지금 시작

스크립트에서 "spy"에 대해 찾기

SPY to ES / MESSPY to ES is an indicator that converts SPY price targets to ES / MES futures price targets. This indicator is helpful when you have price targets for SPY but trade ES or MES futures instead of SPY. It coverts the SPY price targets to ES / MES futures, and draws the SPY VWAP line on your ES / MES chart. It supports the following lines Bullish Above Bearish Below Long PT1 Long PT2 Long PT3 Short PT1 Short PT2 Short PT3 It also converts the SPY VWAP to it's current ES / MES value. Note: The conversion do not work during pre and after market and the lines are only correct during market hours.
Pine Script® 인디케이터
ItsAnders81의
17
SPY VWAPSPY VWAP adds the VWAP indicator for SPY on your current chart, and shows the current SPY VWAP level converted to ES / MES value. It uses the last close price of SPY and ES / MES to calculate the level. By adding the regular VWAP indicator to your MES / ES chart, you will clearly see the difference between the VWAP of SPY and the futures chart. This is helpful when trading as price may respect both VWAP levels. This indicator should only be used on ES and MES futures chart. It will behave weirdly if used on different tickers and it is not supported in the current version.
Pine Script® 인디케이터
ItsAnders81의
1
SPY SPX ES Price Converter [Pt]A must have tool for SPY SPX ES traders~!!! Description The SPY SPX ES Price Converter is a powerful and easy-to-use tool that allows traders to view corresponding price levels for linked instruments in real-time. This includes SPY, SPX, ES, and SPX500USD. Although these instruments often move in sync, differences in price movements, volume, and trading hours can create unique key levels and support/resistance areas for each. By mapping these levels on the same chart, traders can more easily spot trading opportunities and improve their chances of success. Customizable features - multiplier from the closest whole number price level - line color - line style - label position / size - # of levels to display - toggle current price display table
Pine Script® 인디케이터
PtGambler의
23
SPY Master v1.0This is a simple swing trading algorithm that uses a fast RSI-EMA to trigger buy/cover signals and a slow RSI-EMA to trigger sell/short signals for SPY, an xchange-traded fund for the S&P 500. The idea behind this strategy follows the premise that most profitable momentum trades usually occur during periods when price is trending up or down. Periods of flat price actions are usually where most unprofitable trades occur. Because we cannot predict exactly when trending periods will occur, the algorithm basically bets money on all trade opportunities during all market conditions. Despite an accuracy rate of only 40%, the algorithm's asymmetric risk/reward profile allows the average winner to be 2x the average loser. The end result is a positive (profitable) net payout. TRADING RULES: Buy/Cover = EMA3(RSI2) cross> 50 Sell/Short = EMA5(RSI2) cross< 50 BACKTEST SETTINGS: - Period = March 2011 - Present - Initial capital = $10,000 - Dividends excluded - Trading costs excluded PERFORMANCE COMPARISON: There are 657 trades, which means 1,314 orders. Assuming each order costs $2 (what I pay for at Interactive Brokers), total trading costs should be $2,628. -SPY (buy & hold) = 132.73 ---> 193.22 = +45.57% (dividends excluded) -SPY Master v1.0 = $12,649 - $2,628 = $10,021 = +100.21% DISCLAIMER: None of my ideas and posts are investment advice. Past performance is not an indication of future results. This strategy was constructed with the benefit of hindsight and its future performance cannot be guaranteed.
