from Chris Moody's original indicator HLOC" - BryceWH
jbaik OBV Total for BTCSimply added all obv for BTC from different tickers
Tickers included :
BITMEX:XBTUSD
BITFINEX:BTCUSD
COINBASE:BTCUSD
BITSTAMP:BTCUSD
KRAKEN:XBTUSD
HITBTC:BTCUSD
CEXIO:BTCUSD
BINANCE:BTCUSDT
BITTREX:BTCUSDT
BITFLYER:BTCJPY
BITHUMB:BTCKRW
KORBIT:BTCKRW
KRAKEN:XBTEUR
BITFINEX:BTCEUR
BITSTAMP:BTCEUR
COINBASE:BTCEUR
BINANCE:BTCUSDTPERP
BYBIT:BTCUSD
OKEX:BTCUSDT
Consolidation Zones - LiveHello Traders!
This is the script that finds Consolidation Zones in Realtime.
How it works?
- The script finds highest/lowest bars by using "Loopback Period"
- Then it calculates direction
- By using the direction and highest/lowest bar info it calculates consolidation zones in realtime
- If the length of consolidation area is equal/greater than user-defined min length then this area is shown as consolidation zone
- Then Consolidation Zone extends automatically if there is no breakout
if you increase the Loopback Length then you get bigger consolidation zones:
You have option to "Paint Consolidation Area" or not:
Enjoy!
CONSOL SPOT BITCOIN OBVA better OBV analysis tool hardcoded for combined Spot Bitcoin Exchange Volume.
Will dynamically change with Timeframe
Won't Dynamically change with the ticker.
Exchanges:
STAMP BTCUSD
COINBASE BTCUSD
COINBASE2 BTCEUR
COINBASE3 BTCUSDC
COINBASE4 BTCGBP
BINANCE BTCUSDT
BINANCE2 BTCUSDC
BINANCE3 BTCPAX
BITFINEX BTCUSD
KRAKEN XBTUSD
KRAKEN2 XBTEUR
VWAP Bands Team AustraliaThis indicator add 6 configurable vwap bands for each side of the vwap price.
Black-Scholes Model for American OptionsThis model uses Black's Approximation to price American Options. Black's Approximation is an extension of the traditional Black-Scholes model that allows the price of American Options to be approximated within the Black-Scholes Framework. This is necessary because the traditional Black-Scholes model only works on options that are exercised at expiry, not before; like American Options can be.
Black's Approximation approximates the value of an American option by:
1st. Calculating the theoretical price of a european call or put based on the strike price (K), spot price (S), annual return (sigma), time until expiry (T), times until the next 2 ex-dividend dates (t1 & t2), and the dividend paid out at times t1 and t2 (D1 and D2).
2nd. The theoretical price of an option expiring on the second ex-dividend date (t2) is calculated. This replicates exercising the option early.
3rd. Finally, the highest price of the two theoretical prices calculated in steps 1 & 2 is chosen as the approximated price.
How to use this:
1st. Input your strike price.
2nd. Input the risk-free-rate of the currency the option is based in.
3rd. Input the dividend yield for the next ex-dividend date. For example AAPL's dividend yield is 0.82 and will be paid out on August 7,2020.
4th. Input the time until the next ex-dividend date. For example AAPL's next ex-dividend date is August 7,2020, which is 61 days away. So you'd input 61 (this includes weekends and holidays).
5th. Input the dividend yield for the ex-dividend date after the next one. For example AAPL's dividend yield after the next one is 0.82 and will be paid out on November 6, 2020.
6th. Input the time until the next furthest ex-dividend date. For example AAPL's next ex-dividend date after Aug 7th, is on November 6, 2020, which is 152 days away. So you'd input 152 (this includes weekends and holidays).
7th. Input your time until expiry. You can do so in terms of days, hours, and minutes.
8th. Input your chart time-frame in term of minutes. For example, if you're using the 1 min time-frame enter 1, 4hr time-frame enter 480, daily time-frame enter 1440.
9th. Lastly, pick what type of option you want data for: Long Call or Long Put.
*Disclaimer, because Black's Approximation is mostly geared towards stocks, this will only work for stocks. Also, the time variables: time until expiry and time until the ex-dividend dates; don't automatically update. So you will have to update them each day.
