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Interest Rate Trading (Manually Added Rate Decisions) [TANHEF]Interest Rate Trading: How Interest Rates Can Guide Your Next Move. How were interest rate decisions added? All interest rate decision dates were manually retrieved from the 'Record of Policy Actions' and 'Minutes of Actions' on the Federal Reserve's website due to inconsistent dates from other sources. These were manually added as Pine Script currently only identifies rate changes, not pauses. █ Simple Explanation: This script is designed for analyzing and backtesting trading strategies based on U.S. interest rate decisions which occur during Federal Open Market Committee (FOMC) meetings, to make trading decisions. No trading strategy is perfect, and it's important to understand that expectations won't always play out. The script leverages historical interest rate changes, including increases, decreases, and pauses, across multiple economic time periods from 1971 to the present. The tool integrates two key data sources for interest rates—USINTR and FEDFUNDS—to support decision-making around rate-based trades. The focus is on identifying opportunities and tracking trades driven by interest rate movements. █ Interest Rate Decision Sources: As noted above, each decision date has been manually added from the 'Record of Policy Actions' and 'Minutes of Actions' documents on the Federal Reserve's website. This includes +50 years of more than 600 rate decisions. █ Interest Rate Data Sources: USINTR: Reflects broader U.S. interest rate trends, including Treasury yields and various benchmarks. This is the preferred option as it corresponds well to the rate decision dates. FEDFUNDS: Tracks the Federal Funds Rate, which is a more specific rate targeted by the Federal Reserve. This does not change on the exact same days as the rate decisions that occur at FOMC meetings. █ Trade Criteria: A variety of trading conditions are predefined to suit different trading strategies. These conditions include: Increase/Decrease: Standard rate increases or decreases. Double/Triple Increase/Decrease: A series of consecutive changes. Aggressive Increase/Decrease: Rate changes that exceed recent movements. Pause: Identification of no changes (pauses) between rate decisions, including double or triple pauses. Complex Patterns: Combinations of pauses, increases, or decreases, such as "Pause after Increase" or "Pause or Increase." █ Trade Execution and Exit: The script allows automated trade execution based on selected criteria: Auto-Entry: Option to enter trades automatically at the first valid period. Max Trade Duration: Optional exit of trades after a specified number of bars (candles). Pause Days: Minimum duration (in days) to validate rate pauses as entry conditions. This is especially useful for earlier periods (prior to the 2000s), where rate decisions often seemed random compared to the consistency we see today. █ Visualization: Several visual elements enhance the backtesting experience: Time Period Highlighting: Economic time periods are visually segmented on the chart, each with a unique color. These periods include historical phases such as "Stagflation (1971-1982)" and "Post-Pandemic Recovery (2021-Present)". Trade and Holding Results: Displays the profit and loss of trades and holding results directly on the chart. Interest Rate Plot: Plots the interest rate movements on the chart, allowing for real-time tracking of rate changes. Trade Status: Highlights active long or short positions on the chart. █ Statistics and Criteria Display: Stats Table: Summarizes trade results, including wins, losses, and draw percentages for both long and short trades. Criteria Table: Lists the selected entry and exit criteria for both long and short positions. █ Economic Time Periods: The script organizes interest rate decisions into well-defined economic periods, allowing traders to backtest strategies specific to historical contexts like: (1971-1982) Stagflation (1983-1990) Reaganomics and Deregulation (1991-1994) Early 1990s (Recession and Recovery) (1995-2001) Dot-Com Bubble (2001-2006) Housing Boom (2007-2009) Global Financial Crisis (2009-2015) Great Recession Recovery (2015-2019) Normalization Period (2019-2021) COVID-19 Pandemic (2021-Present) Post-Pandemic Recovery █ User-Configurable Inputs: Rate Source Selection: Choose between USINTR or FEDFUNDS as the primary interest rate source. Trade Criteria Customization: Users can select the criteria for long and short trades, specifying when to enter or exit based on changes in the interest rate. Time Period: Select the time period that you want to isolate testing a strategy with. Auto-Entry and Pause Settings: Options to automatically enter trades and specify the number of days to confirm a rate pause. Max Trade Duration: Limits how long trades can remain open, defined by the number of bars. █ Trade Logic: The script manages entries and exits for both long and short trades. It calculates the profit or loss percentage based on the entry and exit prices. The script tracks ongoing trades, dynamically updating the profit or loss as price changes. █ Examples: One of the most popular opinions is that when rate starts begin you should sell, then buy back in when rate cuts stop dropping. However, this can be easily proven to be a difficult task. Predicting the end of a rate cut is very difficult to do with the the exception that assumes rates will not fall below 0.25%. 2001-2009 Trade Result: +29.85% Holding Result: -27.74% 1971-2024 Trade Result: +533% Holding Result: +5901% █ Backtest and Real-Time Use: This backtester is useful for historical analysis and real-time trading. By setting up various entry and exit rules tied to interest rate movements, traders can test and refine strategies based on real historical data and rate decision trends. This powerful tool allows traders to customize strategies, backtest them through different economic periods, and get visual feedback on their trading performance, helping to make more informed decisions based on interest rate dynamics. The main goal of this indicator is to challenge the belief that future events must mirror the 2001 and 2007 rate cuts. If everyone expects something to happen, it usually doesn’t.
