/ES Futures Quasi-Algo 1 Hour Out Prediction for ThinkorSwim

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charlie2598 said:
sorry I am trying to tell you SPX
Click to expand...
No problem.

The API I've been jsing for data is broken and I'm looking around for another one. When I find one that provides me 5m data (or get around to reconfiguring my TDA API Access tokens) I'll get some newly updated indicators for folks.

-mashume
 
Hi mashume,
good work. like this indicator.
question: it does not display the cloud(addcloud(ESUpTarget, ESDnTarget, color.white, color.white);) - meaning the addcloud() function does not work.
I integrated the script with SuperTrend CCI ATR Trend Indicator. The addcloud() function stopped working in the integarted script - meaning the addcloud() function does not work.. The standalone SuperTrend CCI ATR Trend does display the cloud - meaning the addcloud() function does not work.

I also tried integrading the script in other scripts - addcloud() stops working in those integrated scripts also
Please advide
 
hmjassal said:
Hi mashume,
good work. like this indicator.
question: it does not display the cloud(addcloud(ESUpTarget, ESDnTarget, color.white, color.white);) - meaning the addcloud() function does not work.
I integrated the script with SuperTrend CCI ATR Trend Indicator. The addcloud() function stopped working in the integarted script - meaning the addcloud() function does not work.. The standalone SuperTrend CCI ATR Trend does display the cloud - meaning the addcloud() function does not work.

I also tried integrading the script in other scripts - addcloud() stops working in those integrated scripts also
Please advide
Click to expand...
Yeah, I noticed that it quit working at some point... and then I forgot about it. Not sure why. Never was.

-mashume
 
Hello Mashume,
Thanks for the quick response with the expected update.
Please let know once you find the cause and the fix. I am planning to integrate into my main script as soon as the issue gets resolved.
I have integrated your Hull Moving Average into my main script and it is working excellent. it really helps to identify/confirm buy and sell points.
Keep up the good work.
Harv
 
Updates:

I have a working API again, through TDA. It's going to take a bit more time to collect the data into the format I need since apparently TDA is limiting me to 10 days of data in a single request and I've based the indicator thus far on a 60 day window.

Still working on getting all the ducks in a row.

-mashume
 
mashume said:
So, from the data described here:
https://usethinkscript.com/threads/es-futures-probability-at-time-market-timing-differently.6250/
I decided to build an indicator to see what would happen. This indicator is the result of that.

It may or may not be mathematically correct. If you'd like to audit my statistics, shifts, and so forth, please do.

Remember, the bounding boxes are being drawn a minimum of 1 hour before the candles are drawn. They are real predictions, based on probable movements of the market as described in the link above. These use 1st and 3rd quartile deviances from median for the range shown (for those who care).

lkyaxgz.png

Overnight projections.

pzcwUfa.png

Showing regular trading day projections.

T2w8wfw.png

This one shows the predictions in the expansion area on the right.

These are not overly accurate, but an interesting direction in indicators.

I have written a python script to "regenerate" the indicator code so I can run it weekly to update the coefficients if there is interest.

Here's the code for the indicator:
Code: 
#########################################################
#
#   Next Hour ES Trading Range
#     Algorithmic Prediction
#   Values Derived on Data from
#          2021-01-12 to
#          2021-04-08
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /ES (and maybe /MES) only
#  Functional on 1, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;

