Fed — Indicators and Signals — TradingView (2024)

🟧 GENERAL The script works on the Monthly Timeframe and has 2 main settings (explained in FEATURES ). It uses the US CPI data, reported by the Bureau of Labour Statistics.🔹Functionality 1: The main idea is to plot the distance between the CPI line and the 5 year moving average of the CPI line. This technique in mathematics is called "deviation from the moving...

Introducing "US CPI" IndicatorThe "US CPI" indicator, based on the Consumer Price Index (CPI) of the United States, is a valuable tool for analyzing inflation trends in the U.S. economy. This indicator is derived from official data provided by the U.S. Bureau of Labor Statistics (BLS) and is widely recognized as a key measure of inflationary pressures.What is...

Get a clear view of US market liquidity and monitor its status at a glance to anticipate movements on risky assets. The Idea The BML aggregates and analyzes total USD market liquidity in trillions of dollars. It is used to monitor the liquidity of the USD market. When liquidity is good, all is well. If liquidity is low, the US will maneuver and sell treasury...

This indicator show the net liquidity of the FED. Net Liquidity = FED balance sheet (total asset) - Treasury General Account - Reverse Repo Net liquidity and Net liquidity changes are shown on wednesday. Total asset and TGA report are on weekly basis, thus a daily basis would be inacurate. it is possible to add this indicator twice and move one of them in...

The Market Health Monitor is a comprehensive tool designed to assess and visualize the economic health of a market, providing traders with vital insights into both current and future market conditions. This script integrates a range of critical economic indicators, including unemployment rates, inflation, Federal Reserve funds rates, consumer confidence, and...

The Global Liquidity Index offers a consolidated view of all major central bank balance sheets from around the world. For consistency and ease of comparison, all values are converted to USD using their relevant forex rates and are expressed in trillions. The indicator incorporates specific US accounts such as the Treasury General Account (TGA) and Reverse...

📜 ––––HISTORY & CREDITS The Fed Net Liquidity Indicator is a tool developed after reading Max Anderson's twitter thread. This indicator is based on the calculation of the Fed's balance sheet, the Treasury General checking account, and what banks are parking at the overnight repo window at the Fed. The net of these three components gives us the net liquidity...

This script shows you the current interest rates by the FED (see ZQ symbol nearest expiration)and the next expirations (see ZQ further expiration dates).It is important to keep your expiration and descriptions up to date, to do that to the indicator inputs and change as you please.

This is a variation of the SPX Fair Value Bands indicator which uses WSHOSHO instead of WALCL.WSHOSHO only includes the 'Securities Held Outright' portion of the Fed balance sheet. This effectively eliminates the portions related to BTFP (Bank Term Funding Program).

This USD Liquidity Index composed of 2 parts, total assets and major liabilities of the Federal Reserve .There is a certain positive correlation between USD liquidity and risk asset price changes in history.Suggested that USD Liquidity is mostly determined by the Federal Reserve balance (without leveraged), this index deducts three major liabilities from the...

This indicator show the net liquidity of the FED.Net Liquidity = FED balance sheet (total asset) - Treasury General Account - Reverse RepoNet liquidity and Net liquidity changes are shown on wednesday. Total asset and TGA report are on weekly basis, thus a daily basis would be inacurate.it is possible to add this indicator twice and move one of them in...

This indicator show the net liquidity of the FED.Net liquidity = Fed balance sheet (total asset) - Treasury General Account - Reverse RepoAll sources can be select otherwise in parameter.It is possible to show only the weekly changes in Net liquidity.Net liquidity and Net liquidity changes are shown only on wednesday because Total asset and TGA reports are...

This script draws vertical lines to mark Economic Calendar Events. Datetime of events is defined by user in Settings via a standardized line of text. Motivation for coding this script: All traders should be aware of economic calendar events. At times, when you really need to pay attention to an upcoming major event, you might even decide to use the...

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 of1) Standard Bands based on Offsets of the Fair Value2) Bollinger Bands3) Keltner Channelsto better capture...

Updated script for jlb05013's original Fed Net Liquidity Indicator. TradingView was bringing in the FRED data in different units than they used to. This code fixes it.This indicator aims to present a "Net Liquidity" indicator comprised of the Fed Balance sheet , less the TGA account and Overnight Reverse REPO agreements.Net Liquidity = Fed Balance Sheet - (...

This script makes projections via drawing boxes based upon changes in the fed funds rate (FRED:EFFR). It works by turning the change in the fed funds rate into a user defined percentage (using a multiplier, by default a 1% rate of change implies a 10% change in the chart) and then drawing a box that distance away depending on the direction of the rate of change....

This indicator aims to present a "Net Liquidity" indicator comprised of the Fed Balance sheet , less the TGA account and Overnight Reverse REPO agreements.Net Liquidity = Fed Balance Sheet - ( TGA + Reverse REPO)This is an overlay that can be added to stock or other charts (like SPY ) to see how the market may appear correlated to Net Liquidity - injection of...

This indicator plots vertical lines at the scheduled times of US Federal Reserve's FOMC Meeting Announcements. Usually, that time or the 24 hours before and after could see big moves in markets. You can change those dates and times in the settings, and could use the indicator option "Add this indicator to entire layout" if you want to easily reflect that across...