FlowAlgo Darkpool and Option Flow for ThinkorSwim

BenTen

Administrative
Staff
VIP
Warning: All of the scripts below contain hardcoded data. They do not update in real-time. FlowAlgo does not give you the option to export any data or script that can be used in ThinkorSwim. Manual conversion or drawing is required.

As of 2021: I'm no longer using FlowAlgo. I tried their service for a month and found that it wasn't a good fit for me. You can check out my latest ThinkorSwim setup here.

If you're reading this post, chances are you have enough knowledge of unusual option activity. To save everyone's time, I will not be covering the basics in this thread.

In case you're new to this topic, here is a link to help you out: https://medium.com/@Optionsonar1/what-is-unusual-option-activity-c4ed6200ac71

There are tons of premium tools out there that show you unusual option activity in real-time. I use a tool called Flowalgo because it has historical data, which is very important. I like to see past data and observe common patterns for better decision making.

Frequently Asked Questions:

How do I know if an option order is a buy or sell?

According to Flowalgo, they only report buy orders in their dashboard. So that's another reason I decided to subscribe to Flowalgo. It already help me filter out the unnecessary. Another thing you can look for is the ratio between Open Interest and Volume. When Volume exceeded the Open Interest, most likely, that's a buy order.

...with unusual volume and/or trade size compared to the open interest for that particular strike and expiry. This means that these are new contracts being traded, expressing a fresh opinion on the underlying.

If you could touch on trades that can be used for day trading or short term plays:

Sure, see the day trading part later in this post.

Is there any way to identify large buys and sells on chart? Whether it is darkpool or not?

Yes, if you have Flowalgo, it will highlight big orders purchase for you.

How do we turn all this noisy information into real day/swing trading?

That's the question everyone got in their mind. Here are a few ideas I have in mind.

Idea #1: Day Trading: Look for Option Order worth at least $1M and Volume > Open Interest

Backtesting code: this script will plot option order on SPY (for the last 30 days) with the condition above. Use it on the 1m chart to see the exact time when the order came through and analyze SPY react to it.

Code:
declare lower;

plot ZeroLine = 0;

plot data1 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1240) == 0 then 1000000 else double.nan;                            data1.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data2 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1130) == 0 then 1008000 else double.nan;                            data2.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data3 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1451) == 0 then 1023512 else double.nan;                            data3.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data4 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1044) == 0 then 1043832 else double.nan;                            data4.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data5 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1014) == 0 then 1064000 else double.nan;                            data5.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data6 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1552) == 0 then 1065917 else double.nan;                            data6.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data7 = if GetYYYYMMDD() == 20200409 and secondsTillTime(1554) == 0 then 1068210 else double.nan;                            data7.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data8 = if GetYYYYMMDD() == 20200323 and secondsTillTime(940) == 0 then 1077000 else double.nan;                            data8.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data9 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1214) == 0 then 1092538 else double.nan;                            data9.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data10 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1306) == 0 then 1125610 else double.nan;                            data10.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data11 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1556) == 0 then 1129535 else double.nan;                            data11.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data12 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1304) == 0 then 1150282 else double.nan;                            data12.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data13 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1441) == 0 then 1155260 else double.nan;                            data13.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data14 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1437) == 0 then 1168310 else double.nan;                            data14.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data15 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1321) == 0 then 1186300 else double.nan;                            data15.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data16 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1135) == 0 then 1218000 else double.nan;                            data16.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data17 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1606) == 0 then 1223241 else double.nan;                            data17.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data18 = if GetYYYYMMDD() == 20200227 and secondsTillTime(1310) == 0 then 1294224 else double.nan;                            data18.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data19 = if GetYYYYMMDD() == 20200302 and secondsTillTime(1040) == 0 then 1313108 else double.nan;                            data19.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data20 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1042) == 0 then 1335322 else double.nan;                            data20.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data21 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1614) == 0 then 1335991 else double.nan;                            data21.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data22 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1449) == 0 then 1336788 else double.nan;                            data22.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data23 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1424) == 0 then 1347609 else double.nan;                            data23.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data24 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1502) == 0 then 1366406 else double.nan;                            data24.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data25 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1056) == 0 then 1419976 else double.nan;                            data25.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data26 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1513) == 0 then 1462196 else double.nan;                            data26.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data27 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1446) == 0 then 1470000 else double.nan;                            data27.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data28 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1023) == 0 then 1478927 else double.nan;                            data28.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data29 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1340) == 0 then 1571510 else double.nan;                            data29.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data30 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1423) == 0 then 1587004 else double.nan;                            data30.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data31 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1051) == 0 then 1600000 else double.nan;                            data31.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data32 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1455) == 0 then 1674000 else double.nan;                            data32.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data33 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1548) == 0 then 1706488 else double.nan;                            data33.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data34 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1347) == 0 then 1708500 else double.nan;                            data34.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data35 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1529) == 0 then 1714723 else double.nan;                            data35.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data36 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1148) == 0 then 1720893 else double.nan;                            data36.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data37 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1035) == 0 then 1760976 else double.nan;                            data37.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data38 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1557) == 0 then 1762400 else double.nan;                            data38.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data39 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1523) == 0 then 1774064 else double.nan;                            data39.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data40 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1558) == 0 then 1791202 else double.nan;                            data40.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data41 = if GetYYYYMMDD() == 20200327 and secondsTillTime(1455) == 0 then 1807650 else double.nan;                            data41.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data42 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1157) == 0 then 1816103 else double.nan;                            data42.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data43 = if GetYYYYMMDD() == 20200330 and secondsTillTime(956) == 0 then 1818410 else double.nan;                            data43.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data44 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1455) == 0 then 1895945 else double.nan;                            data44.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data45 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1416) == 0 then 1912930 else double.nan;                            data45.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data46 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1614) == 0 then 1993060 else double.nan;                            data46.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data47 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1011) == 0 then 2020000 else double.nan;                            data47.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data48 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1505) == 0 then 2062595 else double.nan;                            data48.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data49 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1141) == 0 then 2080000 else double.nan;                            data49.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data50 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1152) == 0 then 2100000 else double.nan;                            data50.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data51 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1359) == 0 then 2141099 else double.nan;                            data51.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data52 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1245) == 0 then 2147748 else double.nan;                            data52.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data53 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1347) == 0 then 2276735 else double.nan;                            data53.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data54 = if GetYYYYMMDD() == 20200402 and secondsTillTime(1354) == 0 then 2335125 else double.nan;                            data54.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data55 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1117) == 0 then 2383996 else double.nan;                            data55.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data56 = if GetYYYYMMDD() == 20200402 and secondsTillTime(1413) == 0 then 2503435 else double.nan;                            data56.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data57 = if GetYYYYMMDD() == 20200228 and secondsTillTime(1306) == 0 then 2704536 else double.nan;                            data57.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data58 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1223) == 0 then 2807744 else double.nan;                            data58.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data59 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1007) == 0 then 2818375 else double.nan;                            data59.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data60 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1555) == 0 then 2850000 else double.nan;                            data60.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data61 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1015) == 0 then 2908053 else double.nan;                            data61.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data62 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1259) == 0 then 3005522 else double.nan;                            data62.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data63 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1058) == 0 then 3051000 else double.nan;                            data63.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data64 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1413) == 0 then 3072189 else double.nan;                            data64.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data65 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1613) == 0 then 3155000 else double.nan;                            data65.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data66 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1020) == 0 then 3225000 else double.nan;                            data66.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data67 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1219) == 0 then 3270127 else double.nan;                            data67.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data68 = if GetYYYYMMDD() == 20200323 and secondsTillTime(959) == 0 then 3310004 else double.nan;                            data68.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data69 = if GetYYYYMMDD() == 20200227 and secondsTillTime(932) == 0 then 3558600 else double.nan;                            data69.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data70 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1156) == 0 then 3834732 else double.nan;                            data70.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data71 = if GetYYYYMMDD() == 20200227 and secondsTillTime(1056) == 0 then 3886900 else double.nan;                            data71.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data72 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1151) == 0 then 4190000 else double.nan;                            data72.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data73 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1033) == 0 then 4418517 else double.nan;                            data73.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data74 = if GetYYYYMMDD() == 20200313 and secondsTillTime(951) == 0 then 4661074 else double.nan;                            data74.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data75 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1001) == 0 then 5081732 else double.nan;                            data75.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data76 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1549) == 0 then 6424080 else double.nan;                            data76.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data77 = if GetYYYYMMDD() == 20200227 and secondsTillTime(932) == 0 then 6986695 else double.nan;                            data77.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data78 = if GetYYYYMMDD() == 20200228 and secondsTillTime(1136) == 0 then 7284333 else double.nan;                            data78.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data79 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1041) == 0 then 7712500 else double.nan;                            data79.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data80 = if GetYYYYMMDD() == 20200325 and secondsTillTime(938) == 0 then -1005000 else double.nan;                            data80.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data81 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1232) == 0 then -1016952 else double.nan;                            data81.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data82 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1327) == 0 then -1020000 else double.nan;                            data82.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data83 = if GetYYYYMMDD() == 20200407 and secondsTillTime(940) == 0 then -1021710 else double.nan;                            data83.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data84 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1502) == 0 then -1033890 else double.nan;                            data84.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data85 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1407) == 0 then -1042255 else double.nan;                            data85.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data86 = if GetYYYYMMDD() == 20200330 and secondsTillTime(956) == 0 then -1060000 else double.nan;                            data86.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data87 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1049) == 0 then -1098989 else double.nan;                            data87.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data88 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1156) == 0 then -1114400 else double.nan;                            data88.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data89 = if GetYYYYMMDD() == 20200327 and secondsTillTime(1158) == 0 then -1136460 else double.nan;                            data89.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data90 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1550) == 0 then -1144000 else double.nan;                            data90.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data91 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1446) == 0 then -1155600 else double.nan;                            data91.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data92 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1106) == 0 then -1170000 else double.nan;                            data92.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data93 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1125) == 0 then -1181438 else double.nan;                            data93.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data94 = if GetYYYYMMDD() == 20200305 and secondsTillTime(1407) == 0 then -1185452 else double.nan;                            data94.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data95 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1251) == 0 then -1192455 else double.nan;                            data95.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data96 = if GetYYYYMMDD() == 20200407 and secondsTillTime(939) == 0 then -1201051 else double.nan;                            data96.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data97 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1613) == 0 then -1210918 else double.nan;                            data97.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data98 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1006) == 0 then -1220000 else double.nan;                            data98.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data99 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1412) == 0 then -1276580 else double.nan;                            data99.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data100 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1542) == 0 then -1371040 else double.nan;                            data100.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data101 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1049) == 0 then -1401973 else double.nan;                            data101.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data102 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1220) == 0 then -1438946 else double.nan;                            data102.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data103 = if GetYYYYMMDD() == 20200316 and secondsTillTime(956) == 0 then -1485407 else double.nan;                            data103.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data104 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1015) == 0 then -1495000 else double.nan;                            data104.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data105 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1056) == 0 then -1503490 else double.nan;                            data105.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data106 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1013) == 0 then -1566324 else double.nan;                            data106.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data107 = if GetYYYYMMDD() == 20200226 and secondsTillTime(1152) == 0 then -1632726 else double.nan;                            data107.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data108 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1411) == 0 then -1699586 else double.nan;                            data108.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data109 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1552) == 0 then -1700000 else double.nan;                            data109.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data110 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1233) == 0 then -1713720 else double.nan;                            data110.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data111 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1321) == 0 then -1777953 else double.nan;                            data111.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data112 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1507) == 0 then -1884894 else double.nan;                            data112.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data113 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1125) == 0 then -2022904 else double.nan;                            data113.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data114 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1328) == 0 then -2048952 else double.nan;                            data114.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data115 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1201) == 0 then -2085408 else double.nan;                            data115.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data116 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1328) == 0 then -2106620 else double.nan;                            data116.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data117 = if GetYYYYMMDD() == 20200305 and secondsTillTime(1526) == 0 then -2115658 else double.nan;                            data117.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data118 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1321) == 0 then -2134911 else double.nan;                            data118.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data119 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1248) == 0 then -2245633 else double.nan;                            data119.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data120 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1558) == 0 then -2450000 else double.nan;                            data120.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data121 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1008) == 0 then -2931247 else double.nan;                            data121.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data122 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1008) == 0 then -2933423 else double.nan;                            data122.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data123 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1015) == 0 then -3006088 else double.nan;                            data123.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data124 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1157) == 0 then -3061500 else double.nan;                            data124.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data125 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1004) == 0 then -3127014 else double.nan;                            data125.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data126 = if GetYYYYMMDD() == 20200226 and secondsTillTime(1208) == 0 then -3141746 else double.nan;                            data126.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data127 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1308) == 0 then -3315000 else double.nan;                            data127.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data128 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1123) == 0 then -3726072 else double.nan;                            data128.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data129 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1451) == 0 then -3735400 else double.nan;                            data129.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data130 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1257) == 0 then -3784270 else double.nan;                            data130.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data131 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1248) == 0 then -4327273 else double.nan;                            data131.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data132 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1222) == 0 then -4748000 else double.nan;                            data132.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data133 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1605) == 0 then -4950000 else double.nan;                            data133.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data134 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1338) == 0 then -4994940 else double.nan;                            data134.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data135 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1139) == 0 then -5011387 else double.nan;                            data135.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data136 = if GetYYYYMMDD() == 20200316 and secondsTillTime(952) == 0 then -5092777 else double.nan;                            data136.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data137 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1201) == 0 then -5680000 else double.nan;                            data137.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data138 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1348) == 0 then -6011414 else double.nan;                            data138.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data139 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1216) == 0 then -6245606 else double.nan;                            data139.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data140 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1509) == 0 then -6465704 else double.nan;                            data140.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data141 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1310) == 0 then -6608987 else double.nan;                            data141.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data142 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1255) == 0 then -6812574 else double.nan;                            data142.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data143 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1312) == 0 then -6861481 else double.nan;                            data143.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data144 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1601) == 0 then -7099716 else double.nan;                            data144.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data145 = if GetYYYYMMDD() == 20200327 and secondsTillTime(1026) == 0 then -8384196 else double.nan;                            data145.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);