Pine Script™ indicator
by TanHef
[DarkTrader] Pivot Point HeatmapThe indicator calculates pivot points using price data from different timeframes such as 12M, 1M, 1W, 3D, and 1D. For each timeframe, it retrieves the high, low, open, and close prices of the previous bar. The pivot point is calculated as the average of the high, low, and close prices, which provides a central level where market sentiment may shift. This calculation is repeated for each timeframe, ensuring a multi-dimensional view of potential interest zones. Importance of Pivot Points : Pivot points are essential tools in technical analysis, providing traders with levels that act as potential support and resistance zones. These zones help identify price levels where reversals or breakouts are more likely to occur. Visual Representation : The core feature of this indicator is its ability to visualize pivot points as a heatmap on the chart. Instead of showing just the latest pivot points, it tracks the historical pivot swipe, providing a dynamic view of how price interacts with these key levels. Each pivot point is represented by a line, color-coded based on its position relative to other points, creating a gradient effect that highlights the most critical price areas. Customization Options : Traders can customize various aspects of the heatmap to suit their preferences. The indicator offers options to toggle pivot swipe history, enabling traders to either focus on the most recent price interactions or consider how price has behaved over time. The background color and pivot line colors are fully customizable, making it easy to match the heatmap with your chart's theme or emphasize certain price levels. Detecting Sweeps and Price Interaction : Another important feature is the detection of price interactions with pivot levels. If the current bar's high and low cross a pivot point, it signals that the pivot level has been "swept" by price action, potentially indicating a change in market sentiment. The indicator either extends the line if the pivot point remains relevant or deletes it if price has broken through. This dynamic adjustment helps traders stay updated on which pivot levels are still valid.
Pine Script™ indicator
by cdw1p
OI Volume Oscillator Cross DynamicsThe OI Volume Oscillator Cross Dynamics is a custom indicator designed to analyze the relationship between Open Interest (OI) and Volume Oscillator in the cryptocurrency markets. This tool aims to assist traders in identifying potential market sentiment shifts, enabling them to make informed trading decisions based on the dynamic interplay of these key market components. Key Components: Open Interest (OI): This component represents the total number of outstanding derivative contracts, such as futures and options, that have not been settled. Open Interest provides insights into market participation and trader commitment, offering a broader perspective on the flow of money into the market. Volume Oscillator: The Volume Oscillator is a momentum indicator that showcases the difference between two volume moving averages. It is instrumental in identifying bullish or bearish market trends by providing insights into buying and selling pressure in the market. Functional Dynamics: Crossover Analysis: The indicator identifies points where the Volume Oscillator crosses above or below the Open Interest, marking potential shifts in market sentiment. These crossover points are visually represented, making them easily identifiable for analysis. Visual Cues: The indicator uses visual shapes and colors to enhance interpretability. Bullish crossovers are marked with green upward triangles, while bearish crossovers are represented by red downward triangles. Customization: The indicator allows for customization of the Volume Oscillator’s sensitivity through a multiplier, enabling traders to adjust the indicator according to their trading strategy and market outlook. Usage Guidelines: Bullish Scenario: A crossover of the Volume Oscillator above the Open Interest is interpreted as a bullish signal, indicating potential upward price movement due to increased buying pressure or trading activity. Bearish Scenario: A crossover of the Volume Oscillator below the Open Interest is seen as a bearish signal, suggesting potential downward price movement due to increased selling pressure or reduced trading activity. Conclusion: The OI Volume Oscillator Cross Dynamics indicator is designed to provide traders with a nuanced perspective of market activity through the combined analysis of Open Interest and Volume Oscillator. Its design aims to offer valuable insights, allowing for a strategic approach to trading based on the observed market dynamics. The code is open source and utilizes Binance info but you can alter the code to meet your needs to go beyond just Bitcoin if needed.
