Reverse Repo Correlation Indicator This TradingView indicator calculates the correlation between the current stock's close price and the value of the Reverse Repo Rate (`RRPONTSYD`). It uses the Pearson correlation coefficient to measure the strength and direction of the relationship. Inputs - **Correlation Length**: The number of bars used to calculate the...
An updated version of the SPX Fair Value Bands script from dharmatech and based on the net liquidity concept by MaxJAnderson . Now with full customization of parameters through the settings (Dialog Box) and allowing the options to the use of 1) Standard Bands based on Offsets of the Fair Value 2) Bollinger Bands 3) Keltner Channels to better capture...
These are based on Darius Dale and Max Anderson's Net Liquidity model. This is intended for use with the $SPX chart.