Idea #2: This is the same as idea #1, however, we added an additional filter to it. Now we want to look for SPY orders worth at least $1M, Volume > Open Interest, and the type of order has to be Sweep. According to Flowalgo, a sweep order show urgency.

...As in, they indicate that the buyer wants to take a position in a hurry, which could imply that he or she is anticipating a large move in the underlying stock’s share price in the very near future.

Code:
declare lower;

plot ZeroLine = 0;

plot data1 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1130) == 0 then 1008000 else double.nan;                            data1.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data2 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1451) == 0 then 1023512 else double.nan;                            data2.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data3 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1044) == 0 then 1043832 else double.nan;                            data3.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data4 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1552) == 0 then 1065917 else double.nan;                            data4.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data5 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1214) == 0 then 1092538 else double.nan;                            data5.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data6 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1306) == 0 then 1125610 else double.nan;                            data6.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data7 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1556) == 0 then 1129535 else double.nan;                            data7.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data8 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1304) == 0 then 1150282 else double.nan;                            data8.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data9 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1441) == 0 then 1155260 else double.nan;                            data9.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data10 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1321) == 0 then 1186300 else double.nan;                            data10.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data11 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1606) == 0 then 1223241 else double.nan;                            data11.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data12 = if GetYYYYMMDD() == 20200302 and secondsTillTime(1040) == 0 then 1313108 else double.nan;                            data12.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data13 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1614) == 0 then 1335991 else double.nan;                            data13.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data14 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1449) == 0 then 1336788 else double.nan;                            data14.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data15 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1424) == 0 then 1347609 else double.nan;                            data15.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data16 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1502) == 0 then 1366406 else double.nan;                            data16.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data17 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1056) == 0 then 1419976 else double.nan;                            data17.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data18 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1446) == 0 then 1470000 else double.nan;                            data18.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data19 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1023) == 0 then 1478927 else double.nan;                            data19.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data20 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1340) == 0 then 1571510 else double.nan;                            data20.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data21 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1423) == 0 then 1587004 else double.nan;                            data21.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data22 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1548) == 0 then 1706488 else double.nan;                            data22.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data23 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1529) == 0 then 1714723 else double.nan;                            data23.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data24 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1148) == 0 then 1720893 else double.nan;                            data24.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data25 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1035) == 0 then 1760976 else double.nan;                            data25.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data26 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1557) == 0 then 1762400 else double.nan;                            data26.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data27 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1523) == 0 then 1774064 else double.nan;                            data27.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data28 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1558) == 0 then 1791202 else double.nan;                            data28.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data29 = if GetYYYYMMDD() == 20200327 and secondsTillTime(1455) == 0 then 1807650 else double.nan;                            data29.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data30 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1157) == 0 then 1816103 else double.nan;                            data30.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data31 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1455) == 0 then 1895945 else double.nan;                            data31.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data32 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1416) == 0 then 1912930 else double.nan;                            data32.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data33 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1614) == 0 then 1993060 else double.nan;                            data33.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data34 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1505) == 0 then 2062595 else double.nan;                            data34.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data35 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1152) == 0 then 2100000 else double.nan;                            data35.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data36 = if GetYYYYMMDD() == 20200309 and secondsTillTime(1359) == 0 then 2141099 else double.nan;                            data36.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data37 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1245) == 0 then 2147748 else double.nan;                            data37.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data38 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1347) == 0 then 2276735 else double.nan;                            data38.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data39 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1117) == 0 then 2383996 else double.nan;                            data39.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data40 = if GetYYYYMMDD() == 20200228 and secondsTillTime(1306) == 0 then 2704536 else double.nan;                            data40.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data41 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1223) == 0 then 2807744 else double.nan;                            data41.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data42 = if GetYYYYMMDD() == 20200325 and secondsTillTime(1007) == 0 then 2818375 else double.nan;                            data42.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data43 = if GetYYYYMMDD() == 20200323 and secondsTillTime(1015) == 0 then 2908053 else double.nan;                            data43.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data44 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1259) == 0 then 3005522 else double.nan;                            data44.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data45 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1413) == 0 then 3072189 else double.nan;                            data45.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data46 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1219) == 0 then 3270127 else double.nan;                            data46.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data47 = if GetYYYYMMDD() == 20200323 and secondsTillTime(959) == 0 then 3310004 else double.nan;                            data47.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data48 = if GetYYYYMMDD() == 20200227 and secondsTillTime(932) == 0 then 3558600 else double.nan;                            data48.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data49 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1156) == 0 then 3834732 else double.nan;                            data49.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data50 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1033) == 0 then 4418517 else double.nan;                            data50.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data51 = if GetYYYYMMDD() == 20200313 and secondsTillTime(951) == 0 then 4661074 else double.nan;                            data51.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data52 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1001) == 0 then 5081732 else double.nan;                            data52.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data53 = if GetYYYYMMDD() == 20200227 and secondsTillTime(932) == 0 then 6986695 else double.nan;                            data53.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data54 = if GetYYYYMMDD() == 20200228 and secondsTillTime(1136) == 0 then 7284333 else double.nan;                            data54.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data55 = if GetYYYYMMDD() == 20200325 and secondsTillTime(938) == 0 then -1005000 else double.nan;                            data55.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data56 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1232) == 0 then -1016952 else double.nan;                            data56.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data57 = if GetYYYYMMDD() == 20200407 and secondsTillTime(940) == 0 then -1021710 else double.nan;                            data57.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data58 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1502) == 0 then -1033890 else double.nan;                            data58.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data59 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1049) == 0 then -1098989 else double.nan;                            data59.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data60 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1106) == 0 then -1170000 else double.nan;                            data60.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data61 = if GetYYYYMMDD() == 20200305 and secondsTillTime(1407) == 0 then -1185452 else double.nan;                            data61.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data62 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1412) == 0 then -1276580 else double.nan;                            data62.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data63 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1542) == 0 then -1371040 else double.nan;                            data63.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data64 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1049) == 0 then -1401973 else double.nan;                            data64.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data65 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1220) == 0 then -1438946 else double.nan;                            data65.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data66 = if GetYYYYMMDD() == 20200316 and secondsTillTime(956) == 0 then -1485407 else double.nan;                            data66.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data67 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1056) == 0 then -1503490 else double.nan;                            data67.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data68 = if GetYYYYMMDD() == 20200311 and secondsTillTime(1013) == 0 then -1566324 else double.nan;                            data68.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data69 = if GetYYYYMMDD() == 20200226 and secondsTillTime(1152) == 0 then -1632726 else double.nan;                            data69.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data70 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1411) == 0 then -1699586 else double.nan;                            data70.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data71 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1233) == 0 then -1713720 else double.nan;                            data71.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data72 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1321) == 0 then -1777953 else double.nan;                            data72.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data73 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1507) == 0 then -1884894 else double.nan;                            data73.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data74 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1328) == 0 then -2048952 else double.nan;                            data74.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data75 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1201) == 0 then -2085408 else double.nan;                            data75.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data76 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1328) == 0 then -2106620 else double.nan;                            data76.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data77 = if GetYYYYMMDD() == 20200305 and secondsTillTime(1526) == 0 then -2115658 else double.nan;                            data77.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data78 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1321) == 0 then -2134911 else double.nan;                            data78.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data79 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1248) == 0 then -2245633 else double.nan;                            data79.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data80 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1008) == 0 then -2931247 else double.nan;                            data80.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data81 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1008) == 0 then -2933423 else double.nan;                            data81.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data82 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1015) == 0 then -3006088 else double.nan;                            data82.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data83 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1004) == 0 then -3127014 else double.nan;                            data83.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data84 = if GetYYYYMMDD() == 20200226 and secondsTillTime(1208) == 0 then -3141746 else double.nan;                            data84.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data85 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1123) == 0 then -3726072 else double.nan;                            data85.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data86 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1257) == 0 then -3784270 else double.nan;                            data86.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data87 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1248) == 0 then -4327273 else double.nan;                            data87.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data88 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1338) == 0 then -4994940 else double.nan;                            data88.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data89 = if GetYYYYMMDD() == 20200316 and secondsTillTime(952) == 0 then -5092777 else double.nan;                            data89.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data90 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1348) == 0 then -6011414 else double.nan;                            data90.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data91 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1509) == 0 then -6465704 else double.nan;                            data91.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data92 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1310) == 0 then -6608987 else double.nan;                            data92.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data93 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1255) == 0 then -6812574 else double.nan;                            data93.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data94 = if GetYYYYMMDD() == 20200401 and secondsTillTime(1312) == 0 then -6861481 else double.nan;                            data94.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);