Position/stops calculation for controlled trade.Calculate your position and stop loss directly within the trading view chart.
parameters:
Wallet Balance ==> represent you trading account wallet balance
Stop loss purcentage from entry ==> represent the pourcentage of the stop loss from the entry
risk purcentage per trade ==> represent the percentage of you wallet balance you are willing to loose after taking position in a trade, it is advisable to use a maximum risk of 3% or even much less.
Commitments of Traders COT Long & ShortCOT REPORTS
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders ( COT ) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities . For one of the reports, Traders in Financial Futures , traders are classified in the same category for all commodities .
Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports.
Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.
Futures Position
Large Long (large participants in a long position)
Large Short (large participants short position)
Comm Long (Commercial members long position)
Comm Short (Commercial members long position)
Other Long (Other "small" position participants in the long)
Other Short (Other "small" position participants in the long)COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”.
В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке:
Futures Position
Large Long (крупные участники позиции в длинную)
Large Short (крупные участники позиция в короткую)
Comm Long (Коммерческие участники позиции в длинную)
Comm Short (Коммерческие участники позиции в длинную)
Other Long (Другие «мелкие» участники позиции в длинную)
Other Short (Другие «мелкие» участники позиции в длинную)
COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Commitments of Traders COT %COT REPORTS
This type of COT report is calculated as a percentage (%) of open interest. Its purpose is to see how large the position in% in the group of participants is for Open Interest. Someone sees this as an advantage in trading.
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders ( COT ) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities . For one of the reports, Traders in Financial Futures , traders are classified in the same category for all commodities .
Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports.
Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.
NON REPORTABLE POSITIONS contains information on the open positions of small traders, therefore it is not interesting from the point of view of global price fluctuations;
The NON-COMMERCIAL column contains data on major players: banks, investment funds, large investors, etc .;
Spreads shows the multidirectional positions of a single player. This information is not interesting from the point of view of trading;
COMMERCIAL contains information about large companies that are not speculators, but trade to comply with their interests on the site;
The TOTAL column displays general information about the positions of major players;
You also need to pay attention to the values in CHANGES FROM , showing the changes since the last report.
COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”.
Этот тип СОТ отчета, рассчитывается в процентах (% ) к открытому интересу. Цель его заключается в том, что бы видеть насколько крупная позиция в % в группе участников к Открытому интересу. Кто-то в этом видит преимущество в торговли.
В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке:
NON-COMMERCIAL - институциональные инвесторы и хедж-фонды, которые спекулируют на ценах на сырьевые товары, чтобы получать прибыль от краткосрочных или долгосрочных движений. Например, хедж-фонд может приобрести фьючерсы на кукурузу, чтобы извлечь выгоду из влияния новых постановлений о производстве этанола на цены на кукурузу, не намереваясь принимать физические поставки. В виду того, что они спекулируют на направлении цены, - это трейдеры, за которыми стоит наблюдать наиболее внимательно.
COMMERCIAL - коммерческие представители крупных производственных компаний, которые торгуют в интересах этих компаний и используют фьючерсный рынок для компенсации риска на наличном или спотовом рынках. Например, фермер сои может хеджировать цены на урожай, чтобы гарантировать, что он сможет продать свой продукт по установленной цене. Поскольку эти игроки не спекулируют на направлении цены, - эта группа трейдеров не особенно полезна для тех, кто ищет подсказки о будущих движениях рынка. На рынке хеджерам характерно контртрендовое поведение.
NON REPORTABLE POSITIONS - мелкие трейдеры, которые не обязаны сообщать о своих позициях в CFTC. Зачастую у этой группы трейдеров не достаточно опыта или информации, чтобы предсказывать тенденции рынка, поэтому эта категория обычно игнорируется теми, кто читает отчеты COT .
COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Commitments of Traders NET COTCOT REPORTS
The Commodity Futures Trading Commission (Commission or CFTC) publishes the Commitments of Traders (COT) reports to help the public understand market dynamics. Specifically, the COT reports provide a breakdown of each Tuesday’s open interest for futures and options on futures markets in which 20 or more traders hold positions equal to or above the reporting levels established by the CFTC.