Pine Script™ indicator
by Crypto_Moses
Open Interest Chart [LuxAlgo]The Open Interest Chart displays Commitments of Traders %change of futures open interest , with a unique circular plotting technique, inspired from this publication Periodic Ellipses . 🔶 USAGE Open interest represents the total number of contracts that have been entered by market participants but have not yet been offset or delivered. This can be a direct indicator of market activity/liquidity, with higher open interest indicating a more active market. Increasing open interest is highlighted in green on the circular plot, indicating money coming into the market, while decreasing open interests highlighted in red indicates money coming out of the market. You can set up to 6 different Futures Open interest tickers for a quick follow up: 🔶 DETAILS Circles are drawn, using plot() , with the functions createOuterCircle() (for the largest circle) and createInnerCircle() (for inner circles). Following snippet will reload the chart, so the circles will remain at the right side of the chart: if ta.change(chart.left_visible_bar_time ) or ta.change(chart.right_visible_bar_time) n := bar_index Here is a snippet which will draw a 39-bars wide circle that will keep updating its position to the right. //@version=5 indicator("") n = bar_index barsTillEnd = last_bar_index - n if ta.change(chart.left_visible_bar_time ) or ta.change(chart.right_visible_bar_time) n := bar_index createOuterCircle(radius) => var int end = na var int start = na var basis = 0. barsFromNearestEdgeCircle = 0. barsTillEndFromCircleStart = radius startCylce = barsTillEnd % barsTillEndFromCircleStart == 0 // start circle bars = ta.barssince(startCylce) barsFromNearestEdgeCircle := barsTillEndFromCircleStart -1 basis := math.min(startCylce ? -1 : basis + 1 / barsFromNearestEdgeCircle * 2, 1) // 0 -> 1 shape = math.sqrt(1 - basis * basis) rad = radius / 2 isOK = barsTillEnd <= barsTillEndFromCircleStart and barsTillEnd > 0 hi = isOK ? (rad + shape * radius) - rad : na lo = isOK ? (rad - shape * radius) - rad : na start := barsTillEnd == barsTillEndFromCircleStart ? n -1 : start end := barsTillEnd == 0 ? start + radius : end = createOuterCircle(40) plot(h), plot(l) 🔶 LIMITATIONS Due to the inability to draw between bars, from time to time, drawings can be slightly off. Bar-replay can be demanding, since it has to reload on every bar progression. We don't recommend using this script on bar-replay. If you do, please choose the lowest speed and from time to time pause bar-replay for a second. You'll see the script gets reloaded. 🔶 SETTINGS 🔹 TICKERS Toggle :     • Enabled  -> uses the first column with a pre-filled list of Futures Open Interest tickers/symbols     • Disabled -> uses the empty field where you can enter your own ticker/symbol Pre-filled list : the first column is filled with a list, so you can choose your open interest easily, otherwise you would see COT:088691_F_OI aka Gold Futures Open Interest for example.      If applicable, you will see 3 different COT data:     • COT: Legacy Commitments of Traders report data     • COT2: Disaggregated Commitments of Traders report data     • COT3: Traders in Financial Futures report data Empty field : When needed, you can pick another ticker/symbol in the empty field at the right and disable the toggle. Timeframe : Commitments of Traders (COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) and is published weekly. Therefore data won't change every day.      Default set TF is Daily 🔹 STYLE From middle:     • Enabled (default): Drawings start from the middle circle -> towards outer circle is + %change , towards middle of the circle is - %change     • Disabled: Drawings start from the middle POINT of the circle, towards outer circle is + OR -     -> in both options, + %change will be coloured green , - %change will be coloured red .     -> 0 %change will be coloured blue , and when no data is available, this will be coloured gray . Size circle : options tiny, small, normal, large, huge. Angle : Only applicable if "From middle" is disabled!     -> sets the angle of the spike: Show Ticker : Name of ticker, as seen in table, will be added to labels. Text - fill     • Sets colour for +/- %change Table     • Sets 2 text colours, size and position Circles     • Sets the colour of circles, style can be changed in the Style section.        You can make it as crazy as you want:
Editors' picks
Pine Script™ indicator
by LuxAlgo
23
Annualized Spot-Future DifferenceThe "Annualized Spot-Future Difference" indicator (ASFD) compares the closing prices of a futures contract and its underlying spot asset. It calculates the price difference between the two instruments and annualizes this difference to provide a standardized measure for comparison. The indicator takes inputs for the futures ticker symbol and the spot ticker symbol, allowing flexibility in selecting the specific assets for analysis. Additionally, it allows the user to input the contract date, which represents the expiration date of the futures contract. The ASFD indicator plots the annualized difference between the futures and spot prices. It calculates the price difference by subtracting the spot price from the futures price. To annualize this difference, it considers the remaining days to the contract expiration and scales the difference accordingly. The annualized difference can provide insights into market expectations, as it reflects the market's perception of the future price movement of the underlying asset. A positive value indicates that the futures price is higher than the spot price, potentially suggesting bullish sentiment. Conversely, a negative value suggests bearish sentiment, with the futures price lower than the spot price. Traders and analysts can utilize the ASFD indicator to identify potential opportunities for arbitrage or evaluate market sentiment regarding the underlying asset. By monitoring changes in the annualized difference over time, they can gain insights into market dynamics and make informed trading decisions. It's important to note that the ASFD indicator relies on accurate and up-to-date pricing data for both the futures and spot assets. Traders should verify that the selected ticker symbols correspond to the desired instruments and ensure that the contract date aligns with the relevant futures contract expiration. Overall, the ASFD indicator provides a quantitative measure of the annualized price difference between futures and spot assets, enabling traders and analysts to assess market expectations and identify potential trading opportunities.
Pine Script™ indicator
by Neo_61
Investing Performance with vs without feesHello traders, I had a chat with a friend recently who's using a fund manager services to invest for him in some US-based ETFs tracking the US indices. I showed him using an online tool that those 2% annual fees he's paying to his fund manager are eating a lot of his profit overtime. As I had some time, I decided to code this simulator in Pinescript because .... why not :) @RicardoSantos already did that Compound Interest function () I added the n parameter being the number of times the interest is compounded per unit of time Compound interest is calculated using the following formula CI = P*(1 + R/n) (n*t) – P Here, P is the principal amount. R is the annual interest rate. t is the time the money is invested or borrowed for. n is the number of times that interest is compounded per unit t, for example if interest is compounded monthly and t is in years then the value of n would be 12. If interest is compounded quarterly and t is in years then the value of n would be 4. For now, the script only works on a yearly chart - I might update it later making it compatible with other chart timeframes - assuming there is some demand for it If there is, let me know in the comments down below All the best Dave
Pine Script™ indicator
by Daveatt
2
Yield Curve (1-10yr)Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history. The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond. When it inverts (crosses under 0) a recession usually follows 6-12 months later. It's a great leading indicator to identify risk in the macroeconomic environment. Yield curves can be constructed on varying durations. Using a 1-year as the short-term bond provides a slightly faster response than the 2-year bond; and the 1-year has more historical data on TradingView.