def q1 =
    if HOUR == 0 then -2.25
    else if HOUR == 1 then -3.5
    else if HOUR == 2 then -3.25
    else if HOUR == 3 then -3.5
    else if HOUR == 4 then -2.0
    else if HOUR == 5 then -2.5
    else if HOUR == 6 then -2.0
    else if HOUR == 7 then -4.0
    else if HOUR == 8 then -3.75
    else if HOUR == 9 then -6.25
    else if HOUR == 10 then -4.5
    else if HOUR == 11 then -3.0
    else if HOUR == 12 then -2.812
    else if HOUR == 13 then -3.75
    else if HOUR == 14 then -6.75
    else if HOUR == 15 then -5.75
    else if HOUR == 16 then -1.75
    else if HOUR == 17 then 1.0
    else if HOUR == 18 then -3.5
    else if HOUR == 19 then -3.25
    else if HOUR == 20 then -3.5
    else if HOUR == 21 then -3.5
    else if HOUR == 22 then -2.0
    else -1.25;
def q3 =
    if HOUR == 0 then 2.25
    else if HOUR == 1 then 3.0
    else if HOUR == 2 then 3.75
    else if HOUR == 3 then 4.25
    else if HOUR == 4 then 2.75
    else if HOUR == 5 then 3.25
    else if HOUR == 6 then 3.75
    else if HOUR == 7 then 3.0
    else if HOUR == 8 then 5.312
    else if HOUR == 9 then 8.75
    else if HOUR == 10 then 7.75
    else if HOUR == 11 then 7.0
    else if HOUR == 12 then 5.5
    else if HOUR == 13 then 5.25
    else if HOUR == 14 then 6.562
    else if HOUR == 15 then 6.75
    else if HOUR == 16 then 4.0
    else if HOUR == 17 then 6.25
    else if HOUR == 18 then 3.25
    else if HOUR == 19 then 3.5
    else if HOUR == 20 then 3.75
    else if HOUR == 21 then 2.5
    else if HOUR == 22 then 2.25
    else 2.5;
def m2 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then -0.5
    else if HOUR == 2 then 0.25
    else if HOUR == 3 then 0.25
    else if HOUR == 4 then 0.25
    else if HOUR == 5 then 0.5
    else if HOUR == 6 then 0.5
    else if HOUR == 7 then -0.25
    else if HOUR == 8 then 0.5
    else if HOUR == 9 then 2.0
    else if HOUR == 10 then 2.75
    else if HOUR == 11 then 2.5
    else if HOUR == 12 then 1.5
    else if HOUR == 13 then 1.0
    else if HOUR == 14 then -0.5
    else if HOUR == 15 then 0.75
    else if HOUR == 16 then 1.0
    else if HOUR == 17 then 2.5
    else if HOUR == 18 then -0.25
    else if HOUR == 19 then 0.5
    else if HOUR == 20 then 0.25
    else if HOUR == 21 then -0.75
    else if HOUR == 22 then 0.5
    else 0.25;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

If you find this useful, let me know. This could, potentially, be applied to any ticker, though it would need to be for a single ticker. If you trade exclusively one symbol, it could be an interesting exercise.

REMEMBER This is just probabilities applied to prices. It's not magic, and it's not always going to be correct.

Happy Trading,
mashume
Click to expand...
do you think you have to update the data because last date is 04.08.21
 
Hi Is there any updated version of this script. May i also know how it works and what did u notice while using/testing this script
 
rama999 said:
Hi Is there any updated version of this script. May i also know how it works and what did u notice while using/testing this script
Click to expand...
Nope. I havent gotten around to figuring out a new API other than the Yahoo Finance API that I was using last time around. When I get a break one of these days I'll go through setting up TD Ameritrade authentication to pull data from them, but not yet. Unless anyone out there has a source for 5m OHLC data for free???

-mashume
 
  • Like
Reactions: bmn
mashume said:
Updates:

I have a working API again, through TDA. It's going to take a bit more time to collect the data into the format I need since apparently TDA is limiting me to 10 days of data in a single request and I've based the indicator thus far on a 60 day window.

Still working on getting all the ducks in a row.

-mashume
Click to expand...
Hi Mushume

I started playing around with this today just to see how it works, looks really promising, I added a hull just to get extra conformation and for me to see the setup come in.

Thank you for sharing this
 
mashume said:
Nope. I havent gotten around to figuring out a new API other than the Yahoo Finance API that I was using last time around. When I get a break one of these days I'll go through setting up TD Ameritrade authentication to pull data from them, but not yet. Unless anyone out there has a source for 5m OHLC data for free???

-mashume
Click to expand...

Were you able to get around to updating the data? The algos have had quite an impact on trading this year, i'd be curios to see how the graphs changed, especially on NQ.
 
CactusMan said:
Were you able to get around to updating the data? The algos have had quite an impact on trading this year, i'd be curios to see how the graphs changed, especially on NQ.
Click to expand...
Just last weekend I finally got the TDA API working. This is on the list of things to do

:cool:

-mashume
 
  • Like
Reactions: bmn
you're the man!

it seems like throughout the summer the NQ would trade very...untechnically...if that's a word. The only thing i can attribute that to is the explosion of quant funds.

Will be interesting to see what the results imply.
 
CactusMan said:
you're the man!

it seems like throughout the summer the NQ would trade very...untechnically...if that's a word. The only thing i can attribute that to is the explosion of quant funds.

Will be interesting to see what the results imply.
Click to expand...
Well, the TDA API doesn't provide futures price history. Live stream, quotes, but no historical data. So I'm still searching for a data source for this one.

c'est la vie.

-mashume
 
OK Update

The API I use for futures data has been updated and is providing data again. So which version(s) of this do y'all want to see? I'll post up a bunch of them (ES, YM, NQ, CL) but wonder which version of the indicator you've found most useful.. .there are several posted in this thread... simple, up/down aware, and some other variants. Let me know and I'll dump some code on ya.

-mashume
 
Updated Values:

/ES

Code: 
#########################################################
#
#   Next Hour ES Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-09-13 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /ES only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then -1.5
    else if HOUR == 1 then -2.5
    else if HOUR == 2 then -2.75
    else if HOUR == 3 then -2.25
    else if HOUR == 4 then -2.75
    else if HOUR == 5 then -2.5
    else if HOUR == 6 then -2.25
    else if HOUR == 7 then -2.812
    else if HOUR == 8 then -4.5
    else if HOUR == 9 then -9.5
    else if HOUR == 10 then -4.5
    else if HOUR == 11 then -4.25
    else if HOUR == 12 then -5.0
    else if HOUR == 13 then -2.75
    else if HOUR == 14 then -4.25
    else if HOUR == 15 then -6.5
    else if HOUR == 16 then -1.0
    else if HOUR == 17 then -3.375
    else if HOUR == 18 then -1.75
    else if HOUR == 19 then -2.562
    else if HOUR == 20 then -3.25
    else if HOUR == 21 then -3.0
    else if HOUR == 22 then -1.5
    else -1.25;
def q3 =
    if HOUR == 0 then 2.75
    else if HOUR == 1 then 2.5
    else if HOUR == 2 then 3.75
    else if HOUR == 3 then 4.5
    else if HOUR == 4 then 2.75
    else if HOUR == 5 then 2.5
    else if HOUR == 6 then 3.0
    else if HOUR == 7 then 3.312
    else if HOUR == 8 then 5.5
    else if HOUR == 9 then 10.5
    else if HOUR == 10 then 5.812
    else if HOUR == 11 then 4.812
    else if HOUR == 12 then 3.625
    else if HOUR == 13 then 6.062
    else if HOUR == 14 then 5.0
    else if HOUR == 15 then 4.625
    else if HOUR == 16 then 3.438
    else if HOUR == 17 then -0.75
    else if HOUR == 18 then 2.5
    else if HOUR == 19 then 3.75
    else if HOUR == 20 then 2.75
    else if HOUR == 21 then 2.25
    else if HOUR == 22 then 2.0
    else 2.0;
def m2 =
    if HOUR == 0 then 0.25
    else if HOUR == 1 then 0.25
    else if HOUR == 2 then 1.0
    else if HOUR == 3 then 1.375
    else if HOUR == 4 then 0.0
    else if HOUR == 5 then 0.0
    else if HOUR == 6 then 0.25
    else if HOUR == 7 then 0.0
    else if HOUR == 8 then 0.75
    else if HOUR == 9 then 1.5
    else if HOUR == 10 then 0.75
    else if HOUR == 11 then 0.5
    else if HOUR == 12 then -0.25
    else if HOUR == 13 then 1.5
    else if HOUR == 14 then 0.0
    else if HOUR == 15 then -0.5
    else if HOUR == 16 then 1.25
    else if HOUR == 17 then -2.25
    else if HOUR == 18 then 0.25
    else if HOUR == 19 then -0.375
    else if HOUR == 20 then -0.5
    else if HOUR == 21 then -0.5
    else if HOUR == 22 then 0.25
    else 0.25;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);

YM

Code: 
#########################################################
#
#   Next Hour YM Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-09-13 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /YM only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then -13.0
    else if HOUR == 1 then -20.0
    else if HOUR == 2 then -19.0
    else if HOUR == 3 then -21.0
    else if HOUR == 4 then -20.0
    else if HOUR == 5 then -17.0
    else if HOUR == 6 then -17.75
    else if HOUR == 7 then -24.75
    else if HOUR == 8 then -28.0
    else if HOUR == 9 then -76.0
    else if HOUR == 10 then -47.0
    else if HOUR == 11 then -33.25
    else if HOUR == 12 then -41.0
    else if HOUR == 13 then -32.0
    else if HOUR == 14 then -30.0
    else if HOUR == 15 then -44.0
    else if HOUR == 16 then -8.0
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then -14.0
    else if HOUR == 19 then -18.0
    else if HOUR == 20 then -23.0
    else if HOUR == 21 then -20.0
    else if HOUR == 22 then -12.25
    else -10.0;
def q3 =
    if HOUR == 0 then 19.0
    else if HOUR == 1 then 18.0
    else if HOUR == 2 then 25.0
    else if HOUR == 3 then 34.75
    else if HOUR == 4 then 20.0
    else if HOUR == 5 then 21.0
    else if HOUR == 6 then 26.0
    else if HOUR == 7 then 25.75
    else if HOUR == 8 then 48.0
    else if HOUR == 9 then 72.0
    else if HOUR == 10 then 42.25
    else if HOUR == 11 then 33.0
    else if HOUR == 12 then 24.0
    else if HOUR == 13 then 42.0
    else if HOUR == 14 then 38.0
    else if HOUR == 15 then 32.0
    else if HOUR == 16 then 21.75
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then 20.0
    else if HOUR == 19 then 27.0
    else if HOUR == 20 then 20.75
    else if HOUR == 21 then 17.5
    else if HOUR == 22 then 17.0
    else 14.0;
def m2 =
    if HOUR == 0 then 1.0
    else if HOUR == 1 then 2.0
    else if HOUR == 2 then 6.0
    else if HOUR == 3 then 8.0
    else if HOUR == 4 then 0.0
    else if HOUR == 5 then 2.0
    else if HOUR == 6 then 3.0
    else if HOUR == 7 then 0.0
    else if HOUR == 8 then 5.0
    else if HOUR == 9 then -3.0
    else if HOUR == 10 then 5.0
    else if HOUR == 11 then 3.0
    else if HOUR == 12 then -7.0
    else if HOUR == 13 then 4.0
    else if HOUR == 14 then 0.5
    else if HOUR == 15 then -4.0
    else if HOUR == 16 then 6.0
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then 2.0
    else if HOUR == 19 then -2.0
    else if HOUR == 20 then -3.0
    else if HOUR == 21 then -4.0
    else if HOUR == 22 then 2.0
    else 2.0;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);

NQ

Code: 
#########################################################
#
#   Next Hour NQ Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-09-13 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /NQ only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then -5.0
    else if HOUR == 1 then -11.688
    else if HOUR == 2 then -12.5
    else if HOUR == 3 then -9.0
    else if HOUR == 4 then -11.438
    else if HOUR == 5 then -11.188
    else if HOUR == 6 then -10.562
    else if HOUR == 7 then -13.0
    else if HOUR == 8 then -23.938
    else if HOUR == 9 then -39.812
    else if HOUR == 10 then -23.062
    else if HOUR == 11 then -23.5
    else if HOUR == 12 then -23.75
    else if HOUR == 13 then -8.812
    else if HOUR == 14 then -18.0
    else if HOUR == 15 then -25.25
    else if HOUR == 16 then -6.75
    else if HOUR == 17 then 11.0
    else if HOUR == 18 then -5.5
    else if HOUR == 19 then -9.75
    else if HOUR == 20 then -14.0
    else if HOUR == 21 then -11.0
    else if HOUR == 22 then -7.5
    else -5.75;
def q3 =
    if HOUR == 0 then 10.562
    else if HOUR == 1 then 11.0
    else if HOUR == 2 then 16.75
    else if HOUR == 3 then 19.25
    else if HOUR == 4 then 10.688
    else if HOUR == 5 then 9.688
    else if HOUR == 6 then 11.5
    else if HOUR == 7 then 15.0
    else if HOUR == 8 then 22.25
    else if HOUR == 9 then 49.5
    else if HOUR == 10 then 34.5
    else if HOUR == 11 then 26.312
    else if HOUR == 12 then 18.5
    else if HOUR == 13 then 28.062
    else if HOUR == 14 then 23.938
    else if HOUR == 15 then 20.812
    else if HOUR == 16 then 14.25
    else if HOUR == 17 then 11.0
    else if HOUR == 18 then 9.688
    else if HOUR == 19 then 12.75
    else if HOUR == 20 then 10.75
    else if HOUR == 21 then 9.5
    else if HOUR == 22 then 7.5
    else 8.938;
def m2 =
    if HOUR == 0 then 2.25
    else if HOUR == 1 then 0.75
    else if HOUR == 2 then 4.25
    else if HOUR == 3 then 6.5
    else if HOUR == 4 then 0.0
    else if HOUR == 5 then 0.375
    else if HOUR == 6 then 0.25
    else if HOUR == 7 then 0.125
    else if HOUR == 8 then 0.0
    else if HOUR == 9 then 3.625
    else if HOUR == 10 then 4.5
    else if HOUR == 11 then 3.125
    else if HOUR == 12 then -0.5
    else if HOUR == 13 then 10.625
    else if HOUR == 14 then -0.125
    else if HOUR == 15 then -0.25
    else if HOUR == 16 then 2.625
    else if HOUR == 17 then 11.0
    else if HOUR == 18 then 2.0
    else if HOUR == 19 then 1.0
    else if HOUR == 20 then -1.75
    else if HOUR == 21 then -2.0
    else if HOUR == 22 then 1.0
    else 1.5;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);