Idea #3: This is similar to Idea #1 and Idea #2. We will be using the same basic filters: SPY orders worth at least $1M, Volume > Open Interest. But this time, instead of Sweep orders, we will be looking at BLOCK orders. According to Flowalgo, Block orders "...are large, privately negotiated orders. They're executed apart from the public auction market. Block trades were specifically designed for institutions and traders with major financial backing."

Code:
declare lower;

plot ZeroLine = 0;

plot data1 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1014) == 0 then 1064000 else double.nan;                            data1.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data2 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1135) == 0 then 1218000 else double.nan;                            data2.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data3 = if GetYYYYMMDD() == 20200227 and secondsTillTime(1310) == 0 then 1294224 else double.nan;                            data3.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data4 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1051) == 0 then 1600000 else double.nan;                            data4.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data5 = if GetYYYYMMDD() == 20200318 and secondsTillTime(1455) == 0 then 1674000 else double.nan;                            data5.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data6 = if GetYYYYMMDD() == 20200324 and secondsTillTime(1347) == 0 then 1708500 else double.nan;                            data6.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data7 = if GetYYYYMMDD() == 20200330 and secondsTillTime(956) == 0 then 1818410 else double.nan;                            data7.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data8 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1011) == 0 then 2020000 else double.nan;                            data8.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data9 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1141) == 0 then 2080000 else double.nan;                            data9.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data10 = if GetYYYYMMDD() == 20200402 and secondsTillTime(1354) == 0 then 2335125 else double.nan;                            data10.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data11 = if GetYYYYMMDD() == 20200313 and secondsTillTime(1555) == 0 then 2850000 else double.nan;                            data11.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data12 = if GetYYYYMMDD() == 20200330 and secondsTillTime(1058) == 0 then 3051000 else double.nan;                            data12.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data13 = if GetYYYYMMDD() == 20200316 and secondsTillTime(1613) == 0 then 3155000 else double.nan;                            data13.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data14 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1020) == 0 then 3225000 else double.nan;                            data14.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data15 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1151) == 0 then 4190000 else double.nan;                            data15.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data16 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1549) == 0 then 6424080 else double.nan;                            data16.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data17 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1041) == 0 then 7712500 else double.nan;                            data17.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data18 = if GetYYYYMMDD() == 20200303 and secondsTillTime(1327) == 0 then -1020000 else double.nan;                            data18.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data19 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1407) == 0 then -1042255 else double.nan;                            data19.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data20 = if GetYYYYMMDD() == 20200310 and secondsTillTime(1446) == 0 then -1155600 else double.nan;                            data20.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data21 = if GetYYYYMMDD() == 20200317 and secondsTillTime(1015) == 0 then -1495000 else double.nan;                            data21.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data22 = if GetYYYYMMDD() == 20200319 and secondsTillTime(1558) == 0 then -2450000 else double.nan;                            data22.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data23 = if GetYYYYMMDD() == 20200320 and secondsTillTime(1201) == 0 then -5680000 else double.nan;                            data23.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
plot data24 = if GetYYYYMMDD() == 20200312 and secondsTillTime(1601) == 0 then -7099716 else double.nan;                            data24.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);

How to read the data above?

The backtesting scripts above will plot all the unusual option activity on your chart as a lower study. Above 0 = CALLS and Below 0 = PUTS and the value represent how much it was worth. For example, -6.2 means someone bought a SPY put worth $6M at that specific time.

7o7uqmV.png


Idea #4: Swing Trading: Follow SPY orders worth at least $1M and Volume > Open Interest.

This isn't the best idea but it is a good framework for us to work upon.

Backtesting script:

Code:
plot data1 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200313 then 293 else double.nan;        data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200331 then 258 else double.nan;        data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200325 then 250 else double.nan;        data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200515 then 262 else double.nan;        data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 240 else double.nan;        data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200515 then 275 else double.nan;        data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200409 and GetYYYYMMDD() <= 20200515 then 278 else double.nan;        data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200327 then 222 else double.nan;        data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20210115 then 291 else double.nan;        data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200313 then 270 else double.nan;        data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200717 then 264 else double.nan;        data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200320 then 252 else double.nan;        data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200327 then 285 else double.nan;        data13.SetDefaultColor(Color.White);
plot data14 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200313 then 273 else double.nan;        data14.SetDefaultColor(Color.White);
plot data15 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200331 then 258 else double.nan;        data15.SetDefaultColor(Color.White);
plot data16 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 240 else double.nan;        data16.SetDefaultColor(Color.White);
plot data17 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200320 then 274 else double.nan;        data17.SetDefaultColor(Color.White);
plot data18 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200630 then 310 else double.nan;        data18.SetDefaultColor(Color.White);
plot data19 = if GetYYYYMMDD() >= 20200302 and GetYYYYMMDD() <= 20200417 then 311 else double.nan;        data19.SetDefaultColor(Color.White);
plot data20 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200630 then 257 else double.nan;        data20.SetDefaultColor(Color.White);
plot data21 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200717 then 261 else double.nan;        data21.SetDefaultColor(Color.White);
plot data22 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200630 then 255 else double.nan;        data22.SetDefaultColor(Color.White);
plot data23 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200318 then 230 else double.nan;        data23.SetDefaultColor(Color.White);
plot data24 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 243 else double.nan;        data24.SetDefaultColor(Color.White);
plot data25 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200408 then 252 else double.nan;        data25.SetDefaultColor(Color.White);
plot data26 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200320 then 282 else double.nan;        data26.SetDefaultColor(Color.White);
plot data27 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200409 then 290 else double.nan;        data27.SetDefaultColor(Color.White);
plot data28 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200403 then 248 else double.nan;        data28.SetDefaultColor(Color.White);
plot data29 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200630 then 252 else double.nan;        data29.SetDefaultColor(Color.White);
plot data30 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200630 then 282 else double.nan;        data30.SetDefaultColor(Color.White);
plot data31 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200630 then 275 else double.nan;        data31.SetDefaultColor(Color.White);
plot data32 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200320 then 240 else double.nan;        data32.SetDefaultColor(Color.White);
plot data33 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 260 else double.nan;        data33.SetDefaultColor(Color.White);
plot data34 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20210618 then 250 else double.nan;        data34.SetDefaultColor(Color.White);
plot data35 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data35.SetDefaultColor(Color.White);
plot data36 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20201120 then 311 else double.nan;        data36.SetDefaultColor(Color.White);
plot data37 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200717 then 226 else double.nan;        data37.SetDefaultColor(Color.White);
plot data38 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200327 then 278 else double.nan;        data38.SetDefaultColor(Color.White);
plot data39 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200630 then 246 else double.nan;        data39.SetDefaultColor(Color.White);
plot data40 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200327 then 278 else double.nan;        data40.SetDefaultColor(Color.White);
plot data41 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20220121 then 255 else double.nan;        data41.SetDefaultColor(Color.White);
plot data42 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200401 then 250 else double.nan;        data42.SetDefaultColor(Color.White);
plot data43 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20211217 then 325 else double.nan;        data43.SetDefaultColor(Color.White);
plot data44 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200320 then 240 else double.nan;        data44.SetDefaultColor(Color.White);
plot data45 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20221216 then 255 else double.nan;        data45.SetDefaultColor(Color.White);
plot data46 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200918 then 274 else double.nan;        data46.SetDefaultColor(Color.White);
plot data47 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20210618 then 310 else double.nan;        data47.SetDefaultColor(Color.White);
plot data48 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200320 then 280 else double.nan;        data48.SetDefaultColor(Color.White);
plot data49 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200403 then 255 else double.nan;        data49.SetDefaultColor(Color.White);
plot data50 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200515 then 280 else double.nan;        data50.SetDefaultColor(Color.White);
plot data51 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200717 then 266 else double.nan;        data51.SetDefaultColor(Color.White);
plot data52 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20201120 then 238 else double.nan;        data52.SetDefaultColor(Color.White);
plot data53 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20210618 then 250 else double.nan;        data53.SetDefaultColor(Color.White);
plot data54 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20210618 then 265 else double.nan;        data54.SetDefaultColor(Color.White);
plot data55 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200420 then 220 else double.nan;        data55.SetDefaultColor(Color.White);
plot data56 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200918 then 221 else double.nan;        data56.SetDefaultColor(Color.White);
plot data57 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200417 then 267 else double.nan;        data57.SetDefaultColor(Color.White);
plot data58 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200331 then 307 else double.nan;        data58.SetDefaultColor(Color.White);
plot data59 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200619 then 239 else double.nan;        data59.SetDefaultColor(Color.White);
plot data60 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20201016 then 280 else double.nan;        data60.SetDefaultColor(Color.White);
plot data61 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200424 then 255 else double.nan;        data61.SetDefaultColor(Color.White);
plot data62 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 254 else double.nan;        data62.SetDefaultColor(Color.White);
plot data63 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20211217 then 315 else double.nan;        data63.SetDefaultColor(Color.White);
plot data64 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data64.SetDefaultColor(Color.White);
plot data65 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200717 then 240 else double.nan;        data65.SetDefaultColor(Color.White);
plot data66 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200320 then 239 else double.nan;        data66.SetDefaultColor(Color.White);
plot data67 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 250 else double.nan;        data67.SetDefaultColor(Color.White);
plot data68 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200403 then 250 else double.nan;        data68.SetDefaultColor(Color.White);
plot data69 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data69.SetDefaultColor(Color.White);
plot data70 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200619 then 255 else double.nan;        data70.SetDefaultColor(Color.White);
plot data71 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200331 then 240 else double.nan;        data71.SetDefaultColor(Color.White);
plot data72 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200403 then 265 else double.nan;        data72.SetDefaultColor(Color.White);
plot data73 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200331 then 282 else double.nan;        data73.SetDefaultColor(Color.White);
plot data74 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200327 then 280 else double.nan;        data74.SetDefaultColor(Color.White);
plot data75 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200403 then 283 else double.nan;        data75.SetDefaultColor(Color.White);
plot data76 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200320 then 306 else double.nan;        data76.SetDefaultColor(Color.White);
plot data77 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data77.SetDefaultColor(Color.White);
plot data78 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200320 then 300 else double.nan;        data78.SetDefaultColor(Color.White);
plot data79 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200619 then 240 else double.nan;        data79.SetDefaultColor(Color.White);
plot data80 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200417 then 237 else double.nan;    data80.SetStyle(Curve.Medium_DASH);    data80.SetDefaultColor(Color.MAGENTA);
plot data81 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 224 else double.nan;    data81.SetStyle(Curve.Medium_DASH);    data81.SetDefaultColor(Color.MAGENTA);
plot data82 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200403 then 297 else double.nan;    data82.SetStyle(Curve.Medium_DASH);    data82.SetDefaultColor(Color.MAGENTA);
plot data83 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200413 then 265 else double.nan;    data83.SetStyle(Curve.Medium_DASH);    data83.SetDefaultColor(Color.MAGENTA);
plot data84 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data84.SetStyle(Curve.Medium_DASH);    data84.SetDefaultColor(Color.MAGENTA);
plot data85 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200408 then 290 else double.nan;    data85.SetStyle(Curve.Medium_DASH);    data85.SetDefaultColor(Color.MAGENTA);
plot data86 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200409 then 254 else double.nan;    data86.SetStyle(Curve.Medium_DASH);    data86.SetDefaultColor(Color.MAGENTA);
plot data87 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data87.SetStyle(Curve.Medium_DASH);    data87.SetDefaultColor(Color.MAGENTA);
plot data88 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200403 then 239 else double.nan;    data88.SetStyle(Curve.Medium_DASH);    data88.SetDefaultColor(Color.MAGENTA);
plot data89 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20200409 then 251 else double.nan;    data89.SetStyle(Curve.Medium_DASH);    data89.SetDefaultColor(Color.MAGENTA);
plot data90 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200403 then 247 else double.nan;    data90.SetStyle(Curve.Medium_DASH);    data90.SetDefaultColor(Color.MAGENTA);
plot data91 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200330 then 281 else double.nan;    data91.SetStyle(Curve.Medium_DASH);    data91.SetDefaultColor(Color.MAGENTA);
plot data92 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200327 then 277 else double.nan;    data92.SetStyle(Curve.Medium_DASH);    data92.SetDefaultColor(Color.MAGENTA);
plot data93 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200406 then 246 else double.nan;    data93.SetStyle(Curve.Medium_DASH);    data93.SetDefaultColor(Color.MAGENTA);
plot data94 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200313 then 295 else double.nan;    data94.SetStyle(Curve.Medium_DASH);    data94.SetDefaultColor(Color.MAGENTA);
plot data95 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200327 then 248 else double.nan;    data95.SetStyle(Curve.Medium_DASH);    data95.SetDefaultColor(Color.MAGENTA);
plot data96 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200409 then 270 else double.nan;    data96.SetStyle(Curve.Medium_DASH);    data96.SetDefaultColor(Color.MAGENTA);
plot data97 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 233 else double.nan;    data97.SetStyle(Curve.Medium_DASH);    data97.SetDefaultColor(Color.MAGENTA);
plot data98 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200327 then 278 else double.nan;    data98.SetStyle(Curve.Medium_DASH);    data98.SetDefaultColor(Color.MAGENTA);
plot data99 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200417 then 210 else double.nan;    data99.SetStyle(Curve.Medium_DASH);    data99.SetDefaultColor(Color.MAGENTA);
plot data100 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200313 then 280 else double.nan;    data100.SetStyle(Curve.Medium_DASH);    data100.SetDefaultColor(Color.MAGENTA);
plot data101 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data101.SetStyle(Curve.Medium_DASH);    data101.SetDefaultColor(Color.MAGENTA);
plot data102 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20201016 then 220 else double.nan;    data102.SetStyle(Curve.Medium_DASH);    data102.SetDefaultColor(Color.MAGENTA);
plot data103 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 232 else double.nan;    data103.SetStyle(Curve.Medium_DASH);    data103.SetDefaultColor(Color.MAGENTA);
plot data104 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200717 then 234 else double.nan;    data104.SetStyle(Curve.Medium_DASH);    data104.SetDefaultColor(Color.MAGENTA);
plot data105 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200408 then 252 else double.nan;    data105.SetStyle(Curve.Medium_DASH);    data105.SetDefaultColor(Color.MAGENTA);
plot data106 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200330 then 278 else double.nan;    data106.SetStyle(Curve.Medium_DASH);    data106.SetDefaultColor(Color.MAGENTA);
plot data107 = if GetYYYYMMDD() >= 20200226 and GetYYYYMMDD() <= 20200304 then 310 else double.nan;    data107.SetStyle(Curve.Medium_DASH);    data107.SetDefaultColor(Color.MAGENTA);
plot data108 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200331 then 225 else double.nan;    data108.SetStyle(Curve.Medium_DASH);    data108.SetDefaultColor(Color.MAGENTA);
plot data109 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200406 then 243 else double.nan;    data109.SetStyle(Curve.Medium_DASH);    data109.SetDefaultColor(Color.MAGENTA);
plot data110 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 224 else double.nan;    data110.SetStyle(Curve.Medium_DASH);    data110.SetDefaultColor(Color.MAGENTA);
plot data111 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data111.SetStyle(Curve.Medium_DASH);    data111.SetDefaultColor(Color.MAGENTA);
plot data112 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200417 then 280 else double.nan;    data112.SetStyle(Curve.Medium_DASH);    data112.SetDefaultColor(Color.MAGENTA);
plot data113 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200406 then 271 else double.nan;    data113.SetStyle(Curve.Medium_DASH);    data113.SetDefaultColor(Color.MAGENTA);
plot data114 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200417 then 230 else double.nan;    data114.SetStyle(Curve.Medium_DASH);    data114.SetDefaultColor(Color.MAGENTA);
plot data115 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200331 then 242 else double.nan;    data115.SetStyle(Curve.Medium_DASH);    data115.SetDefaultColor(Color.MAGENTA);
plot data116 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data116.SetStyle(Curve.Medium_DASH);    data116.SetDefaultColor(Color.MAGENTA);
plot data117 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200318 then 293 else double.nan;    data117.SetStyle(Curve.Medium_DASH);    data117.SetDefaultColor(Color.MAGENTA);
plot data118 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data118.SetStyle(Curve.Medium_DASH);    data118.SetDefaultColor(Color.MAGENTA);
plot data119 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data119.SetStyle(Curve.Medium_DASH);    data119.SetDefaultColor(Color.MAGENTA);
plot data120 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200327 then 215 else double.nan;    data120.SetStyle(Curve.Medium_DASH);    data120.SetDefaultColor(Color.MAGENTA);
plot data121 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data121.SetStyle(Curve.Medium_DASH);    data121.SetDefaultColor(Color.MAGENTA);
plot data122 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data122.SetStyle(Curve.Medium_DASH);    data122.SetDefaultColor(Color.MAGENTA);
plot data123 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200717 then 234 else double.nan;    data123.SetStyle(Curve.Medium_DASH);    data123.SetDefaultColor(Color.MAGENTA);
plot data124 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 243 else double.nan;    data124.SetStyle(Curve.Medium_DASH);    data124.SetDefaultColor(Color.MAGENTA);
plot data125 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 243 else double.nan;    data125.SetStyle(Curve.Medium_DASH);    data125.SetDefaultColor(Color.MAGENTA);
plot data126 = if GetYYYYMMDD() >= 20200226 and GetYYYYMMDD() <= 20200304 then 310 else double.nan;    data126.SetStyle(Curve.Medium_DASH);    data126.SetDefaultColor(Color.MAGENTA);
plot data127 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 242 else double.nan;    data127.SetStyle(Curve.Medium_DASH);    data127.SetDefaultColor(Color.MAGENTA);
plot data128 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data128.SetStyle(Curve.Medium_DASH);    data128.SetDefaultColor(Color.MAGENTA);
plot data129 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200417 then 225 else double.nan;    data129.SetStyle(Curve.Medium_DASH);    data129.SetDefaultColor(Color.MAGENTA);
plot data130 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data130.SetStyle(Curve.Medium_DASH);    data130.SetDefaultColor(Color.MAGENTA);
plot data131 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data131.SetStyle(Curve.Medium_DASH);    data131.SetDefaultColor(Color.MAGENTA);
plot data132 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200619 then 243 else double.nan;    data132.SetStyle(Curve.Medium_DASH);    data132.SetDefaultColor(Color.MAGENTA);
plot data133 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 238 else double.nan;    data133.SetStyle(Curve.Medium_DASH);    data133.SetDefaultColor(Color.MAGENTA);
plot data134 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data134.SetStyle(Curve.Medium_DASH);    data134.SetDefaultColor(Color.MAGENTA);
plot data135 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200630 then 185 else double.nan;    data135.SetStyle(Curve.Medium_DASH);    data135.SetDefaultColor(Color.MAGENTA);
plot data136 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 232 else double.nan;    data136.SetStyle(Curve.Medium_DASH);    data136.SetDefaultColor(Color.MAGENTA);
plot data137 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200409 then 240 else double.nan;    data137.SetStyle(Curve.Medium_DASH);    data137.SetDefaultColor(Color.MAGENTA);
plot data138 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data138.SetStyle(Curve.Medium_DASH);    data138.SetDefaultColor(Color.MAGENTA);
plot data139 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 248 else double.nan;    data139.SetStyle(Curve.Medium_DASH);    data139.SetDefaultColor(Color.MAGENTA);
plot data140 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200417 then 223 else double.nan;    data140.SetStyle(Curve.Medium_DASH);    data140.SetDefaultColor(Color.MAGENTA);
plot data141 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data141.SetStyle(Curve.Medium_DASH);    data141.SetDefaultColor(Color.MAGENTA);
plot data142 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data142.SetStyle(Curve.Medium_DASH);    data142.SetDefaultColor(Color.MAGENTA);
plot data143 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data143.SetStyle(Curve.Medium_DASH);    data143.SetDefaultColor(Color.MAGENTA);
plot data144 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 242 else double.nan;    data144.SetStyle(Curve.Medium_DASH);    data144.SetDefaultColor(Color.MAGENTA);
plot data145 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20200619 then 224 else double.nan;    data145.SetStyle(Curve.Medium_DASH);    data145.SetDefaultColor(Color.MAGENTA);