Pine Script™ indicator
by capriole_charles
2
10-Year Bond Yields (Interest Rate Differential)With this little script, I have attempted to incorporate fundamental data (in this case, 10-year bond yields) into technical analysis . When pairing two currencies, the one with a higher bond interest rate usually appreciates when the interest rate differential widens, or, to use a simple example: in a currency pair A vs. B, with A showing a higher bond yield than B, a widening interest rate gap is likely to help A and create a buying opportunity (shown as a blue square at the bottom of the chart), while the opposite is true when the gap tightens (sell signal, red square). While long-term investors know about and make use of the importance of bond yield fluctuations, most short-term traders tend to dismiss the idea of using fundamental data, mostly for lack of quantifiability and limited impact in an intraday environment. After extensive backtesting on daily and intraday charts (6-12 hours), however, I realized this indicator still managed to produce useful results (less useful than on monthly and yearly charts, to be fair, but still useful enough), especially when paired with simple price-driven indicators, such as Heikin Ashi or linear regression . My personal (and thus subjective) thoughts: worth a try. Buy and sell signals frequently contradicted both more popular indicators and my gut feeling and managed to take out losing trades that I had considered trades with a high winning probability. In other words, when the market lures traders into seemingly promising trading decisions, this indicator might give you an early warning, especially when you manage to adjust period and continuity parameters to your trading strategy. Currency pairs used in this script are all possible combinations of the eight majors. Each security has been assigned a name ("inst01" to "inst08" in the code) and a broker; if you make changes to the code, be sure not to mess with currency and broker names as this would render the entire script useless. Good luck trading, and feel free to suggest improvements!
Pine Script™ indicator
by phir
FunctionCompoundInterestLibrary "FunctionCompoundInterest" Method for compound interest. simple_compound(principal, rate, duration) Computes compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rate : float, the rate of interest.      duration : float, the period of growth.   Returns: float. variable_compound(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array. simple_compound_array(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array. variable_compound_array(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array.
Pine Script™ library
by RicardoSantos
1
Compound Value @ annual rateBy studying historical data we can know the compounded growth rate of an investment from the inception date. For example if we know that an investment has grown at the rate of 6% in the past and if we expect similar growth in the future also, We can plot this graph to understand whether the current price is underpriced or overpriced as per projected return. In this graph, it takes the initial close price as a principle and rate from the input and calculates the compound amount at each interval.
Pine Script™ indicator
by manchikantir
3
Vicious Mortgage Rates V1.0A script that contains real time mortgage rates from Wells Fargo using the QUANDL data link. Use this lower indicator with US10Y or others on the top. VIX will be added as well to help inform and predict. List of Available Mortgage Interest Rates including APR or IR (Interest Rate) *NOTE* : Not all indicators are up and running yet but will be very soon. INDICATOR|CODE Purchase Rate Conforming Loan 30-Year Fixed Rate Interest Rate|PR_CON_30YFIXED_IR Purchase Rate Conforming Loan 30-Year Fixed Rate APR|PR_CON_30YFIXED_APR Purchase Rate Government Loan 30-Year Fixed-Rate FHA Interest Rate|PR_GOV_30YFIXEDFHA_IR Purchase Rate Government Loan 30-Year Fixed-Rate FHA APR|PR_GOV_30YFIXEDFHA_APR Purchase Rate Conforming Loan 15-Year Fixed Rate Interest Rate|PR_CON_15YFIXED_IR Purchase Rate Conforming Loan 15-Year Fixed Rate APR|PR_CON_15YFIXED_APR *Purchase Rate Conforming Loan 7/1 ARM Interest Rate|PR_CON_71ARM_IR *Purchase Rate Conforming Loan 7/1 ARM APR|PR_CON_71ARM_APR *Purchase Rate Conforming Loan 5/1 ARM FHA Interest Rate|PR_CON_51ARM_IR *Purchase Rate Conforming Loan 5/1 ARM FHA APR|PR_CON_51ARM_APR Purchase Rate Government Loan 5/1 ARM FHA Interest Rate|PR_GOV_51ARMFHA_IR Purchase Rate Government Loan 5/1 ARM FHA APR|PR_GOV_51ARMFHA_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate Interest Rate|PR_LARGERCON_30YFIXED_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate APR|PR_LARGERCON_30YFIXED_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA Interest Rate|PR_LARGERGOV_30YFIXEDFHA_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA APR|PR_LARGERGOV_30YFIXEDFHA_APR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM Interest Rate|PR_LARGERCON_71ARM_IR Purchase Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM APR|PR_LARGERCON_71ARM_APR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate Interest Rate|PR_JUMBO_30YFIXED_IR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate APR|PR_JUMBO_30YFIXED_APR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM Interest Rate|PR_JUMBO_71ARM_IR Purchase Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM APR|PR_JUMBO_71ARM_APR Refinance Rate Conforming Loan 30-Year Fixed Rate Interest Rate|RR_CON_30YFIXED_IR Refinance Rate Conforming Loan 30-Year Fixed Rate APR|RR_CON_30YFIXED_APR Refinance Rate Government Loan 30-Year Fixed-Rate FHA Interest Rate|RR_GOV_30YFIXEDFHA_IR Refinance Rate Government Loan 30-Year Fixed-Rate FHA APR|RR_GOV_30YFIXEDFHA_APR Refinance Rate Conforming Loan 15-Year Fixed Rate Interest Rate|RR_CON_15YFIXED_IR Refinance Rate Conforming Loan 15-Year Fixed Rate APR|RR_CON_15YFIXED_APR *Refinance Rate Conforming Loan 7/1 ARM Interest Rate|RR_CON_71ARM_IR *Refinance Rate Conforming Loan 7/1 ARM APR|RR_CON_71ARM_APR *Refinance Rate Conforming Loan 5/1 ARM Interest Rate|PR_CON_51ARM_IR *Refinance Rate Conforming Loan 5/1 ARM APR|PR_CON_51ARM_APR Refinance Rate Government Loan 5/1 ARM FHA Interest Rate|RR_GOV_51ARMFHA_IR Refinance Rate Government Loan 5/1 ARM FHA APR|RR_GOV_51ARMFHA_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate Interest Rate|RR_LARGERCON_30YFIXED_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 30-Year Fixed Rate APR|RR_LARGERCON_30YFIXED_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA Interest Rate|RR_LARGERGOV_30YFIXEDFHA_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Government Loan) 30-Year Fixed-Rate FHA APR|RR_LARGERGOV_30YFIXEDFHA_APR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM Interest Rate|RR_LARGERCON_71ARM_IR Refinance Rate Larger Loan Amounts in Eligible Areas (Conforming Loan) 7/1 ARM APR|RR_LARGERCON_71ARM_APR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate Interest Rate|RR_JUMBO_30YFIXED_IR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 30-Year Fixed Rate APR|RR_JUMBO_30YFIXED_APR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM Interest Rate|RR_JUMBO_71ARM_IR Refinance Rate Jumbo Loan (Amounts that exceed conforming loan limits) 7/1 ARM APR|RR_JUMBO_71ARM_APR QUANDL:FRED/MORTG Feature to be Added: Trending Oscillators Alerts www.quandl.com
Editors' picks
Pine Script™ indicator
by TheViciousVB
4
CoT Absolute Percent-Buschi English I'm often asked to provide an alternate view on the CoT data. For example, the indicator "Commercial index" is an oscillator from 0 to 100, but oftentimes it can be helpful to look at the absolute position. So, here the absolute position of certain parts of the CoT report are given, alongside with the percentage of a given time frame to put them in place. The inputs are: CoT Part Number ('1' for Commercials Short, '2' for Commercials Long, '3' for Commercials Netto, '4' for Large Speculators Short, '5' for Large Speculators Long, '6' for Large Speculators Netto, '7' for Small Speculators Short, '8' for Small Speculators Long, '9' for Small Speculators Netto, '10' for Open Interest) Review Period (in years, just used for the percentage) Percent Line 1, 2, 3, 4 (just to provide some lines which can be altered as required) DISCLAIMER: I'm aware of Pine Script's ability to provide options as inputs (which would be much nicer for the CoT Parts). Alas, it is only available since version 3, and I noticed that for some reason the CoT data is not correctly adjusted to last Tuesday when using higher versions than 1. If someone knows a solution, please contact me. Deutsch Ich werde oft gefragt, eine alternative Sicht auf die CoT-Daten zu geben. Der Indikator "Commercial Index" zum Beispiel schwankt als Oszillator zwischen 0 und 100, aber oft kann der Blick auf die absolute Positionierung hilfreich sein. Also werden hier die Absolutpositionen verschiedene CoT-Bestandteile wiedergegeben, zusammen mit einer prozentualen Einteilung über eine vorgegebene Zeitspanne, um sie einordnen zu können. The Eingaben lauten: CoT Part Number ('1' Commercials Short, '2' Commercials Long, '3' Commercials Netto, '4' Large Speculators Short, '5' Large Speculators Long, '6' Large Speculators Netto, '7' Snall Speculators Short, '8' Small Speculators Long, '9' Small Speculators Netto, '10' Open Interest) Review Period (Zeitintervall in Jahren, um die Prozentlinien zeichnen zu können) Percent Line 1, 2, 3, 4 (um die Prozentlinien zur Verfügung zu stellen, die dann beliebig geändert werden können) DISCLAIMER: Ich weiß über die Möglichkeit Bescheid, ab Pine Script Version 3 Optionen als Eingaben benutzen zu können (was deutlich angenehmer für die CoT-Bestandteile wäre). Leider habe ich gemerkt, dass die CoT-Daten bei Versionen über 1 leider nicht korrekt auf letzten Dienstag adjustiert werden, keine Ahnung warum. Falls jemand eine Lösung kennt, bitte kontaktieren.
