56 lines
1.9 KiB
Plaintext
56 lines
1.9 KiB
Plaintext
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// Credit to @kerberos007.
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// Fear & Greed calculation was taken from somewhere, but I can't find the source anymore to give credit.
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//@version=5
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indicator(title = "Indi-G", overlay = false)
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// Safe Haven Demand:
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shd1 = request.security("SPX", "D", (close - close[20]) / close * 100)
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shd2 = request.security("ZB1!", "D", (close - close[20]) / close * 100)
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shd = shd1 - shd2
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//Stock Price Breadth:
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spb1 = request.security("UVOL", "D", close)
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spb2 = request.security("DVOL", "D", close)
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spb3 = spb1 - spb2
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ema19 = ta.ema(spb3, 19)
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ema39 = ta.ema(spb3, 39)
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osci = ema19 - ema39
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spb = ta.cum(osci)
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//Market Momentum:
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mm1 = request.security("SPX", "D", close)
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mm2 = request.security("SPX", "D", ta.sma(close, 125))
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mm = (mm1 - mm2) / mm1 * 100
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//Stock Price Strenth:
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sps1 = request.security("MAHN", "D", ta.ema(close, 5))
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sps2 = request.security("MALN", "D", ta.ema(close, 5))
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sps = ta.ema((sps1 - sps2) / (sps1 + sps2) * 100, 10)
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//Put / Call Ratio:
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pcr = request.security("USI:PCC", "D", ta.sma(close, 5))
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//Junk Bond Demand
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jbd1 = request.security("Quandl:ML/USEY|0", "D", close)
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jbd2 = request.security("Quandl:ML/USTRI|0", "D", close)
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jbd = jbd2 - jbd1
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//Market Volatility:
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mv = request.security("VIX", "D", close)
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//Merge:
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ind_shd = ta.percentrank(shd, 252)
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ind_spb = ta.percentrank(spb, 252)
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ind_mm = ta.percentrank(mm, 252)
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ind_sps = ta.percentrank(sps, 252)
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ind_pco = 100 - ta.percentrank(pcr, 252)
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ind_jbd = 100 - ta.percentrank(jbd, 252)
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ind_mv = 100 - ta.percentrank(mv, 252)
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fear_and_greed = (ind_shd + ind_spb + ind_mm + ind_sps + ind_pco + ind_jbd + ind_mv) / 7
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plot(fear_and_greed, linewidth = 2, color = color.yellow)
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hline(75, title = "Euphoria", color = color.red, linestyle = hline.style_solid)
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hline(60, title = "Greed", color = color.maroon, linestyle = hline.style_solid)
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hline(25, title = "Fear", color = color.green, linestyle = hline.style_solid)
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hline(10, title = "Capitulation", color = color.lime, linestyle = hline.style_solid)
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