Idea #5: Swing trading: using Idea #4, now we're adding additional filter such as order type. Some members in our Discord chatroom mentioned the Golden Sweep in Flowalgo. So let's see if that will help us make better decision.

The following scripts will plot SPY orders worth at least $1M, Volume > Open Interest, and order type = Sweep.

Code:
plot data1 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200331 then 258 else double.nan;        data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200325 then 250 else double.nan;        data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200515 then 262 else double.nan;        data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200515 then 275 else double.nan;        data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20210115 then 291 else double.nan;        data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200313 then 270 else double.nan;        data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200717 then 264 else double.nan;        data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200320 then 252 else double.nan;        data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200327 then 285 else double.nan;        data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200331 then 258 else double.nan;        data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200320 then 274 else double.nan;        data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200302 and GetYYYYMMDD() <= 20200417 then 311 else double.nan;        data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200717 then 261 else double.nan;        data13.SetDefaultColor(Color.White);
plot data14 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200630 then 255 else double.nan;        data14.SetDefaultColor(Color.White);
plot data15 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200318 then 230 else double.nan;        data15.SetDefaultColor(Color.White);
plot data16 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 243 else double.nan;        data16.SetDefaultColor(Color.White);
plot data17 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200408 then 252 else double.nan;        data17.SetDefaultColor(Color.White);
plot data18 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200409 then 290 else double.nan;        data18.SetDefaultColor(Color.White);
plot data19 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200403 then 248 else double.nan;        data19.SetDefaultColor(Color.White);
plot data20 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200630 then 252 else double.nan;        data20.SetDefaultColor(Color.White);
plot data21 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200630 then 282 else double.nan;        data21.SetDefaultColor(Color.White);
plot data22 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 260 else double.nan;        data22.SetDefaultColor(Color.White);
plot data23 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data23.SetDefaultColor(Color.White);
plot data24 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20201120 then 311 else double.nan;        data24.SetDefaultColor(Color.White);
plot data25 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200717 then 226 else double.nan;        data25.SetDefaultColor(Color.White);
plot data26 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200327 then 278 else double.nan;        data26.SetDefaultColor(Color.White);
plot data27 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200630 then 246 else double.nan;        data27.SetDefaultColor(Color.White);
plot data28 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200327 then 278 else double.nan;        data28.SetDefaultColor(Color.White);
plot data29 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20220121 then 255 else double.nan;        data29.SetDefaultColor(Color.White);
plot data30 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200401 then 250 else double.nan;        data30.SetDefaultColor(Color.White);
plot data31 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200320 then 240 else double.nan;        data31.SetDefaultColor(Color.White);
plot data32 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20221216 then 255 else double.nan;        data32.SetDefaultColor(Color.White);
plot data33 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200918 then 274 else double.nan;        data33.SetDefaultColor(Color.White);
plot data34 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200320 then 280 else double.nan;        data34.SetDefaultColor(Color.White);
plot data35 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200515 then 280 else double.nan;        data35.SetDefaultColor(Color.White);
plot data36 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200717 then 266 else double.nan;        data36.SetDefaultColor(Color.White);
plot data37 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20201120 then 238 else double.nan;        data37.SetDefaultColor(Color.White);
plot data38 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20210618 then 250 else double.nan;        data38.SetDefaultColor(Color.White);
plot data39 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200420 then 220 else double.nan;        data39.SetDefaultColor(Color.White);
plot data40 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200417 then 267 else double.nan;        data40.SetDefaultColor(Color.White);
plot data41 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200331 then 307 else double.nan;        data41.SetDefaultColor(Color.White);
plot data42 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200619 then 239 else double.nan;        data42.SetDefaultColor(Color.White);
plot data43 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200424 then 255 else double.nan;        data43.SetDefaultColor(Color.White);
plot data44 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 254 else double.nan;        data44.SetDefaultColor(Color.White);
plot data45 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data45.SetDefaultColor(Color.White);
plot data46 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 250 else double.nan;        data46.SetDefaultColor(Color.White);
plot data47 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200403 then 250 else double.nan;        data47.SetDefaultColor(Color.White);
plot data48 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data48.SetDefaultColor(Color.White);
plot data49 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200619 then 255 else double.nan;        data49.SetDefaultColor(Color.White);
plot data50 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200331 then 282 else double.nan;        data50.SetDefaultColor(Color.White);
plot data51 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200327 then 280 else double.nan;        data51.SetDefaultColor(Color.White);
plot data52 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200403 then 283 else double.nan;        data52.SetDefaultColor(Color.White);
plot data53 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data53.SetDefaultColor(Color.White);
plot data54 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200320 then 300 else double.nan;        data54.SetDefaultColor(Color.White);
plot data55 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200417 then 237 else double.nan;    data55.SetStyle(Curve.Medium_DASH);    data55.SetDefaultColor(Color.MAGENTA);
plot data56 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 224 else double.nan;    data56.SetStyle(Curve.Medium_DASH);    data56.SetDefaultColor(Color.MAGENTA);
plot data57 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200413 then 265 else double.nan;    data57.SetStyle(Curve.Medium_DASH);    data57.SetDefaultColor(Color.MAGENTA);
plot data58 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data58.SetStyle(Curve.Medium_DASH);    data58.SetDefaultColor(Color.MAGENTA);
plot data59 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data59.SetStyle(Curve.Medium_DASH);    data59.SetDefaultColor(Color.MAGENTA);
plot data60 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200327 then 277 else double.nan;    data60.SetStyle(Curve.Medium_DASH);    data60.SetDefaultColor(Color.MAGENTA);
plot data61 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200313 then 295 else double.nan;    data61.SetStyle(Curve.Medium_DASH);    data61.SetDefaultColor(Color.MAGENTA);
plot data62 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200417 then 210 else double.nan;    data62.SetStyle(Curve.Medium_DASH);    data62.SetDefaultColor(Color.MAGENTA);
plot data63 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200313 then 280 else double.nan;    data63.SetStyle(Curve.Medium_DASH);    data63.SetDefaultColor(Color.MAGENTA);
plot data64 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data64.SetStyle(Curve.Medium_DASH);    data64.SetDefaultColor(Color.MAGENTA);
plot data65 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20201016 then 220 else double.nan;    data65.SetStyle(Curve.Medium_DASH);    data65.SetDefaultColor(Color.MAGENTA);
plot data66 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 232 else double.nan;    data66.SetStyle(Curve.Medium_DASH);    data66.SetDefaultColor(Color.MAGENTA);
plot data67 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200408 then 252 else double.nan;    data67.SetStyle(Curve.Medium_DASH);    data67.SetDefaultColor(Color.MAGENTA);
plot data68 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200330 then 278 else double.nan;    data68.SetStyle(Curve.Medium_DASH);    data68.SetDefaultColor(Color.MAGENTA);
plot data69 = if GetYYYYMMDD() >= 20200226 and GetYYYYMMDD() <= 20200304 then 310 else double.nan;    data69.SetStyle(Curve.Medium_DASH);    data69.SetDefaultColor(Color.MAGENTA);
plot data70 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200331 then 225 else double.nan;    data70.SetStyle(Curve.Medium_DASH);    data70.SetDefaultColor(Color.MAGENTA);
plot data71 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 224 else double.nan;    data71.SetStyle(Curve.Medium_DASH);    data71.SetDefaultColor(Color.MAGENTA);
plot data72 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data72.SetStyle(Curve.Medium_DASH);    data72.SetDefaultColor(Color.MAGENTA);
plot data73 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200417 then 280 else double.nan;    data73.SetStyle(Curve.Medium_DASH);    data73.SetDefaultColor(Color.MAGENTA);
plot data74 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200417 then 230 else double.nan;    data74.SetStyle(Curve.Medium_DASH);    data74.SetDefaultColor(Color.MAGENTA);
plot data75 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200331 then 242 else double.nan;    data75.SetStyle(Curve.Medium_DASH);    data75.SetDefaultColor(Color.MAGENTA);
plot data76 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data76.SetStyle(Curve.Medium_DASH);    data76.SetDefaultColor(Color.MAGENTA);
plot data77 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200318 then 293 else double.nan;    data77.SetStyle(Curve.Medium_DASH);    data77.SetDefaultColor(Color.MAGENTA);
plot data78 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data78.SetStyle(Curve.Medium_DASH);    data78.SetDefaultColor(Color.MAGENTA);
plot data79 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data79.SetStyle(Curve.Medium_DASH);    data79.SetDefaultColor(Color.MAGENTA);
plot data80 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data80.SetStyle(Curve.Medium_DASH);    data80.SetDefaultColor(Color.MAGENTA);
plot data81 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200311 then 290 else double.nan;    data81.SetStyle(Curve.Medium_DASH);    data81.SetDefaultColor(Color.MAGENTA);
plot data82 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200717 then 234 else double.nan;    data82.SetStyle(Curve.Medium_DASH);    data82.SetDefaultColor(Color.MAGENTA);
plot data83 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 243 else double.nan;    data83.SetStyle(Curve.Medium_DASH);    data83.SetDefaultColor(Color.MAGENTA);
plot data84 = if GetYYYYMMDD() >= 20200226 and GetYYYYMMDD() <= 20200304 then 310 else double.nan;    data84.SetStyle(Curve.Medium_DASH);    data84.SetDefaultColor(Color.MAGENTA);
plot data85 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data85.SetStyle(Curve.Medium_DASH);    data85.SetDefaultColor(Color.MAGENTA);
plot data86 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data86.SetStyle(Curve.Medium_DASH);    data86.SetDefaultColor(Color.MAGENTA);
plot data87 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data87.SetStyle(Curve.Medium_DASH);    data87.SetDefaultColor(Color.MAGENTA);
plot data88 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data88.SetStyle(Curve.Medium_DASH);    data88.SetDefaultColor(Color.MAGENTA);
plot data89 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 232 else double.nan;    data89.SetStyle(Curve.Medium_DASH);    data89.SetDefaultColor(Color.MAGENTA);
plot data90 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data90.SetStyle(Curve.Medium_DASH);    data90.SetDefaultColor(Color.MAGENTA);
plot data91 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200417 then 223 else double.nan;    data91.SetStyle(Curve.Medium_DASH);    data91.SetDefaultColor(Color.MAGENTA);
plot data92 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data92.SetStyle(Curve.Medium_DASH);    data92.SetDefaultColor(Color.MAGENTA);
plot data93 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data93.SetStyle(Curve.Medium_DASH);    data93.SetDefaultColor(Color.MAGENTA);
plot data94 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data94.SetStyle(Curve.Medium_DASH);    data94.SetDefaultColor(Color.MAGENTA);

