OPEN-SOURCE SCRIPT
تم تحديثه SPY/SPX Expected Move + Session Levels
📊 Expected Move + Session Levels (SPY / SPX)
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice.
Plots the day's expected move band plus the key session levels — automatic, refreshed daily before the open, nothing to enter or maintain.
🔹 Draws: Expected Move High/Low (the one-standard-deviation daily range implied by options pricing, anchored at the prior close), Prior Day High/Low, and Overnight High/Low (from the ES futures overnight session, rescaled to your chart). Optional shaded band and info table.
⚙️ Settings: every level toggles on/off individually; colors, line width, and label size are adjustable. The overnight source, session window, and IV index can be changed, and setting Horizon to 5 with VIX approximates the weekly move. Best on intraday timeframes.
⚠️ Note: the expected move is a statistical estimate, not a boundary — price is expected to close inside the band roughly two days out of three, and beyond it roughly one in three. Treat the edges as context, not walls; the market will go where it chooses. All levels are built from CBOE volatility indices, daily session data, and CME ES futures. Informational only, not trading advice.
ملاحظات الأخبار
update chart to dailyملاحظات الأخبار
no code changes - Reminder that on the expected move: it's a probability range, not a promise. Options pricing implies price closes inside the band about two days out of three — which means it breaks roughly one day in three, and that's completely normal. Use it as context for your trades, not as a wall to lean on. Your plan, your levels, your risk rules always come first.Not financial advice. Trade your own plan and manage your own risk.
ملاحظات الأخبار
Update: Overnight High/Low now hold steady through the session — the futures-to-chart conversion locks in at the cash open instead of adjusting tick by tickملاحظات الأخبار
UpdatesExpected move now locks at the cash open — one fixed band per session (tracks live IV premarket, so pre-open data releases are reflected)
Overnight High/Low hold steady through the session — the futures-to-chart conversion locks at the open instead of adjusting tick by tick
ملاحظات الأخبار
Updates:*Expected move lock improved — the band now reliably freezes once per session
*Info table timestamp confirms live refresh
*Timestamp updated with refresh
ملاحظات الأخبار
Added "Band Update Mode" setting to scriptملاحظات الأخبار
Expected move now locks for the full session using the prior close of the volatility index — one fixed, consistent band per day across all charts and timeframes.ملاحظات الأخبار
regular updateملاحظات الأخبار
"As of" timestamp switched to CT; overnight ONH/ONL now latch at the cash open (no more intraday repaint) and are hidden by default as ES-derived estimatesنص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
Janice Trades — free daily ES + NQ market reads. Substack + Discord. @janicetrades · janicetrades.substack.com/
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
Janice Trades — free daily ES + NQ market reads. Substack + Discord. @janicetrades · janicetrades.substack.com/
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.