CL

Code: 
#########################################################
#
#   Next Hour CL Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-09-13 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /CL only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then -0.07
    else if HOUR == 1 then -0.14
    else if HOUR == 2 then -0.16
    else if HOUR == 3 then -0.17
    else if HOUR == 4 then -0.19
    else if HOUR == 5 then -0.14
    else if HOUR == 6 then -0.14
    else if HOUR == 7 then -0.21
    else if HOUR == 8 then -0.235
    else if HOUR == 9 then -0.35
    else if HOUR == 10 then -0.34
    else if HOUR == 11 then -0.22
    else if HOUR == 12 then -0.15
    else if HOUR == 13 then -0.17
    else if HOUR == 14 then -0.11
    else if HOUR == 15 then -0.08
    else if HOUR == 16 then -0.09
    else if HOUR == 17 then 0.47
    else if HOUR == 18 then -0.1
    else if HOUR == 19 then -0.11
    else if HOUR == 20 then -0.16
    else if HOUR == 21 then -0.17
    else if HOUR == 22 then -0.07
    else -0.05;
def q3 =
    if HOUR == 0 then 0.12
    else if HOUR == 1 then 0.1
    else if HOUR == 2 then 0.14
    else if HOUR == 3 then 0.25
    else if HOUR == 4 then 0.12
    else if HOUR == 5 then 0.145
    else if HOUR == 6 then 0.15
    else if HOUR == 7 then 0.23
    else if HOUR == 8 then 0.4
    else if HOUR == 9 then 0.33
    else if HOUR == 10 then 0.29
    else if HOUR == 11 then 0.28
    else if HOUR == 12 then 0.25
    else if HOUR == 13 then 0.22
    else if HOUR == 14 then 0.12
    else if HOUR == 15 then 0.08
    else if HOUR == 16 then 0.18
    else if HOUR == 17 then 0.47
    else if HOUR == 18 then 0.07
    else if HOUR == 19 then 0.15
    else if HOUR == 20 then 0.15
    else if HOUR == 21 then 0.12
    else if HOUR == 22 then 0.11
    else 0.1;
def m2 =
    if HOUR == 0 then 0.03
    else if HOUR == 1 then -0.02
    else if HOUR == 2 then -0.02
    else if HOUR == 3 then 0.05
    else if HOUR == 4 then -0.02
    else if HOUR == 5 then 0.01
    else if HOUR == 6 then -0.02
    else if HOUR == 7 then 0.0
    else if HOUR == 8 then 0.06
    else if HOUR == 9 then -0.02
    else if HOUR == 10 then -0.02
    else if HOUR == 11 then 0.04
    else if HOUR == 12 then 0.05
    else if HOUR == 13 then 0.01
    else if HOUR == 14 then 0.0
    else if HOUR == 15 then 0.0
    else if HOUR == 16 then 0.03
    else if HOUR == 17 then 0.47
    else if HOUR == 18 then -0.02
    else if HOUR == 19 then 0.01
    else if HOUR == 20 then -0.01
    else if HOUR == 21 then -0.035
    else if HOUR == 22 then 0.01
    else 0.03;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);
 

VIX

Code: 
#########################################################
#
#   Next Hour ^VIX Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-08-27 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /^VIX only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then -0.1
    else if HOUR == 5 then -0.11
    else if HOUR == 6 then -0.11
    else if HOUR == 7 then -0.153
    else if HOUR == 8 then -0.24
    else if HOUR == 9 then -0.33
    else if HOUR == 10 then -0.25
    else if HOUR == 11 then -0.23
    else if HOUR == 12 then -0.18
    else if HOUR == 13 then -0.22
    else if HOUR == 14 then -0.19
    else if HOUR == 15 then -0.273
    else if HOUR == 16 then -0.278
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then 0.0
    else if HOUR == 19 then 0.0
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def q3 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then 0.1
    else if HOUR == 5 then 0.093
    else if HOUR == 6 then 0.08
    else if HOUR == 7 then 0.08
    else if HOUR == 8 then 0.197
    else if HOUR == 9 then 0.352
    else if HOUR == 10 then 0.13
    else if HOUR == 11 then 0.17
    else if HOUR == 12 then 0.19
    else if HOUR == 13 then 0.12
    else if HOUR == 14 then 0.13
    else if HOUR == 15 then 0.462
    else if HOUR == 16 then 0.49
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then 0.0
    else if HOUR == 19 then 0.0
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def m2 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then 0.0
    else if HOUR == 5 then -0.02
    else if HOUR == 6 then -0.015
    else if HOUR == 7 then -0.03
    else if HOUR == 8 then -0.04
    else if HOUR == 9 then -0.045
    else if HOUR == 10 then -0.05
    else if HOUR == 11 then -0.055
    else if HOUR == 12 then -0.02
    else if HOUR == 13 then -0.05
    else if HOUR == 14 then -0.02
    else if HOUR == 15 then 0.065
    else if HOUR == 16 then 0.05
    else if HOUR == 17 then 0.0
    else if HOUR == 18 then 0.0
    else if HOUR == 19 then 0.0
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);

