OPEN-SOURCE SCRIPT
已更新 Overnight Z/VolRatio Signal
This indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open.
It calculates:
• Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation.
• VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction.
Signal Logic (LONG bias)
A long-bias condition triggers when:
• Z_long ≥ 0.40 (overnight tilt strongly positive)
• VolRatio ≥ 1.30 (above-average RTH volume)
• Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags.
Visuals mark qualifying days with colored labels and session highlights.
It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices.
Usage Notes
• Works best when applied to daily or intraday 5m chart with extended hours enabled.
• Typical exit: ~150 minutes after 09:30 ET.
• Fridays are optionally excluded to avoid expiration-related distortions.
It calculates:
• Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation.
• VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction.
Signal Logic (LONG bias)
A long-bias condition triggers when:
• Z_long ≥ 0.40 (overnight tilt strongly positive)
• VolRatio ≥ 1.30 (above-average RTH volume)
• Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags.
Visuals mark qualifying days with colored labels and session highlights.
It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices.
Usage Notes
• Works best when applied to daily or intraday 5m chart with extended hours enabled.
• Typical exit: ~150 minutes after 09:30 ET.
• Fridays are optionally excluded to avoid expiration-related distortions.
發行說明
This indicator highlights overnight setups where both volatility expansion and prior-day range deviation suggest directional opportunity at the RTH open.It calculates:
• Overnight Z-Score (Z_long): how far the overnight session’s range tilts from the 20-day overnight mean, standardized by its standard deviation.
• VolRatio: ratio of the current RTH session volume to the 20-day average, a proxy for participation and conviction.
Signal Logic (LONG bias)
A long-bias condition triggers when:
• Z_long ≥ 0.40 (overnight tilt strongly positive)
• VolRatio ≥ 1.30 (above-average RTH volume)
• Optional filters: R1/R4 region alignment, YDH/YDL proximity, and other context flags.
Visuals mark qualifying days with colored labels and session highlights.
It is intended as a context signal — not an auto-trading system — for SPY/SPX/ES or correlated large-cap indices.
Usage Notes
• Works best when applied to daily or intraday 5m chart with extended hours enabled.
• Typical exit: ~150 minutes after 09:30 ET.
• Fridays are optionally excluded to avoid expiration-related distortions.
發行說明
Removed "Pulse now" line開源腳本
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免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。