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PG Quant Sentiment Index & Dashboard
Strategy Summary: Quant Sentiment & Volatility MasterThis system is a hybrid quantitative engine designed to filter market noise by combining Derivative Sentiment with Volatility Analysis.
How it Works:
The Volatility Engine (VH): * It identifies high-conviction "stances" (Bullish/Bearish) using a 5 EMA and high volume.It measures volatility speed via an ATR Crossover. If the fast ATR is above the slow ATR, volatility is accelerating (
SCORE \pm 2$). If below, volatility is consolidating (SCORE \pm 1$).This score provides a structural "context" that stays persistent even during quiet bars.
The Sentiment Engine (WSI): * It tracks Strike-level Put-Call Ratios (PCR) for Price and Volume, alongside Daily and Hourly Open Interest (OI) build-ups.This data is aggregated into a Weight-Sum Index (WSI).
The Dashboard: * The dashboard calculates a live score for each metric. The final WSI Smooth (highlighted in Dark Blue) is the master signal. BULLISH/BEARISH states are triggered only when the sentiment index reverses by a specific percentage threshold, ensuring you only catch significant trend shifts.
The Visuals: * Histogram Bars: Represent raw market sentiment.
Solid Line: The smoothed WSI, colored dynamically to represent market status (Recovering, Bullish, Dropping, or Bearish).
How it Works:
The Volatility Engine (VH): * It identifies high-conviction "stances" (Bullish/Bearish) using a 5 EMA and high volume.It measures volatility speed via an ATR Crossover. If the fast ATR is above the slow ATR, volatility is accelerating (
SCORE \pm 2$). If below, volatility is consolidating (SCORE \pm 1$).This score provides a structural "context" that stays persistent even during quiet bars. The Sentiment Engine (WSI): * It tracks Strike-level Put-Call Ratios (PCR) for Price and Volume, alongside Daily and Hourly Open Interest (OI) build-ups.This data is aggregated into a Weight-Sum Index (WSI).
The Dashboard: * The dashboard calculates a live score for each metric. The final WSI Smooth (highlighted in Dark Blue) is the master signal. BULLISH/BEARISH states are triggered only when the sentiment index reverses by a specific percentage threshold, ensuring you only catch significant trend shifts.
The Visuals: * Histogram Bars: Represent raw market sentiment.
Solid Line: The smoothed WSI, colored dynamically to represent market status (Recovering, Bullish, Dropping, or Bearish).
開源腳本
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這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
Follow @i2gain on X.COM
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。