Idea #6: Now let's take Idea #5 and enhance it. Let's bring expiration date into the picture. Using the same filter from Idea #5, now we add expiration date of at least 60 days out. Keep in mind, we're no longer just looking for sweep orders, that's no longer part of the filter.

Here is the backtesting script for that:

Code:
plot data1 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200515 then 275 else double.nan;        data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200515 then 280 else double.nan;        data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200619 then 239 else double.nan;        data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200619 then 255 else double.nan;        data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200619 then 240 else double.nan;        data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200630 then 255 else double.nan;        data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 240 else double.nan;        data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 240 else double.nan;        data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200630 then 246 else double.nan;        data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200630 then 252 else double.nan;        data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200630 then 282 else double.nan;        data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200630 then 275 else double.nan;        data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200630 then 257 else double.nan;        data13.SetDefaultColor(Color.White);
plot data14 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200717 then 226 else double.nan;        data14.SetDefaultColor(Color.White);
plot data15 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200717 then 264 else double.nan;        data15.SetDefaultColor(Color.White);
plot data16 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200717 then 240 else double.nan;        data16.SetDefaultColor(Color.White);
plot data17 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200630 then 310 else double.nan;        data17.SetDefaultColor(Color.White);
plot data18 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200717 then 261 else double.nan;        data18.SetDefaultColor(Color.White);
plot data19 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200717 then 266 else double.nan;        data19.SetDefaultColor(Color.White);
plot data20 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200918 then 221 else double.nan;        data20.SetDefaultColor(Color.White);
plot data21 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200918 then 274 else double.nan;        data21.SetDefaultColor(Color.White);
plot data22 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20201016 then 280 else double.nan;        data22.SetDefaultColor(Color.White);
plot data23 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data23.SetDefaultColor(Color.White);
plot data24 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 254 else double.nan;        data24.SetDefaultColor(Color.White);
plot data25 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20201120 then 258 else double.nan;        data25.SetDefaultColor(Color.White);
plot data26 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20201120 then 238 else double.nan;        data26.SetDefaultColor(Color.White);
plot data27 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20201120 then 311 else double.nan;        data27.SetDefaultColor(Color.White);
plot data28 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20210115 then 291 else double.nan;        data28.SetDefaultColor(Color.White);
plot data29 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20210618 then 265 else double.nan;        data29.SetDefaultColor(Color.White);
plot data30 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20210618 then 250 else double.nan;        data30.SetDefaultColor(Color.White);
plot data31 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20210618 then 250 else double.nan;        data31.SetDefaultColor(Color.White);
plot data32 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20210618 then 310 else double.nan;        data32.SetDefaultColor(Color.White);
plot data33 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20211217 then 325 else double.nan;        data33.SetDefaultColor(Color.White);
plot data34 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20211217 then 315 else double.nan;        data34.SetDefaultColor(Color.White);
plot data35 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20220121 then 255 else double.nan;        data35.SetDefaultColor(Color.White);
plot data36 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20221216 then 255 else double.nan;        data36.SetDefaultColor(Color.White);
plot data37 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data37.SetStyle(Curve.Medium_DASH);    data37.SetDefaultColor(Color.MAGENTA);
plot data38 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data38.SetStyle(Curve.Medium_DASH);    data38.SetDefaultColor(Color.MAGENTA);
plot data39 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data39.SetStyle(Curve.Medium_DASH);    data39.SetDefaultColor(Color.MAGENTA);
plot data40 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data40.SetStyle(Curve.Medium_DASH);    data40.SetDefaultColor(Color.MAGENTA);
plot data41 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data41.SetStyle(Curve.Medium_DASH);    data41.SetDefaultColor(Color.MAGENTA);
plot data42 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 248 else double.nan;    data42.SetStyle(Curve.Medium_DASH);    data42.SetDefaultColor(Color.MAGENTA);
plot data43 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data43.SetStyle(Curve.Medium_DASH);    data43.SetDefaultColor(Color.MAGENTA);
plot data44 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data44.SetStyle(Curve.Medium_DASH);    data44.SetDefaultColor(Color.MAGENTA);
plot data45 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data45.SetStyle(Curve.Medium_DASH);    data45.SetDefaultColor(Color.MAGENTA);
plot data46 = if GetYYYYMMDD() >= 20200327 and GetYYYYMMDD() <= 20200619 then 224 else double.nan;    data46.SetStyle(Curve.Medium_DASH);    data46.SetDefaultColor(Color.MAGENTA);
plot data47 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200630 then 233 else double.nan;    data47.SetStyle(Curve.Medium_DASH);    data47.SetDefaultColor(Color.MAGENTA);
plot data48 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200619 then 243 else double.nan;    data48.SetStyle(Curve.Medium_DASH);    data48.SetDefaultColor(Color.MAGENTA);
plot data49 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200630 then 185 else double.nan;    data49.SetStyle(Curve.Medium_DASH);    data49.SetDefaultColor(Color.MAGENTA);
plot data50 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200717 then 234 else double.nan;    data50.SetStyle(Curve.Medium_DASH);    data50.SetDefaultColor(Color.MAGENTA);
plot data51 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200717 then 234 else double.nan;    data51.SetStyle(Curve.Medium_DASH);    data51.SetDefaultColor(Color.MAGENTA);
plot data52 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20201016 then 220 else double.nan;    data52.SetStyle(Curve.Medium_DASH);    data52.SetDefaultColor(Color.MAGENTA);

Idea #7: If you're in our Discord chatroom, you know that I like to look for accumulation within a strike. This is especially useful for support/resistance and profit target.

Filter: SPY orders with at least 3 of the same strike in a day. We don't care about how much they spent on it. All I'm looking for here is accumulation.