The COT reports are based on position data supplied by reporting firms (FCMs, clearing members, foreign brokers and exchanges). While the position data is supplied by reporting firms, the actual trader category or classification is based on the predominant business purpose self-reported by traders on the CFTC Form 401 and is subject to review by CFTC staff for reasonableness.2 CFTC staff does not know specific reasons for traders’ positions and hence this information does not factor in determining trader classifications. In practice this means, for example, that the position data for a trader classified in the “producer/merchant/processor/user” category for a particular commodity will include all of its positions in that commodity, regardless of whether the position is for hedging or speculation. Note that traders are able to report business purpose by commodity and, therefore, can have different classifications in the COT reports for different commodities. For one of the reports, Traders in Financial Futures, traders are classified in the same category for all commodities.
Due to legal restraints (CEA Section 8 data and confidential business practices), the CFTC does not publish information on how individual traders are classified in the COT reports.
Generally, the data in the COT reports is from Tuesday and released Friday. The CFTC receives the data from the reporting firms on Wednesday morning and then corrects and verifies the data for release by Friday afternoon.
NON REPORTABLE POSITIONS contains information on the open positions of small traders, therefore it is not interesting from the point of view of global price fluctuations;
The NON-COMMERCIAL column contains data on major players: banks, investment funds, large investors, etc .;
Spreads shows the multidirectional positions of a single player. This information is not interesting from the point of view of trading;
COMMERCIAL contains information about large companies that are not speculators, but trade to comply with their interests on the site;
The TOTAL column displays general information about the positions of major players;
You also need to pay attention to the values in CHANGES FROM , showing the changes since the last report.
COT reports can be found on the website of the Commodity Futures Trading Commission. The most relevant reports can be found in the section “Current Legacy Reports”.
В отчете COT участники рынка сгруппированы по объему, которым они оперируют на рынке:
NON-COMMERCIAL - институциональные инвесторы и хедж-фонды, которые спекулируют на ценах на сырьевые товары, чтобы получать прибыль от краткосрочных или долгосрочных движений. Например, хедж-фонд может приобрести фьючерсы на кукурузу, чтобы извлечь выгоду из влияния новых постановлений о производстве этанола на цены на кукурузу, не намереваясь принимать физические поставки. В виду того, что они спекулируют на направлении цены, - это трейдеры, за которыми стоит наблюдать наиболее внимательно.
COMMERCIAL - коммерческие представители крупных производственных компаний, которые торгуют в интересах этих компаний и используют фьючерсный рынок для компенсации риска на наличном или спотовом рынках. Например, фермер сои может хеджировать цены на урожай, чтобы гарантировать, что он сможет продать свой продукт по установленной цене. Поскольку эти игроки не спекулируют на направлении цены, - эта группа трейдеров не особенно полезна для тех, кто ищет подсказки о будущих движениях рынка. На рынке хеджерам характерно контртрендовое поведение.
NON REPORTABLE POSITIONS - мелкие трейдеры, которые не обязаны сообщать о своих позициях в CFTC. Зачастую у этой группы трейдеров не достаточно опыта или информации, чтобы предсказывать тенденции рынка, поэтому эта категория обычно игнорируется теми, кто читает отчеты COT.
COT-отчёты можно найти на сайте Комиссии по торговле товарными фьючерсами. Наиболее релевантные отчеты можно найти в разделе “Current Legacy Reports”.
Binomial Option Pricing ModelA binomial option pricing model is an option pricing model that calculates an option's price using binomial trees. The BOPM method of calculating option prices is different from the Black-Scholes Model because it provides more flexibility in the type of options you want to price. The BOPM, unlike the BS model typically used for European style options, allows you to price options which have the ability to exercise early, such as American or Bermudan options. Although you can use the BOPM for any option style.
This specific model allows you to price both American and European vanilla options.
The way the BOPM calculates option prices is by:
First, dividing up the time until expiry into equal parts called steps. This specific model presented only uses 2 steps. For example, say you have an option with an expiry of 60 days, and your binomial tree has only two steps. Then each step will contain 30 days.
Second, the model will project the expected price of the underlying at the end of each step, called a node. The expected price is calculated by using the underlying's volatility and projecting what the price of the underlying would be if it were to rise and fall. This step is repeated until the terminal node, aka the end of the tree, is reached.
Third, once the terminal node's expected underlying prices are calculated, their expected option prices must be calculated.
