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Cycles

Inflation Rate of ChangeInflation and the Fed interest rate impacts all corners of the economy. Today I am releasing to the community an indicator that measures the rate of change of inflation with historical data back to ~1950. I built this to study the historical market impacts of inflation and changes to the Fed rate (see separate indicator I published for Fed Funds Rate here ). What this indicator does: This indicator pulls in Consumer Price Index data and applies a rate of change formula to it. The output is measured as a percentage. I.e. 7 would mean a 7% rate of change over the look-back period. Options in the indicator: You can change the amount of bars back it uses to calculate rate of change. By default it is set to 253, which would be looking 1 year back on a normal stock market day chart. If you are on a month chart, you would input 12 there to look 1 year back, etc. There are also different versions of the CPI that you can select with a drop-down input to pull in different inflation measures: FRED:CPIAUCSL = Urban Consumers, All Items (this is the default data it pulls, and is a common way to measure inflation) FRED:CPIUFDNS = Food FRED:CPIHOSNS = Housing FRED:CPIENGSL = Energy Disclaimer: Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
Pine Script™ indicator
by TradeAutomation
10-2 Year Treasury Yield Spread by zdmreLong-term bond yield reflects inflation. Short-term bond yields are tools used to predict Fed's interest rate policy. Spread between the two represents four cycles of an economy. 1. Growth Short-term yield rises as interest rates rise. Spread narrows. 2. Slow growth Central bank raises interest rates faster and short-term yield exceeds long-term yield. Spread turns negative. 3. Recession High interest rates lead to more defaults. Inflation caps consumption. Central bank lowers interest rate to stimulate the economy and short-term yield falls. Spread widens. 4. Recovery Central bank continues easing. Spread remains wide and yield curve remains steep. 0 = Recession Risk 2.6 = Recovery Plan DYOR
Pine Script™ indicator
by zdmre
5
Fed Funds Rate IndicatorWith the current level of inflation and the Fed outlook on interest rates, it inspired some studying on the relationship between Fed rate increases and stock market performance over periods of inflation. Today I am releasing to the community an indicator that will show you the Fed Funds Rate historically. You can add it to any chart or index to study the impact of Fed Funds Rate changes. There are 2 options for the indicator data source you can select in the indicator settings. FRED:EFFR data updates daily but only goes back ~20 years. FRED:FEDFUNDS data only updates monthly but goes back to 1947. Disclaimer: Open-source scripts I publish in the community are largely meant to spark ideas that can be used as building blocks for part of a more robust trade management strategy. If you would like to implement a version of any script, I would recommend making significant additions/modifications to the strategy & risk management functions. If you don’t know how to program in Pine, then hire a Pine-coder. We can help!
Pine Script™ indicator
by TradeAutomation
GOOG v GOOGL ArbitrageTiny little indicator. Class A shares of Google ($GOOG) have voting power. Class C shares ($GOOGL) don't. So Class A sells for more since they're strictly better than class C, but how much more? With this indicator, we can see that it's usually about +0.5%. So if it's ever different than that, there might be a small arb opportunity as it rebalances itself. i.e. If it's negative, then class C is temporarily more expensive, and you could short class C and simultaneously buy class A. Alternatively, if it's 2% above, you could do the opposite.
Pine Script™ indicator
by OverexposedPhotoOfADress
2
ETH Gravity OscillatorThis indicator is a deviation of a Center of Gravity Oscillator corrected for the diminishing returns of Ethereum. I've set up this indicator for it to be used on the weekly timeframe . The indicator oscillates between 0 and 10, where 0 indicates oversold conditions and 10 indicates overbought conditions. What is interesting is that it is not particularly ideal for identifying market cycle tops, but generally picks out the most euphoric region in the initial parabolic rally. Good to potentially keep in mind if there is a second bounce to the peak! The indicator plots in any ETH charts. It paints in all time frames, but Weekly time frame is the correct one to interpret the 'official' read of it. Made at the request of a kind commenter. If you would like to request different derivations of this script be sure to let me know!
Pine Script™ indicator
by nickolassteel
Tesla Coil MLThis is a re-implementation of @veryfid's wonderful Tesla Coil indicator to leverage basic Machine Learning Algorithms to help classify coil crossovers. The original Tesla Coil indicator requires extensive training and practice for the user to develop adequate intuition to interpret coil crossovers. The goal for this version is to help the user understand the underlying logic of the Tesla Coil indicator and provide a more intuitive way to interpret the indicator. The signals should be interpreted as suggestions rather than as a hard-coded set of rules. NOTE: Please do NOT trade off the signals blindly. Always try to use your own intuition for understanding the coils and check for confluence with other indicators before initiating a trade.