Code:
plot data1 = if GetYYYYMMDD() >= 20200408 and GetYYYYMMDD() <= 20200409 then 274 else double.nan;        data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 276 else double.nan;        data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 275 else double.nan;        data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200411 then 273 else double.nan;        data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200331 and GetYYYYMMDD() <= 20200407 then 262 else double.nan;        data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200325 and GetYYYYMMDD() <= 20200327 then 260 else double.nan;        data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200406 then 247 else double.nan;        data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200320 and GetYYYYMMDD() <= 20200331 then 268 else double.nan;        data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200416 then 265 else double.nan;        data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200315 then 270 else double.nan;        data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200318 then 290 else double.nan;        data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200327 then 285 else double.nan;        data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200403 then 295 else double.nan;        data13.SetDefaultColor(Color.White);
plot data14 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200317 then 285 else double.nan;        data14.SetDefaultColor(Color.White);
plot data15 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200402 then 280 else double.nan;        data15.SetDefaultColor(Color.White);
plot data16 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200324 then 278 else double.nan;        data16.SetDefaultColor(Color.White);
plot data17 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200304 then 312 else double.nan;        data17.SetDefaultColor(Color.White);
plot data18 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200325 then 302 else double.nan;        data18.SetDefaultColor(Color.White);
plot data19 = if GetYYYYMMDD() >= 20200302 and GetYYYYMMDD() <= 20200402 then 311 else double.nan;        data19.SetDefaultColor(Color.White);
plot data20 = if GetYYYYMMDD() >= 20200224 and GetYYYYMMDD() <= 20200228 then 325 else double.nan;        data20.SetDefaultColor(Color.White);
plot data21 = if GetYYYYMMDD() >= 20200224 and GetYYYYMMDD() <= 20200226 then 322 else double.nan;        data21.SetDefaultColor(Color.White);
plot data22 = if GetYYYYMMDD() >= 20200409 and GetYYYYMMDD() <= 20200414 then 277 else double.nan;        data22.SetDefaultColor(Color.White);
plot data23 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 278 else double.nan;        data23.SetDefaultColor(Color.White);
plot data24 = if GetYYYYMMDD() >= 20200406 and GetYYYYMMDD() <= 20200408 then 265 else double.nan;        data24.SetDefaultColor(Color.White);
plot data25 = if GetYYYYMMDD() >= 20200326 and GetYYYYMMDD() <= 20200328 then 260 else double.nan;        data25.SetDefaultColor(Color.White);
plot data26 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200318 then 250 else double.nan;        data26.SetDefaultColor(Color.White);
plot data27 = if GetYYYYMMDD() >= 20200313 and GetYYYYMMDD() <= 20200513 then 280 else double.nan;        data27.SetDefaultColor(Color.White);
plot data28 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200403 then 284 else double.nan;        data28.SetDefaultColor(Color.White);
plot data29 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200316 then 275 else double.nan;        data29.SetDefaultColor(Color.White);
plot data30 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200321 then 260 else double.nan;        data30.SetDefaultColor(Color.White);
plot data31 = if GetYYYYMMDD() >= 20200311 and GetYYYYMMDD() <= 20200313 then 284 else double.nan;        data31.SetDefaultColor(Color.White);
plot data32 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200318 then 306 else double.nan;        data32.SetDefaultColor(Color.White);
plot data33 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200306 then 305 else double.nan;        data33.SetDefaultColor(Color.White);
plot data34 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200417 then 320 else double.nan;        data34.SetDefaultColor(Color.White);
plot data35 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200302 then 290 else double.nan;        data35.SetDefaultColor(Color.White);
plot data36 = if GetYYYYMMDD() >= 20200224 and GetYYYYMMDD() <= 20200226 then 323 else double.nan;        data36.SetDefaultColor(Color.White);
plot data37 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200403 then 255 else double.nan;        data37.SetDefaultColor(Color.White);
plot data38 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200403 then 250 else double.nan;        data38.SetDefaultColor(Color.White);
plot data39 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200331 then 265 else double.nan;        data39.SetDefaultColor(Color.White);
plot data40 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200702 then 258 else double.nan;        data40.SetDefaultColor(Color.White);
plot data41 = if GetYYYYMMDD() >= 20200326 and GetYYYYMMDD() <= 20200327 then 265 else double.nan;        data41.SetDefaultColor(Color.White);
plot data42 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200320 then 276 else double.nan;        data42.SetDefaultColor(Color.White);
plot data43 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200930 then 255 else double.nan;        data43.SetDefaultColor(Color.White);
plot data44 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200308 then 308 else double.nan;        data44.SetDefaultColor(Color.White);
plot data45 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200307 then 315 else double.nan;        data45.SetDefaultColor(Color.White);
plot data46 = if GetYYYYMMDD() >= 20200225 and GetYYYYMMDD() <= 20200227 then 320 else double.nan;        data46.SetDefaultColor(Color.White);
plot data47 = if GetYYYYMMDD() >= 20200224 and GetYYYYMMDD() <= 20200304 then 330 else double.nan;        data47.SetDefaultColor(Color.White);
plot data48 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200403 then 253 else double.nan;        data48.SetDefaultColor(Color.White);
plot data49 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200903 then 250 else double.nan;        data49.SetDefaultColor(Color.White);
plot data50 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200426 then 240 else double.nan;        data50.SetDefaultColor(Color.White);
plot data51 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200331 then 240 else double.nan;        data51.SetDefaultColor(Color.White);
plot data52 = if GetYYYYMMDD() >= 20200304 and GetYYYYMMDD() <= 20200306 then 315 else double.nan;        data52.SetDefaultColor(Color.White);
plot data53 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200302 then 300 else double.nan;        data53.SetDefaultColor(Color.White);
plot data54 = if GetYYYYMMDD() >= 20200225 and GetYYYYMMDD() <= 20200228 then 325 else double.nan;        data54.SetDefaultColor(Color.White);
plot data55 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200510 then 310 else double.nan;        data55.SetDefaultColor(Color.White);
plot data56 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200302 then 305 else double.nan;        data56.SetDefaultColor(Color.White);
plot data57 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200325 then 250 else double.nan;        data57.SetDefaultColor(Color.White);
plot data58 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200327 then 310 else double.nan;        data58.SetDefaultColor(Color.White);
plot data59 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 270 else double.nan;        data59.SetDefaultColor(Color.White);
plot data60 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 250 else double.nan;        data60.SetDefaultColor(Color.White);
plot data61 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data61.SetDefaultColor(Color.White);
plot data62 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200308 then 310 else double.nan;        data62.SetDefaultColor(Color.White);
plot data63 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200314 then 300 else double.nan;        data63.SetDefaultColor(Color.White);
plot data64 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200320 then 310 else double.nan;        data64.SetDefaultColor(Color.White);
plot data65 = if GetYYYYMMDD() >= 20200406 and GetYYYYMMDD() <= 20200408 then 260 else double.nan;    data65.SetStyle(Curve.Medium_DASH);    data65.SetDefaultColor(Color.MAGENTA);
plot data66 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 230 else double.nan;    data66.SetStyle(Curve.Medium_DASH);    data66.SetDefaultColor(Color.MAGENTA);
plot data67 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200325 then 220 else double.nan;    data67.SetStyle(Curve.Medium_DASH);    data67.SetDefaultColor(Color.MAGENTA);
plot data68 = if GetYYYYMMDD() >= 20200316 and GetYYYYMMDD() <= 20200417 then 244 else double.nan;    data68.SetStyle(Curve.Medium_DASH);    data68.SetDefaultColor(Color.MAGENTA);
plot data69 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200411 then 242 else double.nan;    data69.SetStyle(Curve.Medium_DASH);    data69.SetDefaultColor(Color.MAGENTA);
plot data70 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200311 then 283 else double.nan;    data70.SetStyle(Curve.Medium_DASH);    data70.SetDefaultColor(Color.MAGENTA);
plot data71 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200311 then 278 else double.nan;    data71.SetStyle(Curve.Medium_DASH);    data71.SetDefaultColor(Color.MAGENTA);
plot data72 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200313 then 281 else double.nan;    data72.SetStyle(Curve.Medium_DASH);    data72.SetDefaultColor(Color.MAGENTA);
plot data73 = if GetYYYYMMDD() >= 20200309 and GetYYYYMMDD() <= 20200313 then 270 else double.nan;    data73.SetStyle(Curve.Medium_DASH);    data73.SetDefaultColor(Color.MAGENTA);
plot data74 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200324 then 280 else double.nan;    data74.SetStyle(Curve.Medium_DASH);    data74.SetDefaultColor(Color.MAGENTA);
plot data75 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200308 then 295 else double.nan;    data75.SetStyle(Curve.Medium_DASH);    data75.SetDefaultColor(Color.MAGENTA);
plot data76 = if GetYYYYMMDD() >= 20200225 and GetYYYYMMDD() <= 20200226 then 323 else double.nan;    data76.SetStyle(Curve.Medium_DASH);    data76.SetDefaultColor(Color.MAGENTA);
plot data77 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 263 else double.nan;    data77.SetStyle(Curve.Medium_DASH);    data77.SetDefaultColor(Color.MAGENTA);
plot data78 = if GetYYYYMMDD() >= 20200331 and GetYYYYMMDD() <= 20200401 then 260 else double.nan;    data78.SetStyle(Curve.Medium_DASH);    data78.SetDefaultColor(Color.MAGENTA);
plot data79 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200325 then 238 else double.nan;    data79.SetStyle(Curve.Medium_DASH);    data79.SetDefaultColor(Color.MAGENTA);
plot data80 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200325 then 232 else double.nan;    data80.SetStyle(Curve.Medium_DASH);    data80.SetDefaultColor(Color.MAGENTA);
plot data81 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200318 then 243 else double.nan;    data81.SetStyle(Curve.Medium_DASH);    data81.SetDefaultColor(Color.MAGENTA);
plot data82 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200424 then 243 else double.nan;    data82.SetStyle(Curve.Medium_DASH);    data82.SetDefaultColor(Color.MAGENTA);
plot data83 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200315 then 303 else double.nan;    data83.SetStyle(Curve.Medium_DASH);    data83.SetDefaultColor(Color.MAGENTA);
plot data84 = if GetYYYYMMDD() >= 20200226 and GetYYYYMMDD() <= 20200304 then 310 else double.nan;    data84.SetStyle(Curve.Medium_DASH);    data84.SetDefaultColor(Color.MAGENTA);
plot data85 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200409 then 270 else double.nan;    data85.SetStyle(Curve.Medium_DASH);    data85.SetDefaultColor(Color.MAGENTA);
plot data86 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 235 else double.nan;    data86.SetStyle(Curve.Medium_DASH);    data86.SetDefaultColor(Color.MAGENTA);
plot data87 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200318 then 250 else double.nan;    data87.SetStyle(Curve.Medium_DASH);    data87.SetDefaultColor(Color.MAGENTA);
plot data88 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200311 then 275 else double.nan;    data88.SetStyle(Curve.Medium_DASH);    data88.SetDefaultColor(Color.MAGENTA);
plot data89 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200306 then 300 else double.nan;    data89.SetStyle(Curve.Medium_DASH);    data89.SetDefaultColor(Color.MAGENTA);
plot data90 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data90.SetStyle(Curve.Medium_DASH);    data90.SetDefaultColor(Color.MAGENTA);
plot data91 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200314 then 290 else double.nan;    data91.SetStyle(Curve.Medium_DASH);    data91.SetDefaultColor(Color.MAGENTA);
plot data92 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200410 then 265 else double.nan;    data92.SetStyle(Curve.Medium_DASH);    data92.SetDefaultColor(Color.MAGENTA);
plot data93 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200325 then 235 else double.nan;    data93.SetStyle(Curve.Medium_DASH);    data93.SetDefaultColor(Color.MAGENTA);

Idea #8: Same as Idea #7, but this time, we increase the accumulation value to at least 5.