Finally, after calculating the terminal option prices, backwards induction must be used to calculate the option prices at the previous nodes, until you reach Node 0, aka the current option price.
In order to use this model:
1st. Enter your option's strike price.
2nd. Enter the risk-free-rate of the currency the option is based in.
3rd. Enter the dividend yield of the underlying if it's a stock, or the foreign risk-free-rate if it's an FX option.
*For example, if you were trading an AAPL stock option, in the risk-free-rate box mentioned in step 2, you would enter the US risk-free-rate because AAPL options are traded in US dollars. In the dividend yield box mentioned in step 3, you would enter the stock's dividend yield, which for AAPL is 0.82.
*If you were, for example, trading an option on the EUR/JPY currency pair, the risk-free-rate mentioned in step 2, would be the Japanese risk-free-rate. Then in the the dividend yield box from step 3, you'd input the Eurozone risk-free-rate.
*If you were trading an options on futures contract, the risk-free-rate mentioned in step 2, would be the risk-free-rate for whatever currency the futures contract is denominated in. For example EUR futures are denominated in USD, so you would input the US risk-free-rate. Meanwhile, something like FTSE futures are denominated in GBP, so you would input the British risk-free-rate. As for the dividend yield box mentioned in step 3, for all options on futures, enter 0.
4th. Pick what type of underlying the option is based on: stock, FX, or futures.
5th. Pick the style of option: American or European.
6th. Pick the type of option: Long Call or Long Put.
7th. Input your time until expiry. You can express this in terms of days, hours, and minutes.
8th. Lastly, input your chart time-frame in term of minutes. For example, if you're using the 1 min time-frame enter 1, 4hr time-frame enter 480, daily time-frame enter 1440.
*Disclaimer, because this particular model only uses 2 steps, it won't work on stocks with high prices (over $100). If you want to use this on stocks with prices greater than $100, you would need to add more steps to the code, shown below. The model in its current form should work for stocks below $100.
Bitcoin Dominance MomentumThis is a simple study of Bitcoin Dominance vs Altcoin Performance.
The general idea, is that as Bitcoin Dominance falls, Altcoins rise, and vice versa.
So, I decided to plot a MACD indicator of CRYPTOCAP:BTC.D to judge macro turning points in the cryptocurrency markets.
CoGrid ManagementThis strategy uses grid levels determined by pivot points based on the selected time period.
It's useful for swing trading without leverage, spot trading or for Hold management.
If the price goes down we buy and if it continues to go down we keep buying improving the average price.
When the price rises above the average entry price, we sell and if it continues to rise, we continue to sell.
It works for any pair as long as Buys and Sells quantities are adjusted correctly.
In these times of great economic change, good luck to everyone 🍀
Highest High and Lowest Low Channel StrategyHighest / Highest High Highest (Data) - HHV (Data, Period)
Lowest / Lowest Low Lowest (Data) LLV (Data, Period)
These functions calculate the highest / lowest value of a selected data.
Highest High and Lowest Low options are mostly used.
The Highest function calculates the highest value of the selected data in the past.
The Lowest function calculates the lowest value of the selected data in the past.
ADD for SPX intraday (NYSE Adv-Decl) -Tom1traderThis is the NYSE Advancers - decliners which the SPX pretty much follows. You can chart it like any index (ADD -NYSE $ADV MINUS $DECL) but I find it more useful in a separate panel with colors for direction.
The level gives an idea of days move (example: plus or minus 500 is not much movement through the session) but I follow the direction as when more stocks advance (green) or decline (red) the index tends to track it pretty closely.
On SPX, SPY and correlateds - very useful for intra-day trading (Scalping or 0DTE option trades) but not for higher time frames at all. If you chart the ADD in a chart and compare 5 minute to daily you will see what I mean.
I left it at 5 minutes timeframe which displays well on any intraday chart. You can change it by changing the "5" in the security function on line 13 to what you want ("1" 1 minute, "15" 15 minutes) or change it to timeframe.period (no quotes) so that it will follow the timeframe of the current chart. I like 5 min as it displays better on higher timeframes i.e. 15 min. or hour.
A simple moving average with a length of 10 is added to help gauge momemtum.
Hope this helps with trading or scripting ideas, questions or feed back welcome. Keep Smiling.