Pine Script™ 전략
Stable_Camel의
5
SPY/TLT Strategy█ STRATEGY OVERVIEW The "SPY/TLT Strategy" is a trend-following crossover strategy designed to trade the relationship between TLT and its Simple Moving Average (SMA). The default configuration uses TLT (iShares 20+ Year Treasury Bond ETF) with a 20-period SMA, entering long positions on bullish crossovers and exiting on bearish crossunders. **This strategy is NOT optimized and performs best in trending markets.** █ KEY FEATURES SMA Crossover System: Uses price/SMA relationship for signal generation (Default: 20-period) Dynamic Time Window: Configurable backtesting period (Default: 2014-2099) Equity-Based Position Sizing: Default 100% equity allocation per trade Real-Time Visual Feedback: Price/SMA plot with trend-state background coloring Event-Driven Execution: Processes orders at bar close for accurate backtesting █ SIGNAL GENERATION 1. LONG ENTRY CONDITION TLT closing price crosses ABOVE SMA Occurs within specified time window Generates market order at next bar open 2. EXIT CONDITION TLT closing price crosses BELOW SMA Closes all open positions immediately █ ADDITIONAL SETTINGS SMA Period: Simple Moving Average length (Default: 20) Start Time and End Time: The time window for trade execution (Default: 1 Jan 2014 - 1 Jan 2099) Security Symbol: Ticker for analysis (Default: TLT) █ PERFORMANCE OVERVIEW Ideal Market Conditions: Strong trending environments Potential Drawbacks: Whipsaws in range-bound markets Backtesting results should be analyzed to optimize the MA Period and EMA Filter settings for specific instruments
Pine Script™ 전략
Botnet101의
SPY Sub-Sector Daily Money Flow TableThis calculates the dollar volume per candlestick (2nd row) and cumulative (3rd row) of the entire trading day for each subsector of the SPY. The 'Total' column is the total of all the subsectors combined. It is calculated separately from SPY volume. The money flow is calculated with (open+close)/2 which means different timeframes yield different results and won't be especially accurate day-by-day. This is useful to quickly see rotation and possible divergences. Enjoy!
Pine Script® 인디케이터
barnabygraham의
6
QQQ and SPY Price Levels [MW]Introduction: Don’t let SPY and QQQ resistance levels hurt your futures trading anymore. The QQQ and SPY Price Levels indicator automagically provides easily accessible QQQ price levels for NASDAQ-related charts such as QQQ, /NQ and /MNQ futures, and leveraged ETFs such as TQQQ and SQQQ as well as for SPY price levels for S&P 500-related charts such as SPY, /ES and /MES futures, SPX, and leveraged ETFs such as UPRO and SPXU. If you’ve ever traded futures, or anything QQQ- or SPY-related and wanted to know at what price would the corresponding asset reach a key whole number level of QQQ or SPY, like 400, 440, 445, or even 447.50, this tool is for you. Key 10x, 5x, and even 2.5x multiples of QQQ and SPY can act as support or resistance for other related-assets. Until now, there hasn’t been an indicator that can serve as an easy visual cue to know exactly when that is about to happen across assets. This indicator is a fork of the original SPY Price Levels indicator, which only considered SPY-related assets. Settings: QQQ/SPY 2.5x: Show closest levels above and below that are multiples of 2.5 on QQQ QQQ/SPY 5x: Show closest levels above and below that are multiples of 5 on QQQ QQQ/SPY 10x: Show closest levels above and below that are multiples of 10 on QQQ Show QQQ/SPY Price Label: Show the current QQQ/SPY price Extend lines to the left: Extend label lines for each price level to the beginning of the chart Calculations: This indicator defines the ratio between the price of QQQ/SPY and another NASDAQ/S&P-related asset and uses that multiplier once the user-defined price increments are defined. For example, if /MNQ is at 19000 and QQQ is at 465, then the ratio would be 40.8. The incremental QQQ levels that are above and below the QQQ price are calculated using the following equations: qqqLevelUp = _multiplier * math.ceil(_qqqClose / _multiplier) qqqLevelDown = _multiplier * math.floor(_qqqClose / _multiplier) The conversion ratio is then multiplied by that amount to get the final estimated corresponding price using the calculation: levelUp := _conversion * qqqLevelUp levelDown := _conversion * qqqLevelDown For leveraged assets, the conversion must be used on the difference between the current QQQ price and the incremental upper and lower levels. For example, the calculation for the next level up looks like the following: levelUpDelta := math.abs(_qqqClose - qqqLevelUp) levelUp := close + _conversion * (levelUpDelta * _leverage) This logic is identical for SPY-related assets. How to Use: The QQQ and SPY Price Levels indicator aims to be as unobtrusive as possible. The default view shows 3 labels and 2 lines that are all aligned to the right of the main chart, so that it interferes as little as possible with any other indicators. It can be added to any /NQ or /MNQ futures chart, SQQQ, TQQQ, and, of course, QQQ as well as any /ES /MES futures chart, SPXU, UPRO, SPX, and of course SPY. The most immediate price levels for each multiplier appears above and below the current price along with the price of QQQ/SPY. For example, MNQU2024 is currently at 19594. By looking at the indicator the next QQQ increment below is at 475, or 19556 on the MNQU2024 chart. This potential support is marked with a green label that shows both prices. The next increment above is at QQQ 477.50, or 19659 on the MESU2024 chart. And the QQQ price itself, is also shown (and can be removed) at 475.92. QQQ and SPY price increments of 2.5, 5, and 10 tend to consistently act at the very least as emotional support and resistance levels. Weak, or weakening volume and/or momentum when these levels are hit can trigger a strong rejection, and can sometimes precipitate lengthy consolidation periods at those levels. Watching an NASDAQ- and S&P 500-related asset come to a halt, fall off a cliff, or react in some other unintuitive way could very well be the result of a QQQ/SPY level being reached. Even though many of us know that this relationship exists, it’s easy to forget. So, this indicator helps to ensure that its users keep that relationship front and center. By extending the lines into the past on QQQ/SPY and their related assets, you can see what reactions happened at these key levels. Other Usage Notes and Limitations: The calculations used only provide an estimated relationship or a close approximation, and are not exact. It's important for traders to be aware of the limitations of any indicator and to use them as part of a broader, well-rounded trading strategy that includes risk management, fundamental analysis, and other tools that can help with reducing false signals, determining trend direction, and providing additional confirmation for a trade decision. Diversifying strategies and not relying solely on one type of indicator or analysis can help mitigate some of these risks.
Pine Script® 인디케이터
mwrightinc의
5
Top 40 High Low Strategy for SPY, 5minThis strategy is developed based on my High Low Index SPY Top 40 indicator Notes: - this strategy is only developed for SPY on the 5 min chart . It seems to work with QQQ as well, but it isn't optimized for it - P/L shown is based on 10 SPY option contracts, call or put, with strike price closest to the entry SPY price and expiry of 0 to 1 day. This includes commissions (can be changed). This is only an estimate calculated using an arbitrary multiplier factor, this can be changed in the setting - P/L is based on $5000 initial capital - Works with both regular / extended trading session turned on/off. However, max drawdown is 1/2 with extended trading session ON - there is still a bug that doesn't allow alert to be created due to calculation error, will update once fixed This strategy combines signals from the following indicators to determine entry signals: - High Low Index SPY Top 40 - MACD - Linear Regression Slope Entry signal is triggered when: - High Low Index line crosses the EMA line - MACD trending in the same direction - Linear Regression slope is accelerating above a threshold in the same direction, indicating a strong trend Profit target(PT) and stop loss(SL) are determined using ATR value, with 2:1 Reward to Risk ratio as default. Exit signal may be triggered prior to PT or SL trigger when: - High Low Index SPY Top 40 shows a reversal after overbought or oversold conditions (optional) - Opposite entry signal is triggered There are a number of optional settings: - Turn on/off "option trading", P/L will be calculated using share price only without multiplication factor for trading option contracts - # of options per trade, default to 10 - Reinvest with profit made - Trade with trailing SL after PT hit - Take profit early based on Top 40 overbought/oversold - Trade 0/1 day expiry. This will signal exit by the end of the day on Mon/Wed/Fri, and only exits 1/2 of positions (if in profit) on Tues/Thurs - Can reduce the SL level without impacting PT - No entry between 10:05 - 10:20 (don't ask me why, but statistically it performs better) Consider donating me some of your profit if you make $$$ hahaha~ ;) Enjoy~~
Pine Script™ 전략
PtGambler의
12
SPY Ninja SPY Ninja correlates the true strength index exponential moving averages of SPY and VIX together. In doing so we can determine the start of trend shifts via SPY / VIX convergence in addition to crossover, with potential market entries and exits represented by the LONG and SELL signals. SMMA 50,100, and 200 have been added to chart due to the historic SPY market reactivity to these moving averages. They often act as natural support and resistance levels with SPY, and when coinciding LONG and SHORT signals appear touching any of these levels, it adds an extra layer of confidence for traders' decisions. Also, by highlighting the areas on our SPY chart (red background areas) that represent a VIX threshold higher than 25, we can bring attention to areas with potentially higher volatility immediately so that traders know to proceed with caution. SPY Ninja works harmoniously with the SPY Ninja Oscillator; Ninja provides the signals highlighting risky VIX areas of concern, while the Ninja Oscillator adds an additional 3 levels of potential confirmation for your trade decisions.
