Expected Levels [blue]

20 de jul. de 2023

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 de jul. de 2023

Notas de Lançamento

Minor Adjustments

29 de ago. de 2023

Notas de Lançamento

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

29 de ago. de 2023

Notas de Lançamento

Added Daily 2 sigma levels.

8 de set. de 2023

Notas de Lançamento

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

19 de set. de 2023

Notas de Lançamento

Added 4 weekly custom levels for ES.

10 de out. de 2023

Notas de Lançamento

• 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 de out. de 2023

Notas de Lançamento

- minor bug fix

10 de out. de 2023

Notas de Lançamento

screenshot

11 de out. de 2023

Notas de Lançamento

- minor updates

23 de out. de 2023

Notas de Lançamento

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

19 de nov. de 2023

Notas de Lançamento

- Minor Adjustments

24 de nov. de 2023

Notas de Lançamento

- Add weekly open
- Code adjustments

24 de nov. de 2023

Notas de Lançamento

Minor adjustments

2 de dez. de 2023

Notas de Lançamento

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

14 de dez. de 2023

Notas de Lançamento

-Option Adjustments and refinements

21 de jan. de 2024

Notas de Lançamento

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

26 de jan. de 2024

Notas de Lançamento

- 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 de fev. de 2024

Notas de Lançamento

- Minor adjustments

14 de mai. de 2024

Notas de Lançamento

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

1 de jun. de 2024

Notas de Lançamento

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

7 de jun. de 2024

Notas de Lançamento

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

8 de jul. de 2024

Notas de Lançamento

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

30 de ago. de 2024

Notas de Lançamento

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

10 de set. de 2024

Notas de Lançamento

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

2 de out. de 2024

Notas de Lançamento

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

21 de out. de 2024

Notas de Lançamento

Minor updates.

27 de jan.

Notas de Lançamento

- 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 de fev.

Notas de Lançamento

- 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 de fev.

Notas de Lançamento

adjust M pivot to show at 2hr-1d

18 de jul.

Notas de Lançamento

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

21 de jul.

Notas de Lançamento

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

21 de ago.

Notas de Lançamento

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

21 de ago.

Notas de Lançamento

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