OPEN-SOURCE SCRIPT
Macro Regime Engine - Institutional Dashboard
English Description:
The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics.
Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates.
** How It Works:
The engine applies a non-repainting VAMS calculation across six major intermarket assets:
1. **S&P 500 (SPX)** - Equity Growth
2. **Bitcoin (BTCUSDT)** - High-Beta / Liquidity Appetite
3. **WTI Crude Oil (USOIL)** - Inflationary Pressures / Demand
4. **US Dollar Index (DXY)** - Global Liquidity & Dollar Strength
5. **CBOE Volatility Index (VIX)** - Market Risk Perception
6. **10-Year Treasury Yield (US10Y)** - Cost of Capital & Rates Environment
Based on a voting mechanism, the indicator classifies the market into 4 primary economic regimes:
- Goldilocks (Green): Stable growth, low volatility. Optimal environment for equities and long positions.
- Reflation (Blue): Economic expansion with moderate price increases. Bullish bias.
- Inflation (Orange): Rising commodity and yields pressure. Caution and position reduction recommended.
- Deflation (Red): Spiking volatility and broader market contraction. Risk-off regime.
** Key Features:
- Non-Repainting Logic: Uses closed-bar data (`close[1]`) for intermarket requests to ensure historical accuracy without lookahead bias.
- **Regime Confirmation Filter:** Implements a confirmation threshold to filter out short-term market noise (whipsaws).
- **Customizable Dashboard:** Fully customizable visual table overlay and background regime highlighting.
** Best Uses:
Optimized as a top-down contextual filter for S&P 500 Futures (ES1!), SPY, NQ1!, and BTC. Use this dashboard to align your tactical short-term setups with the broader macro regime.
The "Macro Regime Engine" is an institutional-grade quantitative tool designed to identify market regimes using cross-asset intermarket dynamics.
Rather than relying on traditional lagging technical indicators, this dashboard evaluates the Volatility-Adjusted Momentum Score (VAMS) across six key financial pillars: Equity Markets, Crypto Assets, Energy/Commodities, the US Dollar, Volatility, and Interest Rates.
** How It Works:
The engine applies a non-repainting VAMS calculation across six major intermarket assets:
1. **S&P 500 (SPX)** - Equity Growth
2. **Bitcoin (BTCUSDT)** - High-Beta / Liquidity Appetite
3. **WTI Crude Oil (USOIL)** - Inflationary Pressures / Demand
4. **US Dollar Index (DXY)** - Global Liquidity & Dollar Strength
5. **CBOE Volatility Index (VIX)** - Market Risk Perception
6. **10-Year Treasury Yield (US10Y)** - Cost of Capital & Rates Environment
Based on a voting mechanism, the indicator classifies the market into 4 primary economic regimes:
- Goldilocks (Green): Stable growth, low volatility. Optimal environment for equities and long positions.
- Reflation (Blue): Economic expansion with moderate price increases. Bullish bias.
- Inflation (Orange): Rising commodity and yields pressure. Caution and position reduction recommended.
- Deflation (Red): Spiking volatility and broader market contraction. Risk-off regime.
** Key Features:
- Non-Repainting Logic: Uses closed-bar data (`close[1]`) for intermarket requests to ensure historical accuracy without lookahead bias.
- **Regime Confirmation Filter:** Implements a confirmation threshold to filter out short-term market noise (whipsaws).
- **Customizable Dashboard:** Fully customizable visual table overlay and background regime highlighting.
** Best Uses:
Optimized as a top-down contextual filter for S&P 500 Futures (ES1!), SPY, NQ1!, and BTC. Use this dashboard to align your tactical short-term setups with the broader macro regime.
Скрипт с открытым кодом
В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Скрипт с открытым кодом
В истинном духе TradingView, создатель этого скрипта сделал его открытым исходным кодом, чтобы трейдеры могли проверить и убедиться в его функциональности. Браво автору! Вы можете использовать его бесплатно, но помните, что перепубликация кода подчиняется нашим Правилам поведения.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.