Pine Script® 인디케이터
f00nth의
3
TICK Scalping strategy, SPY 1 min1 min chart scalping version of my other TICK strategy with adjusted parameters and additional entry and exit conditions better suited for 1 min SPY chart. Please refer to my original TICK strategy for explanation. Important notes: 1. This strategy is designed for same day SPY option scalping on the 1 min chart . All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 weeks of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data . 3. This strategy is mainly developed for SPY trading on 1 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. Cheers and enjoy~! Let's all make money~!!
Pine Script™ 전략
PtGambler의
27
Multi-Ticker RS vs SPYThis Pine Script, titled "Multi-Ticker RS vs SPY," is a clean and efficient indicator designed for TradingView, enabling traders to monitor the relative strength (RS) of up to 10 ticker symbols compared to the S&P 500 ETF (SPY) on a single chart. Ideal for options traders, such as those managing a $1,400 account, it provides a simple way to assess which stocks are outperforming or underperforming the broader market. As of February 26, 2025, the script supports any chart timeframe, such as 5-minute or daily intervals, and calculates RS based on a user-defined lookback period, defaulting to 1 bar for real-time insights. Users can input ticker symbols via customizable settings, with defaults set to popular stocks like AAPL, TSLA, NVDA, GOOGL, AMZN, MSFT, FB, NFLX, INTC, and PYPL. The script fetches closing prices for each ticker and SPY, computes their percentage changes over the lookback period, and determines RS as the ratio of each ticker’s change to SPY’s change, handling division by zero gracefully. It displays each ticker’s current RS score in a vertical column of labels on the chart’s top-left corner, updated on the last bar to avoid clutter. Users can adjust label size (tiny, small, normal, large) and text color for visibility, ensuring a tailored, error-free experience for quick market analysis.
Pine Script® 인디케이터
Pogchamp99의
1
High Low Index SPY Top 40Modification from original code for "High Low Index" by © LonesomeTheBlue - Made modification specifically for Top 40 AMEX:SPY holdings - Added Market sentiment histogram (Total count green vs red), and SMA line for it - Added arrows for peaks and dips on High Low Index and Market Sentiment MA Idea behind this indicator is that SPY should follow the overall sentiment of its top holdings. I believe this bring great value to SPY traders. Enjoy~!