SPY

Code: 
#########################################################
#
#   Next Hour SPY Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-08-27 to
#          2021-11-19
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version /SPY only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then -0.25
    else if HOUR == 5 then -0.2
    else if HOUR == 6 then -0.192
    else if HOUR == 7 then -0.28
    else if HOUR == 8 then -0.6
    else if HOUR == 9 then -0.892
    else if HOUR == 10 then -0.45
    else if HOUR == 11 then -0.35
    else if HOUR == 12 then -0.482
    else if HOUR == 13 then -0.31
    else if HOUR == 14 then -0.416
    else if HOUR == 15 then -0.64
    else if HOUR == 16 then -0.09
    else if HOUR == 17 then -0.11
    else if HOUR == 18 then -0.14
    else if HOUR == 19 then -0.713
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def q3 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then 0.23
    else if HOUR == 5 then 0.23
    else if HOUR == 6 then 0.283
    else if HOUR == 7 then 0.3
    else if HOUR == 8 then 0.674
    else if HOUR == 9 then 0.996
    else if HOUR == 10 then 0.546
    else if HOUR == 11 then 0.49
    else if HOUR == 12 then 0.37
    else if HOUR == 13 then 0.486
    else if HOUR == 14 then 0.385
    else if HOUR == 15 then 0.4
    else if HOUR == 16 then 0.11
    else if HOUR == 17 then 0.18
    else if HOUR == 18 then 0.215
    else if HOUR == 19 then 1.15
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def m2 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then -0.03
    else if HOUR == 5 then 0.02
    else if HOUR == 6 then 0.035
    else if HOUR == 7 then 0.02
    else if HOUR == 8 then 0.06
    else if HOUR == 9 then 0.112
    else if HOUR == 10 then 0.05
    else if HOUR == 11 then 0.07
    else if HOUR == 12 then 0.0
    else if HOUR == 13 then 0.09
    else if HOUR == 14 then -0.02
    else if HOUR == 15 then -0.09
    else if HOUR == 16 then 0.005
    else if HOUR == 17 then 0.04
    else if HOUR == 18 then 0.0
    else if HOUR == 19 then 0.335
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);
 
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Reactions: bmn

QQQ

Code: 
#########################################################
#
#   Next Hour QQQ Trading Range
#     Algorithmic Prediction
#
#   Values Derived on Data from
#          2021-08-30 to
#          2021-11-22
#
#   @mashume at usethinkscript.com
#
#=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
#
#  This Version QQQ only
#  Functional on 1, 3, 5, 10, 15, 20, 30, 60 minute charts
#
#########################################################

declare upper;

def Y = 31556926;
def M = 2629743;
def D = 86400;
def H = 3600;
def HalfHour = 1800;
def epoch = (getTime() / 1000);
def YMD = (epoch % Y) - (epoch / Y);
def month = (Floor(YMD / M) + 1);
def GMT = Floor((epoch % D) / H);
def HOUR = if GMT > 4 then GMT - 4 else if GMT < 4 then (GMT + 24) - 4 else 0;

def tf = getAggregationPeriod();

def barsPerHour = if tf == AggregationPeriod.HOUR then 1
    else if tf == AggregationPeriod.THIRTY_MIN then 2
    else if tf == AggregationPeriod.TWENTY_MIN then 3
    else if tf == AggregationPeriod.FIFTEEN_MIN then 4
    else if tf == AggregationPeriod.TEN_MIN then 6
    else if tf == AggregationPeriod.FIVE_MIN then 12
    else if tf == AggregationPeriod.THREE_MIN then 20
    else if tf == AggregationPeriod.MIN then 60
    else double.nan;
    

