OPEN-SOURCE SCRIPT
Yield Curve Regimes
Yield Curve Regimes Indicator
This indicator tracks macroeconomic market regimes by analyzing the spread delta between short-term (US02Y) and long-term (US30Y) Treasury yields over a custom n-period rolling window.
Core Mechanics:
Regime Classification: Automatically categorizes the yield curve environment into six distinct macro states (Bull/Bear Steepener, Bull/Bear Flattener, and Steepener/Flattener Twists) based on the directional shifts of the underlying yields.
Visual Output: Plots a color-coded spread histogram with an integrated dynamic legend, providing an immediate read on shifting macro and liquidity conditions.
Application: Delivers quantifiable, high-level data to filter directional bias and align price action setups with the overarching macroeconomic regime
This indicator tracks macroeconomic market regimes by analyzing the spread delta between short-term (US02Y) and long-term (US30Y) Treasury yields over a custom n-period rolling window.
Core Mechanics:
Regime Classification: Automatically categorizes the yield curve environment into six distinct macro states (Bull/Bear Steepener, Bull/Bear Flattener, and Steepener/Flattener Twists) based on the directional shifts of the underlying yields.
Visual Output: Plots a color-coded spread histogram with an integrated dynamic legend, providing an immediate read on shifting macro and liquidity conditions.
Application: Delivers quantifiable, high-level data to filter directional bias and align price action setups with the overarching macroeconomic regime
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。