Pine Script® 인디케이터
PtGambler의
1
Free Strategy #08 (Combo of #01 and #02) (ES / SPY)This strategy was designed to be traded on daily data on the ES and SPY—the strategy was originally developed for NinjaTrader, which displays daily ES data based on RTH hours instead of 24 hours (1440 minute) like TradingView does, so we are presenting the results on the SPY until we figure out how to overcome this hurdle. The strategy combines the two ideas from strategy #01 and strategy #02 . Strategy #08 Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Net Profit: 26,044.60 Max Drawdown: 3,947.60 Buy and Hold (Custom) Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Entry Long: 1993-02-01 @ 43.99 Exit Long: 2017-07-28 @ 246.34 Net Profit: 20,225.10 Max Drawdown: 9,042.00
Pine Script™ 전략
TheIndicatorClub의
TICK strategy for SPY optionsImportant notes: 1. This strategy is designed for same day SPY option scalping. All profit shown in back testing report is based on Profit/Loss (P/L) estimates from trading options with approximately 6 months of data. By default, it is set to 10 option contracts. By default the initial capital is set to $5000. Pyramiding is set to 3. 2. This strategy works better with non-extended market data. 3. This strategy is mainly developed for SPY trading on 5 min chart, it probably will not be very profitable with other tickers or time frame without tweaking all the parameters first. 4. This strategy will work with QQQ as well, but please adjust the profit multiplier to match the P/L of QQQ options. How it works: When trading the indices, many rely on the TICK for market directions. This strategy is a trend following strategy that uses a combination of conditions using the following indicators: - TICK - RSI - VIX volatility index - EMA For entries, the conditions are: 1. TICK moving average crossover with a delayed signal line 2. Bullish or bearish RSI signal, RSI > 50 for bullish, < 50 for bearish 3. VIX must be above a certain threshold to take advantage of high market volatility 4. Price must be on top of EMA line for long, and below for short For exits, there are 3 scenarios: 1. Stop loss set by a percentage of the daily ATR value 2. Trend changes on the TICK and the RSI 3. Bearish or bullish divergence on price with TICK This strategy automatically signal to close all trades at 3:50 pm EST at the end of the day. Extras: - There is an option to show P/L for reinvesting profits Enjoy~!!! Let's all make $$$
Pine Script™ 전략
PtGambler의
13
SPY Ninja Oscillator SPY Ninja Oscillator correlates the true strength index exponential moving averages of SPY (green) and VIX (red) together. In doing so we can determine the start of trend shifts via SPY / VIX convergence in addition to crossover, with potential market entries and exits represented by the vertical green and red bars. MACD and RSI have been scaled proportionally to the oscillator range ( for rsi: (rsi-50)*. 01 , and for macd: macd /3) and when overlaid and used in conjunction with the market vertical entry and exit signals, potential trend prediction becomes much more apparent.
Pine Script® 인디케이터
f00nth의
4
Free Strategy #02 (ES / SPY)This strategy was designed to be traded on daily data on the ES and SPY—the strategy was originally developed for NinjaTrader, which displays daily ES data based on RTH hours instead of 24 hours (1440 minute) like TradingView does, so we are presenting the results on the SPY until we figure out how to overcome this hurdle. Strategy #02 Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Net Profit: 10,118.30 Max Drawdown: 4.037.60 Buy and Hold (Custom) Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Entry Long: 1993-02-01 @ 43.99 Exit Long: 2017-07-28 @ 246.34 Net Profit: 20,225.10 Max Drawdown: 9,042.00
Pine Script™ 전략
TheIndicatorClub의
IBS (Internal Bar Strength) Trading Strategy for SPY and NDQImplementation by AlgoTradeKit Overview The IBS Trading Strategy is a daily bars long-only trading system, based on the concept of Internal Bar Strength (IBS). The strategy aims to identify potential reversals by monitoring how the previous bar’s close positions itself within its high-low range. It is suitable for stock and US indices. The default parameters are optimized for SPY/SPX and NDQ/QQQ Strategy Concept The Internal Bar Strength (IBS) is calculated using the formula: IBS = (Previous Close - Previous Low) / (Previous High - Previous Low) This value always lies between 0 and 1. An IBS value below 0.2 is typically interpreted as an oversold condition, while a value above 0.9 suggests an overbought state. Trading Rules - Long Entry : - Condition 1 : IBS is below the user-defined entry threshold (default is 0.2). - Condition 2 : The current price is above an N-period Exponential Moving Average (EMA) (default period is 252). - Note : You can disable the EMA condition by setting the EMA period to 0. - Long Exit - The position is closed when IBS rises above the user-defined exit threshold (default is 0.9). Customization Options - IBS Entry Threshold : Adjust to set the sensitivity for entering a long trade based on oversold conditions. - IBS Exit Threshold : Customize to define the exit point when the market becomes overbought. - EMA Period : Set the lookback period for the EMA to align with your trend bias; disable this condition by setting the period to 0. Risk Management & Trading Considerations - Designed for daily charts, the strategy captures higher timeframe trends and minimizes noise. - The entry and exit conditions are straightforward, aiming to avoid over-trading while letting clear signals dictate trade management. - Always use proper risk management techniques and test the strategy thoroughly on historical data and in a simulated environment before applying it in live markets. Disclaimer This strategy is for educational and informational purposes only and does not constitute financial advice. Trading involves risk, and past performance is not indicative of future results. Always conduct your own research and consider your risk tolerance before making any trades.
