Balancesheet

Liquidity Regime Oscillator The Liquidity Signal Line is a macro-driven confirmation tool designed to capture the underlying global liquidity regime in a single, smoothed oscillator. It measures the combined directional flow of monetary and financial conditions using high-impact macro data: Federal Reserve assets (WALCL), Treasury General Account (TGA), and the Overnight Reverse Repo facility (RRP) – adjusted by key market proxies such as the U.S. Dollar Index, credit spreads (HYG/LQD), and equity risk appetite (SPHB/SPHQ). These components are normalized, weighted, and then double-smoothed into a stable signal that translates complex liquidity dynamics into a simple 0–100 scale. Liquidity expansion provides fuel for risk assets, while contraction drains leverage and risk appetite. The Signal Line acts as a confirmation overlay for trend and allocation strategies, showing whether systemic liquidity is broadly supportive or restrictive. Readings above 50 indicate an expansionary environment (risk-on bias), below 50 a contractionary one (risk-off bias). Because the calculation uses higher-timeframe macro data, it can be displayed on any chart to give traders a consistent, regime-aware signal that bridges macro policy and technical execution.

Indicator

by myhcael

Central Banks Balance Sheets ROI% Change Introducing the "Central Banks Balance Sheets ROI% Change" indicator, a tool designed to offer traders and analysts an understanding of global liquidity dynamics. This indicator tracks the Return on Investment (ROI) percentage changes across major central banks' balance sheets, providing insights into shifts in global economic liquidity not tied to cumulative figures but through ROI calculations, capturing the pulse of overall economic dynamics. Key Enhancements: ROI Period Customization: Users can now adjust the ROI calculation period, offering flexibility to analyze short-term fluctuations or longer-term trends in central bank activities, aligning with their strategic time horizons. Chart Offset Feature: This new functionality allows traders to shift the chart view, aiding in the alignment of data visualization with other indicators or specific analysis needs, enhancing interpretive clarity. Central Bank Selection: With options to include or exclude data from specific central banks among the world's top 15 economies (with the exception of Mexico and the consolidation of the EU's central bank data), traders can tailor the analysis to their regional focus or diversification strategies. US M2 Option: Recognizing the significance of the M2 money supply as a liquidity metric, this indicator offers an alternative view focusing solely on the US M2, allowing for a concentrated analysis of the US liquidity environment. Comprehensive Coverage: The tool covers a wide array of central banks, including the Federal Reserve, People's Bank of China, European Central Bank, and more, ensuring a broad and inclusive perspective on global liquidity. Visualization Enhancements: A histogram plot vividly distinguishes between positive and negative ROI changes, offering an intuitive grasp of liquidity expansions or contractions at a glance. This indicator is a strategic tool designed for traders who seek to understand the undercurrents of market liquidity and its implications on global markets. Whether you're assessing the impact of central bank policies, gauging economic health, or identifying investment opportunities, the "Central Banks Balance Sheets ROI% Change" indicator offers a critical lens through which to view the complex interplay of global liquidity factors.

Indicator

by mezor13

Financial Data Spreadsheet [By MUQWISHI]The Financial Data Spreadsheet indicator displays tables in the form of a spreadsheet containing a set of selected financial performances of a company within the most recent reported period. Analyzing Financial data is one of the classic methods to evaluate whether the company’s stock price is overvalued or undervalued based on its income statement, balance sheet, and cash flow statement. This indicator might be practical to investors to collect needed data of a company to analyze and compare it with other companies on a TradingView chart or print it in spreadsheet form. █ OVERVIEW █ BEST PRACTICES Due to strict limitations on calling request.financial() function, I tried to develop the table with the best ways to be more dynamic to move and the ability to join multiple tables into a spreadsheet. Users can add up to 20 instruments and 2 financial metrics per table. However, it’s possible to add many tables with other financial metrics, then connect them to the main table. Credits: The idea of joining multiple tables inspired by @QuantNomad Screener for 40+ instruments █ INDICATOR SETTINGS 1- Moving Table toward right-left up-down from its origin. 2- Hiding Column Title checkmark. Useful for adding a joined table underneath with additional instruments. 3- Hiding Instruments Title checkmark. Useful for adding a joined table on the right with other financial metrics. 4- Shade Alternate Rows checkmark. I believe it’ll make the table easier to read. 5- Selecting Financial Period. (Year, Quarter). 6- Entering a currency. 7- Choosing a financial ID for each column. There’re over 200 financial IDs. Source: What financial data is available in Pine? — TradingView 8- Optional to highlight values in between. 9- Entering the ticker’s symbol with the ability to activate/deactivate. █ TIP For best technical performance, use the indicator in a 1D timeframe. Please let me know if you have any questions. Thank you.

Indicator

by MUQWISHI

SPX Fair Value Bands V2 An updated version of the SPX Fair Value Bands script from dharmatech and based on the net liquidity concept by MaxJAnderson . Now with full customization of parameters through the settings (Dialog Box) and allowing the options to the use of 1) Standard Bands based on Offsets of the Fair Value 2) Bollinger Bands 3) Keltner Channels to better capture buy/sell areas rather than relying on noisy unreliably (and unevenly) updated data from the Treasury/Fed. ================================== Net Liquidity's importance in the new post-COVID QE to QT regime as described MaxJAnderson ---------------- " In past cycles, size of Fed's balance sheet changed a lot, while TGA and RRP changed relatively little. So size of balance sheet roughly equated Net Liquidity. (The Treasury General Account) TGA and (Reverse Repo) RRP didn't matter. They were rounding errors by comparison. But starting in 2020, relative changes in TGA and RRP have been THREE TIMES LARGER than the change in size of the Fed's balance sheet. As result, changes in TGA and RRP have taken over as the primary drivers Net Liquidity. This is new, and changes the game significantly. Again - the size of the Fed's balance sheet doesn't matter. What matters is the portion of it that's available to circulate in the economy (Net Liquidity). And ever since 2020, the Treasury and Reverse Repo have become what controls that. Not the size of Fed's balance sheet. ---------------- The idea that follows is simple,short when $SPX reaches extreme levels of overvaluation, and close out when SPX returns to being undervalued. Here's the formulas I currently use to determine fair value: Fair Value = (Fed Bal Sheet - TGA - RRP)/1.1 - 1625 And here's the trading rules I currently follow: Short when diff of $SPX - Fair Value > 350 Close when diff of $SPX - Fair Value < 150 When one of these rules is triggered upon market close on a given day, trades are entered at open of the following day "

Indicator

by TraderLeibniz