OPEN-SOURCE SCRIPT
Güncellendi Macro Dashboard
Overview
A three-panel macro surveillance dashboard built for top-down discretionary and systematic traders. Aggregates real-time data from 35 cross-asset feeds — rates, credit, liquidity, volatility, and positioning — into a single overlay table that updates on Daily, Weekly, and Monthly charts with automatic lookback calibration for each cadence.
What It Does
Left Panel — Macro Regime & Rates
- Classifies the current macro environment into one of ten named regimes (Goldilocks, Boom, Stagflation, Easing, etc.) by synthesizing growth, inflation, and liquidity conditions in real time.
- Decomposes rate moves into their underlying drivers — breakeven inflation vs. real rate — so you can see why yields are moving, not just that they moved.
- Monitors yield curve dynamics (bull/bear steepening/flattening), high-yield credit spreads, forward inflation expectations, and the stock-bond correlation regime.
- Tracks Fed balance sheet components, net liquidity, M2, bank reserves, and initial claims with directional momentum readings.
Middle Panel — Volatility & Positioning
- Surfaces the full vol complex: equity vol, rates vol (MOVE), the implied-vs-realized premium, term structure shape, skew, vol-of-vol, and put/call sentiment — condensed into a composite tail-risk gauge.
- Estimates CTA/trend-follower positioning across equities, bonds, gold, and the dollar using a multi-horizon momentum proxy, and shows whether systematic flows are adding, holding, or cutting.
- Models a vol-target leverage signal that tracks how risk-parity and vol-controlled strategies would be adjusting exposure based on recent realized volatility.
- Rolls all of the above into a Signal Alignment section that scores conviction across four independent domains (macro, vol, credit, flows), flags which signal diverges when conviction is high, and generates a one-line narrative summary.
Right Panel — Cross-Asset Pulse
- Provides a full technical scorecard for 20+ instruments spanning equities, Treasuries, credit, precious metals, industrial commodities, energy, FX, crypto, and global equity markets.
- Each row displays price, bar change, momentum, comparative relative strength vs. SPY, volatility-normalized mean-reversion distance, 52-week range positioning, and short-term / long-term trend states, culminating in a single actionable quadrant signal (LEAD / WATCH / REDUCE / AVOID).
Decision Output
- A composite risk-mode score derived from the four signal domains, expressed as a z-score with a directional label (Risk-On, Neutral, Defensive, Risk-Off) and a trend reading (Improving / Stable / Deteriorating).
- Translates the score into allocation-level guidance: equity weight bias, duration posture, and hedge urgency — all internally consistent so the output never contradicts itself.
- Breaks the view into three time horizons (Short-Term, Medium-Term, Long-Term) to separate tactical positioning from structural backdrop.
Who It's For
Macro-oriented traders and portfolio managers who want a single-screen answer to "What regime are we in, what's the vol surface saying, where is systematic flow headed, and do those signals agree?"
Settings
- Adjustable lookback lengths for momentum, relative strength, correlation, and historical volatility.
- Configurable CTA target volatility and max leverage.
- Table position and text size controls. Optional sleeve z-score display for the risk mode composite.
A three-panel macro surveillance dashboard built for top-down discretionary and systematic traders. Aggregates real-time data from 35 cross-asset feeds — rates, credit, liquidity, volatility, and positioning — into a single overlay table that updates on Daily, Weekly, and Monthly charts with automatic lookback calibration for each cadence.
What It Does
Left Panel — Macro Regime & Rates
- Classifies the current macro environment into one of ten named regimes (Goldilocks, Boom, Stagflation, Easing, etc.) by synthesizing growth, inflation, and liquidity conditions in real time.
- Decomposes rate moves into their underlying drivers — breakeven inflation vs. real rate — so you can see why yields are moving, not just that they moved.
- Monitors yield curve dynamics (bull/bear steepening/flattening), high-yield credit spreads, forward inflation expectations, and the stock-bond correlation regime.
- Tracks Fed balance sheet components, net liquidity, M2, bank reserves, and initial claims with directional momentum readings.
Middle Panel — Volatility & Positioning
- Surfaces the full vol complex: equity vol, rates vol (MOVE), the implied-vs-realized premium, term structure shape, skew, vol-of-vol, and put/call sentiment — condensed into a composite tail-risk gauge.
- Estimates CTA/trend-follower positioning across equities, bonds, gold, and the dollar using a multi-horizon momentum proxy, and shows whether systematic flows are adding, holding, or cutting.
- Models a vol-target leverage signal that tracks how risk-parity and vol-controlled strategies would be adjusting exposure based on recent realized volatility.
- Rolls all of the above into a Signal Alignment section that scores conviction across four independent domains (macro, vol, credit, flows), flags which signal diverges when conviction is high, and generates a one-line narrative summary.
Right Panel — Cross-Asset Pulse
- Provides a full technical scorecard for 20+ instruments spanning equities, Treasuries, credit, precious metals, industrial commodities, energy, FX, crypto, and global equity markets.
- Each row displays price, bar change, momentum, comparative relative strength vs. SPY, volatility-normalized mean-reversion distance, 52-week range positioning, and short-term / long-term trend states, culminating in a single actionable quadrant signal (LEAD / WATCH / REDUCE / AVOID).
Decision Output
- A composite risk-mode score derived from the four signal domains, expressed as a z-score with a directional label (Risk-On, Neutral, Defensive, Risk-Off) and a trend reading (Improving / Stable / Deteriorating).
- Translates the score into allocation-level guidance: equity weight bias, duration posture, and hedge urgency — all internally consistent so the output never contradicts itself.
- Breaks the view into three time horizons (Short-Term, Medium-Term, Long-Term) to separate tactical positioning from structural backdrop.
Who It's For
Macro-oriented traders and portfolio managers who want a single-screen answer to "What regime are we in, what's the vol surface saying, where is systematic flow headed, and do those signals agree?"
Settings
- Adjustable lookback lengths for momentum, relative strength, correlation, and historical volatility.
- Configurable CTA target volatility and max leverage.
- Table position and text size controls. Optional sleeve z-score display for the risk mode composite.
Sürüm Notları
Reach out to @UnhedgedBanker on XSürüm Notları
DEPRECATED – DO NOT USEThis version is no longer supported. Contact me for the private version
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Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
Açık kaynak kodlu komut dosyası
Gerçek TradingView ruhuyla, bu komut dosyasının mimarı, yatırımcıların işlevselliğini inceleyip doğrulayabilmesi için onu açık kaynaklı hale getirdi. Yazarı tebrik ederiz! Ücretsiz olarak kullanabilseniz de, kodu yeniden yayınlamanın Topluluk Kurallarımıza tabi olduğunu unutmayın.
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.