Pine Script™ indicator
by jdehorty
25
TASC 2022.04 S&P500 Hybrid Seasonal System█  OVERVIEW TASC's April 2022 edition of Traders' Tips includes the "Sell In May? Stock Market Seasonality" article authored by Markos Katsanos. This is the code implementing the "Hybrid ​Seasonal System" from the article. █  CONCEPTS In his article, Markos Katsanos takes an updated look at the "Sell in May" adage by reviewing recent historical data for ​seasonal equity market tendencies. The author explores the development of a trading strategy (a set of buy and sell rules) based on this research. He starts from the enhanced buy & hold system featured in his July 2021 TASC article, and adds additional technical conditions. These include volatility conditions ( VIX and ATR ) plus the "Volume Flow Indicator" (VFI), which is a custom money flow indicator that Katsanos introduced in his June 2004 TASC article. He provides an example of a trading system that others can test for themselves and modify as they see fit. The author notes that the system could likely be improved further by adding money management conditions (such as a stop-loss), or by adding more technical conditions not considered in the ​scope of this article. █  CALCULATIONS The entry and exit rules that constitute the trading system are defined below. The critical values of ​VIX, ​ATR and VFI (specified below) used in the calculations were determined by optimization for a daily chart of the SPY ETF . By default, the strategy only allows long entries. However, the script offers the possibility to initiate short entries upon exiting long trades through the "Long Only" toggle in the script's inputs. Long Entry Rules ​• Seasonal: The ​seasonal trade is initiated on the first business day October at the open. • Volatility: In case of high ​volatility, that is if the ​VIX is above 60% or the 15-day ​​ATR was above 90% over the past 25 days, the ​seasonal trade is deferred until later in the month or year, when the ​volatility subsides. Exit/Short Entry Rules • Seasonal: The exit/short signal is triggered on the first business day of August at the open. • Volatility: The exit/short signal is triggered if ​VIX is above 120 % (i.e. 2 times the corresponding threshold parameter). • Money flow (VFI): The exit/short signal is triggered if the VFI crosses under a critical value (-20) while its 10-day moving average is pointing down. Join TradingView!
Pine Script™ strategy
by PineCodersTASC
2
Mean Shift Pivot ClusteringCore Concepts According to Jeff Greenblatt in his book "Breakthrough Strategies for Predicting Any Market", Fibonacci and Lucas sequences are observed repeated in the bar counts from local pivot highs/lows. They occur from high to high, low to high, high to low, or low to high. Essentially, this phenomenon is observed repeatedly from any pivot points on any time frame. Greenblatt combines this observation with Elliott Waves to predict the price and time reversals. However, I am no Elliottician so it was not easy for me to use this in a practical manner. I decided to only use the bar count projections and ignore the price. I projected a subset of Fibonacci and Lucas sequences along with the Fibonacci ratios from each pivot point. As expected, a projection from each pivot point resulted in a large set of plotted data and looks like a huge gong show of lines. Surprisingly, I did notice clusters and have observed those clusters to be fairly accurate. Fibonacci Sequence: 1, 2, 3, 5, 8, 13, 21, 34... Lucas Sequence: 2, 1, 3, 4, 7, 11, 18, 29, 47... Fibonacci Ratios (converted to whole numbers): 23, 38, 50, 61, 78, 127, 161... Light Bulb Moment My eyes may suck at grouping the lines together but what about clustering algorithms? I chose to use a gimped version of Mean Shift because it doesn't require me to know in advance how many lines to expect like K-Means. Mean shift is computationally expensive and with Pinescript's 500ms timeout, I had to make due without the KDE. In other words, I skipped the weighting part but I may try to incorporate it in the future. The code is from Harrison Kinsley . He's a fantastic teacher! Usage Search Radius: how far apart should the bars be before they are excluded from the cluster? Try to stick with a figure between 1-5. Too large a figure will give meaningless results. Pivot Offset: looks left and right X number of bars for a pivot. Same setting as the default TradingView pivot high/low script. Show Lines Back: show historical predicted lines. (These can change) Use this script in conjunction with Fibonacci price retracement/extension levels and/or other support/resistance levels. If it's no where near a support/resistance and there's a projected time pivot coming up, it's probably a fake out. Notes Re-painting is intended. When a new pivot is found, it will project out the Fib/Lucas sequences so the algorithm will run again with additional information. The script is for informational and educational purposes only. Do not use this indicator by itself to trade!
Pine Script™ indicator
by CryptoGearBox
2
MACRO BTC HEALTH 1WThis indicator is used as MACRO tool to view the outlook of BTC on the 1W time frame to illustrate (BLX chart works best) BTC's price action and where it's at, it helps provide an indication of the crypto market's current health as BTC health is an overall indicator in the crypto market as a whole. This indicator uses historic data to fit between 4 bands fitted to MA, top(red) when BTC is overheated, 2 bands in middle(yellow) when BTC in fair value, and bottom band(blue) when BTC is oversold I combined MA that fit BTC 1W chart precisely to show when BTC looks overheated vs over sold using historic data. When BTC is in the top bands historically overheated. When BTC is in the middle it is fighting at fair value with the 2 yellow lines in the middle, bullish when above yellow lines, as they act as support, and in downtrend when price is below yellow lines and can act as resistance. Historically the 200W MA is where BTC finds support at an oversold level at the bottom blue line. When two yellow lines in middle cross downwards historically results in a downtrend to the bottom oversold line (blue). and when two yellow lines cross up and BTC holds them as support bullish trend continues until it is overheated passed the red band. This indicator is not meant for day trading but is meant to illustrate a MACRO view of BTC current situation from a zoomed-out view, and to help illustrate to investors where things are at so they leave emotions out of the market and can make decisions based on BTC current levels using Historic data. Pro tip use bottom line(blue, oversold) as an opportunity to buy in and top line red(overheated) to scale out of positions, LONG TERM CRYPTO IS BULLISH BUT GREAT TO GET AN OUTLOOK OF THE CURRENT STATE OF BTC, WHILE ALSO USING MACRO ECONOMIC SENTIMENT IRL, FUNDAMENTAL ECONOMIC DECISIONS, ECONOMIC CONDITIONS/ENVIRONMENT, ECONOMIC HEALTH ,FED DECISIONS, INTEREST RATE ENVIRONMENT AND OF COURSE LOOKING AT CRYPTO ADOPTION. Hope this indicator helps leave emotions out of the market by providing a good guide of BTC sentiment, and its current health to make decisions accordingly. NFA but good to envision the MACRO BTC HEALTH at the 1W timeframe.
Pine Script™ indicator
by TheSilverApe
Long Term: Cumulative Moving AverageWho to use? This indicator is for Long Term Investors or for Position trading and not for Day traders. What time-frame to use? • Daily, Weekly or Monthly What is Blue line? • Blue line is Cumulative Moving Average. It is cumulative sum of closing price. • It is a trend reversal level. • It is a strong support level. • If price is below Blue line better not to take any Long position until it crosses above it. What are Red lines? • Red lines are Multiplier levels. • These are target levels to exit the position. • It can be breakout or pull back levels. • The level combination numbers can be fully odd or even numbers. • For example in certain stocks the working levels will be 1x, 3x, 5x etc., in others it will be even numbers like 2x, 4x, 6x etc. • In some cases the levels need to be tweaked with custom decimals like 1.1x, 2.1x, 3.1x, 4.1x etc. to align the support & resistance levels. How to use? Entry • Enter when the Price reach closer to the Blue line. • Enter Long when the Price takes a pullback or breakout at the Red lines. Exit • Exit position when the Price reach closer to the Red lines in Long positions. Indicator Menu • Works only in higher time-frames like D, W & M. • Will not work in Lower time-frames less than "D" or the Launch Date shows wrong in Lower time-frames. Multipliers: (Read above What are Red lines?) Launch Date: • Launch Date: Starting date of stock when it appeared in the exchange. Works only in D, W & M timeframes. • Years: Total number of years from the Launch Date. Accurate date will be shown in Daily timeframe. • Candles Count: Total number of candles from the Launch Date in the current timeframe. Labels: • First number is last traded price. • Second number in () is percentage change from last traded price to that level.
Pine Script™ indicator
by Arun_K_Bhaskar
1
Accumulation/Distribution Bands & Signals (BTC, 1D, BITSTAMP) This is an accumulation/distribution indicator for BTC/USD (D) based on variations of 1400D and 120D moving averages and logarithmic regression. Yellow plot signals Long Term Accumulation, which is based on 1400D (200W) ALMA, orange plot signals Mid Term Accumulation and is based on 120D ALMA, and finally the red plot signals Long Term Distribution that's based on log regression. It should be noted that for red plot to work BTC 1D BITSTAMP graph must be used, because the function of the logarithmic regression was modified according to the x axis of the BITSTAMP data. Signal bands have different coefficients; long term accumulation (yellow) and and the log regression (red) plots have the highest coefficients and mid term accumulation (orange) has the lowest coefficients. Coefficients are 6x, 3x and 1.5x for the red (sell) and yellow (buy) plots and 1x, 2x and 3x for the orange (buy) plot. Selling coefficient for the yellow and the orange plots are respectively 2x and 1x. Buy and sell signals are summed up accordingly and plotted at the top of the highest band. Acknowledgement: Credits for the logarithmic regression function are due @memotyka9009 and Benjamin Cowen
Pine Script™ indicator
by spacekadet17
8