def q1 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then -0.28
    else if HOUR == 5 then -0.23
    else if HOUR == 6 then -0.23
    else if HOUR == 7 then -0.27
    else if HOUR == 8 then -0.61
    else if HOUR == 9 then -0.867
    else if HOUR == 10 then -0.572
    else if HOUR == 11 then -0.519
    else if HOUR == 12 then -0.51
    else if HOUR == 13 then -0.296
    else if HOUR == 14 then -0.421
    else if HOUR == 15 then -0.6
    else if HOUR == 16 then -0.1
    else if HOUR == 17 then -0.09
    else if HOUR == 18 then -0.12
    else if HOUR == 19 then -0.528
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def q3 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then 0.22
    else if HOUR == 5 then 0.22
    else if HOUR == 6 then 0.27
    else if HOUR == 7 then 0.35
    else if HOUR == 8 then 0.625
    else if HOUR == 9 then 1.173
    else if HOUR == 10 then 0.723
    else if HOUR == 11 then 0.618
    else if HOUR == 12 then 0.42
    else if HOUR == 13 then 0.596
    else if HOUR == 14 then 0.496
    else if HOUR == 15 then 0.37
    else if HOUR == 16 then 0.15
    else if HOUR == 17 then 0.166
    else if HOUR == 18 then 0.26
    else if HOUR == 19 then 1.218
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;
def m2 =
    if HOUR == 0 then 0.0
    else if HOUR == 1 then 0.0
    else if HOUR == 2 then 0.0
    else if HOUR == 3 then 0.0
    else if HOUR == 4 then -0.02
    else if HOUR == 5 then 0.02
    else if HOUR == 6 then 0.04
    else if HOUR == 7 then 0.035
    else if HOUR == 8 then 0.018
    else if HOUR == 9 then 0.118
    else if HOUR == 10 then 0.079
    else if HOUR == 11 then 0.12
    else if HOUR == 12 then 0.012
    else if HOUR == 13 then 0.179
    else if HOUR == 14 then -0.01
    else if HOUR == 15 then -0.05
    else if HOUR == 16 then 0.01
    else if HOUR == 17 then 0.03
    else if HOUR == 18 then 0.04
    else if HOUR == 19 then 0.37
    else if HOUR == 20 then 0.0
    else if HOUR == 21 then 0.0
    else if HOUR == 22 then 0.0
    else 0.0;

def midline = hl2(period = AggregationPeriod.HOUR)[1];
def median = hl2(period = AggregationPeriod.HOUR)[1] + m2;
def upper = median + (q3);
def lower = median + (q1);

plot c = midline;
c.setStyle(CURve.SHORT_DASH);
c.setDefaultColor(getColor(7));

plot median_line = median[barsPerHour];
median_line.SetPaintingStrategy(PaintingStrategy.DASHES);
median_line.SetDefaultColor(getColor(3));
plot expected_upper = upper[barsPerHour];
expected_upper.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_upper.SetDefaultColor(getColor(1));
plot expected_lower = lower[barsPerHour];
expected_lower.SetPaintingStrategy(PaintingStrategy.HORIZONTAL);
expected_lower.SetDefaultColor(getColor(5));

addcloud(expected_upper, expected_lower, color.white, color.white);
def upside = (expected_upper[(-1 * barsPerHour)] - close);
def downside = (close - expected_lower[(-1 * barsPerHour)]);
addLabel(yes, "current upside: " + upside + "  current downside: " + downside, if upside > downside then color.dark_green else if downside > upside then color.dark_red else color.dark_gray);

def dist_to_median = (median_line[(-1 * barsPerHour)] - close);
addLabel(yes, "Distance to Median: " + dist_to_median, 
if dist_to_median > 5 then color.green 
else if dist_to_median > 1 then color.dark_green 
else if dist_to_median < -5 then color.red
else if dist_to_median < -1 then color.dark_red 
else color.gray);

I can't find the right symbols for VIX, SPX, and NDX on the yfinance API. SO that's about all from the requests I can do for now. Let me know if there are other y'all want to see...

-mashume
 
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