Pine Script™ 전략
Algotradekit의
3
ORB Heikin Ashi SPY 5min Correlation StrategyOverview: The ORB (Opening Range Breakout) strategy combined with Heikin Ashi candles and Relative Volume (RVOL) indicator aims to capitalize on significant price movements that occur shortly after the market opens. This strategy identifies breakouts above or below the opening range, using Heikin Ashi candles for smoother price visualization and RVOL to gauge the strength of the breakout. Components: Opening Range Breakout (ORB): The strategy starts by defining the opening range, typically the first few minutes of the trading session. It then identifies breakouts above the high or below the low of this range as potential entry points. Heikin Ashi Candles: Heikin Ashi candles are used to provide a smoother representation of price movements compared to traditional candlesticks. By averaging open, close, high, and low prices of the previous candle, Heikin Ashi candles reduce noise and highlight trends more effectively. Relative Volume (RVOL): RVOL compares the current volume of a stock to its average volume over a specified period. It helps traders identify abnormal trading activity, which can signal potential price movements. Candle for correlation : In this case we are using SPY candles. It can also use different asset Strategy Execution: Initialization: The strategy initializes by setting up variables and parameters, including the ORB period, session timings, and Heikin Ashi candle settings. ORB Calculation: It calculates the opening range by identifying the high and low prices during the specified session time. These values serve as the initial reference points for potential breakouts. For this we are looking for the first 30 min of the US opening session. After that we are going to use the next 2 hours to check for breakout opportunities. Heikin Ashi Transformation: Optionally, the strategy transforms traditional candlestick data into Heikin Ashi format for smoother visualization and trend identification. Breakout Identification: It continuously monitors price movements within the session and checks if the current high breaches the ORB high or if the current low breaches the ORB low. These events trigger potential long or short entry signals, respectively. RVOL Analysis: Simultaneously, the strategy evaluates the relative volume of the asset to gauge the strength of the breakout. A surge in volume accompanying the breakout confirms the validity of the signal. In this case we are looking for at least a 1 value of the division between currentVolume and pastVolume Entry and Exit Conditions: When a breakout occurs and is confirmed by RVOL and is within our session time, the strategy enters a long or short position accordingly. It does not have a stop loss or a takie profit level, instead it will always exit at the end of the trading session, 5 minutes before Position Sizing and Commissions: For the purpose of this backtest, the strategy allocated 10% of the capital for each trade and assumes a trading commission of 0.01$ per share ( twice the IBKR broker values) Session End: At the end of the trading session, the strategy closes all open positions to avoid overnight exposure. Conclusion: The combination of ORB breakout strategy, Heikin Ashi candles, and RVOL provides traders with a robust framework for identifying and capitalizing on early trends in the market. By leveraging these technical indicators together, traders can make more informed decisions and improve the overall performance of their trading strategies. However, like any trading strategy, it's essential to backtest thoroughly and adapt the strategy to different market conditions to ensure its effectiveness over time.
Pine Script™ 전략
exlux의
7