Here is the script for that:

Code:
plot data1 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200403 then 255 else double.nan;        data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200403 then 250 else double.nan;        data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200331 then 265 else double.nan;        data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200330 and GetYYYYMMDD() <= 20200702 then 258 else double.nan;        data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200326 and GetYYYYMMDD() <= 20200327 then 265 else double.nan;        data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200320 then 276 else double.nan;        data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200312 and GetYYYYMMDD() <= 20200930 then 255 else double.nan;        data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200308 then 308 else double.nan;        data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200307 then 315 else double.nan;        data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200225 and GetYYYYMMDD() <= 20200227 then 320 else double.nan;        data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200224 and GetYYYYMMDD() <= 20200304 then 330 else double.nan;        data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200402 and GetYYYYMMDD() <= 20200403 then 253 else double.nan;        data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200903 then 250 else double.nan;        data13.SetDefaultColor(Color.White);
plot data14 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200426 then 240 else double.nan;        data14.SetDefaultColor(Color.White);
plot data15 = if GetYYYYMMDD() >= 20200323 and GetYYYYMMDD() <= 20200331 then 240 else double.nan;        data15.SetDefaultColor(Color.White);
plot data16 = if GetYYYYMMDD() >= 20200304 and GetYYYYMMDD() <= 20200306 then 315 else double.nan;        data16.SetDefaultColor(Color.White);
plot data17 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200302 then 300 else double.nan;        data17.SetDefaultColor(Color.White);
plot data18 = if GetYYYYMMDD() >= 20200225 and GetYYYYMMDD() <= 20200228 then 325 else double.nan;        data18.SetDefaultColor(Color.White);
plot data19 = if GetYYYYMMDD() >= 20200303 and GetYYYYMMDD() <= 20200510 then 310 else double.nan;        data19.SetDefaultColor(Color.White);
plot data20 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200302 then 305 else double.nan;        data20.SetDefaultColor(Color.White);
plot data21 = if GetYYYYMMDD() >= 20200318 and GetYYYYMMDD() <= 20200325 then 250 else double.nan;        data21.SetDefaultColor(Color.White);
plot data22 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200327 then 310 else double.nan;        data22.SetDefaultColor(Color.White);
plot data23 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200408 then 270 else double.nan;        data23.SetDefaultColor(Color.White);
plot data24 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 250 else double.nan;        data24.SetDefaultColor(Color.White);
plot data25 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200417 then 315 else double.nan;        data25.SetDefaultColor(Color.White);
plot data26 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200308 then 310 else double.nan;        data26.SetDefaultColor(Color.White);
plot data27 = if GetYYYYMMDD() >= 20200228 and GetYYYYMMDD() <= 20200314 then 300 else double.nan;        data27.SetDefaultColor(Color.White);
plot data28 = if GetYYYYMMDD() >= 20200227 and GetYYYYMMDD() <= 20200320 then 310 else double.nan;        data28.SetDefaultColor(Color.White);
plot data29 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200409 then 270 else double.nan;    data29.SetStyle(Curve.Medium_DASH);    data29.SetDefaultColor(Color.MAGENTA);
plot data30 = if GetYYYYMMDD() >= 20200319 and GetYYYYMMDD() <= 20200320 then 235 else double.nan;    data30.SetStyle(Curve.Medium_DASH);    data30.SetDefaultColor(Color.MAGENTA);
plot data31 = if GetYYYYMMDD() >= 20200317 and GetYYYYMMDD() <= 20200318 then 250 else double.nan;    data31.SetStyle(Curve.Medium_DASH);    data31.SetDefaultColor(Color.MAGENTA);
plot data32 = if GetYYYYMMDD() >= 20200310 and GetYYYYMMDD() <= 20200311 then 275 else double.nan;    data32.SetStyle(Curve.Medium_DASH);    data32.SetDefaultColor(Color.MAGENTA);
plot data33 = if GetYYYYMMDD() >= 20200305 and GetYYYYMMDD() <= 20200306 then 300 else double.nan;    data33.SetStyle(Curve.Medium_DASH);    data33.SetDefaultColor(Color.MAGENTA);
plot data34 = if GetYYYYMMDD() >= 20200401 and GetYYYYMMDD() <= 20200619 then 246 else double.nan;    data34.SetStyle(Curve.Medium_DASH);    data34.SetDefaultColor(Color.MAGENTA);
plot data35 = if GetYYYYMMDD() >= 20200306 and GetYYYYMMDD() <= 20200314 then 290 else double.nan;    data35.SetStyle(Curve.Medium_DASH);    data35.SetDefaultColor(Color.MAGENTA);
plot data36 = if GetYYYYMMDD() >= 20200407 and GetYYYYMMDD() <= 20200410 then 265 else double.nan;    data36.SetStyle(Curve.Medium_DASH);    data36.SetDefaultColor(Color.MAGENTA);
plot data37 = if GetYYYYMMDD() >= 20200324 and GetYYYYMMDD() <= 20200325 then 235 else double.nan;    data37.SetStyle(Curve.Medium_DASH);    data37.SetDefaultColor(Color.MAGENTA);

How to read the plots from the scripts above?

  • White straight lines = CALLS
  • Purple dashed lines = PUTS
  • The value of the line represent the strike price
  • Where the line ends represent the expiration date (I recommend going to your chart's setting > Time axis > under Expansion area > set it to 100 or something like that)
Here is an example of Idea #8:

oJgqaZq.png


Bonus: FlowAlgo Darkpool Prints

The latest Dark Pool level can be used to gauge for investor's sentiment while the old Dark Pool data can be used for support and resistance. If $SPY is trading below the latest dark pool data, then the sentiment is bearish. If $SPY is trading above the latest dark pool data, then the sentiment is bullish.

Here's a sample script:

Code:
plot data1 = if GetYYYYMMDD() >= 20200225 then 322.42 else double.nan;    data1.SetDefaultColor(Color.White);
plot data2 = if GetYYYYMMDD() >= 20200227 then 311.56 else double.nan;    data2.SetDefaultColor(Color.White);
plot data3 = if GetYYYYMMDD() >= 20200228 then 297.89 else double.nan;    data3.SetDefaultColor(Color.White);
plot data4 = if GetYYYYMMDD() >= 20200302 then 295.45 else double.nan;    data4.SetDefaultColor(Color.White);
plot data5 = if GetYYYYMMDD() >= 20200303 then 309.02 else double.nan;    data5.SetDefaultColor(Color.White);
plot data6 = if GetYYYYMMDD() >= 20200304 then 300.37 else double.nan;    data6.SetDefaultColor(Color.White);
plot data7 = if GetYYYYMMDD() >= 20200305 then 313.07 else double.nan;    data7.SetDefaultColor(Color.White);
plot data8 = if GetYYYYMMDD() >= 20200306 then 302.49 else double.nan;    data8.SetDefaultColor(Color.White);
plot data9 = if GetYYYYMMDD() >= 20200309 then 297.38 else double.nan;    data9.SetDefaultColor(Color.White);
plot data10 = if GetYYYYMMDD() >= 20200310 then 274.88 else double.nan;    data10.SetDefaultColor(Color.White);
plot data11 = if GetYYYYMMDD() >= 20200311 then 288.42 else double.nan;    data11.SetDefaultColor(Color.White);
plot data12 = if GetYYYYMMDD() >= 20200312 then 274.44 else double.nan;    data12.SetDefaultColor(Color.White);
plot data13 = if GetYYYYMMDD() >= 20200313 then 248.52 else double.nan;    data13.SetDefaultColor(Color.Cyan);

What's the point of all this?

Just by having Flowalgo, it won't help you make money. The info being provided in Flowalgo is the same as any typical stock chart. You have to know what to look for.

For me personally, I like to see an accumulation of the same strike (at least 3-5), BIG orders worth at least $1M. The backtesting scripts above will allow you to test out different filters and see how SPY react.

Warning: Flowalgo will only let me export 1,000 fields of data from their historical report. As a result, all the data being added to the backtesting scripts above only dated back to Feb. 2020. So keep that in mind.

I hope this thread was somewhat helpful. If you have any questions, feel free to comment down below.

FlowAlgo Alternatives

There are alternatives to FlowAlgo, such as CheddarFlow and BlackBoxStocks, but I'm not going to be commenting on that because I don't have any experience using those services. My time with FlowAlgo was also short-lived.

If you want to save money, you can check out the free Unusual Options Activity scanner that @theelderwand put together for ThinkorSwim here.
 

Volatility Trading Range

VTR is a momentum indicator that shows if a stock is overbought or oversold based on its Weekly and Monthly average volatility trading range.

Download the indicator

Th3Zone

New member
VIP
Hi BenTen, Thank you for the post. Couple of questions...

Do you know what format does FlowAlgo provides the data to import? Trying to connect the dots from flowalgo export data to the thinkscript code. Can you provide more information on the statement listed below? Thx.

Code:
plot data1 = if GetYYYYMMDD() == 20200306 and secondsTillTime(1240) == 0 then 1000000 else double.nan;                           data1.SetPaintingStrategy(PaintingStrategy.HISTOGRAM);
 
Last edited:

DaGekko

Member
2019 Donor
VIP
Is this real time - or only historical and this point? For the 1.6M SPY option example did the data give the strike/expiration of the purchase... was it for expiration within a week/month(s)?
 

BenTen

Administrative
Staff
VIP
@DaGekko The scripts included above are just based on some sample data from the past for visual purposes.

The expiration and strike are both included in the code.
 

BenTen

Administrative
Staff
VIP
@luiscervantes30 Alerts? This is just a backtesting script to show you some ideas of how unusual option activity can be used for trading. If you actually want real-time data, you would have to use services like Flowalgo.
 

BenTen

Administrative
Staff
VIP
@binhvesting Not at all. Flowalgo is a 3rd party service. It has no affiliation with ThinkorSwim or UseThinkScript. The purpose of Flowalgo is to provide dark pool data and unusual options activity.

If you don't need those data to trade, then there is no need to sign up. A quick heads up that I'm no longer using Flowalgo.
 

binhvesting

Member
VIP
Thanks Ben. What are you using in place FlowAlgo if you don’t mind? Also, which paid website/service are you using to get news?
 

BenTen

Administrative
Staff
VIP
@binhvesting I'm no longer using any services to get dark pool / unusual activity data. After testing and using the platform, I learned that such data wasn't for me. I don't subscribe to any services for news, either. CNBC, Investing.com, and the built-in News widget in ThinkorSwim are enough for me.
 

Hypoluxa

Well-known member
VIP
Hi Ben, i have this study loaded and the bottom pane appears...but no data is loading into it...only the zero line. any idea why?
 

BenTen

Administrative
Staff
VIP
@Hypoluxa Most likely because the data are outdated. I don't use Flowalgo anymore so I couldn't get some new option data for the script.
 

dolcea23

New member
Is there a indicator or platform that shows the algos are buying or selling contracts or shares of a company?
 
Last edited by a moderator:

alsniper

New member
VIP
Does anyone know a decent not overpriced flow service? Is there a possibility to create a script for it in TOS?
 

New Indicator: Buy the Dip

Check out our Buy the Dip indicator and see how it can help you find profitable swing trading ideas. Scanner, watchlist columns, and add-ons are included.

Download the indicator

Similar threads

Top