Pine Script™ indicator
by MagicEins
9
Open Interest Rank-BuschiEnglish: One part of the "Commitment of Traders-Report" is the Open Interest which is shown in this indicator (source: Quandl database). Unlike my also published indicator "Open Interest-Buschi", the values here are not absolute but in a ranking system from 0 to 100 with individual time frames- The following futures are included: 30-year Bonds (ZB) 10-year Notes ( ZN ) Soybeans (ZS) Soybean Meal (ZM) Soybean Oil (ZL) Corn ( ZC ) Soft Red Winter Wheat (ZW) Hard Red Winter Wheat (KE) Lean Hogs (HE) Live Cattle ( LE ) Gold ( GC ) Silver (SI) Copper (HG) Crude Oil ( CL ) Heating Oil (HO) RBOB Gasoline ( RB ) Natural Gas ( NG ) Australian Dollar (A6) British Pound (B6) Canadian Dollar (D6) Euro (E6) Japanese Yen (J6) Swiss Franc (S6) Sugar ( SB ) Coffee (KC) Cocoa ( CC ) Cotton ( CT ) S&P 500 E-Mini (ES) Russell 2000 E-Mini (RTY) Dow Jones Industrial Mini (YM) Nasdaq 100 E-Mini (NQ) Platin (PL) Palladium (PA) Aluminium (AUP) Steel ( HRC ) Ethanol (AEZ) Brent Crude Oil (J26) Rice (ZR) Oat (ZO) Milk (DL) Orange Juice (JO) Lumber (LS) Feeder Cattle (GF) S&P 500 ( SP ) Dow Jones Industrial Average Index (DJIA) New Zealand Dollar (N6) Deutsch: Ein Bestandteil des "Commitment of Traders-Report" ist das Open Interest, das in diesem Indikator dargestellt wird (Quelle: Quandl Datenbank). Anders als in meinem ebenfalls veröffentlichten Indikator "Open Interest-Buschi" werden hier nicht die absoluten Werte dargestellt, sondern in einem Ranking-System von 0 bis 100 mit individuellen Zeitrahmen. Folgende Futures sind enthalten: 30-jährige US-Staatsanleihen (ZB) 10-jährige US-Staatsanleihen ( ZN ) Sojabohnen(ZS) Sojabohnen-Mehl (ZM) Sojabohnen-Öl (ZL) Mais( ZC ) Soft Red Winter-Weizen (ZW) Hard Red Winter-Weizen (KE) Magerschweine (HE) Lebendrinder ( LE ) Gold ( GC ) Silber (SI) Kupfer(HG) Rohöl ( CL ) Heizöl (HO) Benzin ( RB ) Erdgas ( NG ) Australischer Dollar (A6) Britisches Pfund (B6) Kanadischer Dollar (D6) Euro (E6) Japanischer Yen (J6) Schweizer Franken (S6) Zucker ( SB ) Kaffee (KC) Kakao ( CC ) Baumwolle ( CT ) S&P 500 E-Mini (ES) Russell 2000 E-Mini (RTY) Dow Jones Industrial Mini (YM) Nasdaq 100 E-Mini (NQ) Platin (PL) Palladium (PA) Aluminium (AUP) Stahl ( HRC ) Ethanol (AEZ) Brent Rohöl (J26) Reis (ZR) Hafer (ZO) Milch (DL) Orangensaft (JO) Holz (LS) Mastrinder (GF) S&P 500 ( SP ) Dow Jones Industrial Average Index (DJIA) Neuseeland Dollar (N6)
Pine Script™ indicator
by MagicEins
8