ES/SPX/SPY & HSI Future/Cash Index Realtime converter + GEX

This script is designed for traders who monitor Gamma Exposure (GEX) levels on cash indices (SPX, HSI) but execute trades on their respective Futures (ES, HSI!) or ETFs (SPY).

Because of the "Basis" (the price difference caused by interest rates and dividends), cash levels and futures prices do not align perfectly. This indicator solves that problem by calculating the real-time basis and automatically mapping your GEX levels to your current chart.

🚀 Key Features

Real-Time Basis Calculation: Automatically calculates the spread between Futures and Cash for both the S&P 500 and the Hang Seng Index.
Dynamic GEX Mapping: Input your daily Call Wall, Put Wall, and Zero Gamma levels for the cash index, and the script will plot them at the mathematically correct price on your Futures chart.
Dual-Price Labels: Labels display both the original Cash level and the converted "Futures Equivalent" price for instant clarity.

Multi-Asset Support:

US Market: ES (Futures), SPX (Index), and SPY (ETF).
HK Market: HSI (Index) and HSI! (Futures).

Integrated Dashboard:

Showing Current Basis (+/- points).
Estimated SPX/SPY prices during non-RTH hours.
US20Y Yield Monitor: Includes a warning emoji if bond yields cross the 5% threshold.
Price Mapping Table: A quick-reference table showing cash levels in 50/100 point increments and their corresponding futures prices.

🛠️ How to Use

Inputs: Every morning, update the SPX GEX Levels or HSI GEX Levels in the settings with data from your preferred gamma provider.
Date Monitor: Set the GEX Data Date. If you forget to update your levels the next day, a large watermark will appear to warn you that the data is expired.
UI Customization: You can move the Info Board and Levels Table to any corner of your screen to avoid cluttering your specific chart layout.

📊 Technical Details

Pine Script® v6: Built using the latest version for maximum performance and stability.
Sync Logic: Uses request.security to pull data from multiple tickers simultaneously, ensuring the basis calculation is always based on the most recent available tick.

Disclaimer: This indicator is a tool for visual mapping and data organization. It does not provide financial advice or automated signals. GEX levels must be sourced and input manually by the user.

Versionshinweise

- Update HSI mkt close and open time
- Only update prices when bar close, not every tick

Versionshinweise

- fix HSI sync

Open-source Skript

Ganz im Sinne von TradingView hat dieser Autor sein/ihr Script als Open-Source veröffentlicht. Auf diese Weise können nun auch andere Trader das Script rezensieren und die Funktionalität überprüfen. Vielen Dank an den Autor! Sie können das Script kostenlos verwenden, aber eine Wiederveröffentlichung des Codes unterliegt unseren Hausregeln.

cheetah6789

Auch bei:

Haftungsausschluss

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Open-source Skript

cheetah6789

Auch bei: