SqueezeMetrics Dark Pools Indicator for ThinkorSwim

DeusMecanicus

Active member
I decided to do a little backtest after reviewing a twitter post I had saved. The idea behind this strategy is to look for long entries when the DIX is over .45 and sell when under .39. I set up a google sheets to transfer over the data from https://squeezemetrics.com/monitor/dix? and transfer it into ToS. I have only transferred the DIX data over, not the GEX, but it alone has produced some good buy signals. These are the results of the last 3 years on a daily chart.

Ln5bpyw.jpg


SLqgJLR.png


https://docs.google.com/spreadsheets/d/1zvIRuXcO6I19RA-tndVgIYFFG4MddK6VGfBi7IUBXMI/edit#gid=0

Unfortunately the indicator needs to be updated daily as each barnumber is assigned a value that is imported in from the website. I have attached the google sheet that I copy the dix data into and then bring that into ToS. The squeezemetrics site releases the data a couple hours after close on each trading day. Transfer over the most recent 755 days of data into the sheet I created and it will update and display correctly. This will not work, as is, on any other chart besides a 3 year/Daily Chart (which displays 755 bars).

Code:
#DarkPool_Strategy
#DeusMecanicus
#https://squeezemetrics.com/monitor/dix?
#For use on a 3 year/Daily Chart.
#Make sure the dates in header match the dates on the chart.
#Dates of data: 5/8/17 - 5/6/20
def darkpool = if barnumber() ==    1    then    0.4344419898    else
if barnumber() ==    2    then    0.4282324758    else
if barnumber() ==    3    then    0.4300303559    else
if barnumber() ==    4    then    0.4188036906    else
if barnumber() ==    5    then    0.4482292029    else
if barnumber() ==    6    then    0.4272858291    else
if barnumber() ==    7    then    0.4386188886    else
if barnumber() ==    8    then    0.4417986963    else
if barnumber() ==    9    then    0.431309978    else
if barnumber() ==    10    then    0.4213035187    else
if barnumber() ==    11    then    0.4015911092    else
if barnumber() ==    12    then    0.4062053531    else
if barnumber() ==    13    then    0.4069511381    else
if barnumber() ==    14    then    0.4017913875    else
if barnumber() ==    15    then    0.3952142028    else
if barnumber() ==    16    then    0.3968194484    else
if barnumber() ==    17    then    0.4156693431    else
if barnumber() ==    18    then    0.4117664096    else
if barnumber() ==    19    then    0.3948666597    else
if barnumber() ==    20    then    0.4271151403    else
if barnumber() ==    21    then    0.4214267206    else
if barnumber() ==    22    then    0.4178008695    else
if barnumber() ==    23    then    0.4157672402    else
if barnumber() ==    24    then    0.4302007579    else
if barnumber() ==    25    then    0.3935529823    else
if barnumber() ==    26    then    0.4404164403    else
if barnumber() ==    27    then    0.4544073906    else
if barnumber() ==    28    then    0.4303788509    else
if barnumber() ==    29    then    0.4476249832    else
if barnumber() ==    30    then    0.4171008415    else
if barnumber() ==    31    then    0.4245352936    else
if barnumber() ==    32    then    0.4207969563    else
if barnumber() ==    33    then    0.4229745974    else
if barnumber() ==    34    then    0.4275067422    else
if barnumber() ==    35    then    0.4179566679    else
if barnumber() ==    36    then    0.4169774156    else
if barnumber() ==    37    then    0.4065761962    else
if barnumber() ==    38    then    0.4325665261    else
if barnumber() ==    39    then    0.4121613309    else
if barnumber() ==    40    then    0.4155196359    else
if barnumber() ==    41    then    0.3914672751    else
if barnumber() ==    42    then    0.4129503491    else
if barnumber() ==    43    then    0.4114299704    else
if barnumber() ==    44    then    0.4403246539    else
if barnumber() ==    45    then    0.4312967794    else
if barnumber() ==    46    then    0.4124622645    else
if barnumber() ==    47    then    0.4260977908    else
if barnumber() ==    48    then    0.4138859685    else
if barnumber() ==    49    then    0.42463602    else
if barnumber() ==    50    then    0.4400387772    else
if barnumber() ==    51    then    0.434789254    else
if barnumber() ==    52    then    0.4272144671    else
if barnumber() ==    53    then    0.4128268111    else
if barnumber() ==    54    then    0.3848751899    else
if barnumber() ==    55    then    0.4028323217    else
if barnumber() ==    56    then    0.4237175771    else
if barnumber() ==    57    then    0.4341303841    else
if barnumber() ==    58    then    0.4179212551    else
if barnumber() ==    59    then    0.3911388121    else
if barnumber() ==    60    then    0.3926612611    else
if barnumber() ==    61    then    0.3949479897    else
if barnumber() ==    62    then    0.3964415464    else
if barnumber() ==    63    then    0.4018270954    else
if barnumber() ==    64    then    0.398231164    else
if barnumber() ==    65    then    0.4053271063    else
if barnumber() ==    66    then    0.39949057    else
if barnumber() ==    67    then    0.3926988803    else
if barnumber() ==    68    then    0.4007118458    else
if barnumber() ==    69    then    0.4062752536    else
if barnumber() ==    70    then    0.4159670445    else
if barnumber() ==    71    then    0.4041878544    else
if barnumber() ==    72    then    0.4379918989    else
if barnumber() ==    73    then    0.4250306897    else
if barnumber() ==    74    then    0.3902801888    else
if barnumber() ==    75    then    0.3903099903    else
if barnumber() ==    76    then    0.4096882552    else
if barnumber() ==    77    then    0.3959162755    else
if barnumber() ==    78    then    0.4197876667    else
if barnumber() ==    79    then    0.4134337711    else
if barnumber() ==    80    then    0.4217053734    else
if barnumber() ==    81    then    0.4245328615    else
if barnumber() ==    82    then    0.4346561403    else
if barnumber() ==    83    then    0.4368107606    else
if barnumber() ==    84    then    0.4183971158    else
if barnumber() ==    85    then    0.413845288    else
if barnumber() ==    86    then    0.412572161    else
if barnumber() ==    87    then    0.4106665465    else
if barnumber() ==    88    then    0.3871008783    else
if barnumber() ==    89    then    0.4214147805    else
if barnumber() ==    90    then    0.4108135868    else
if barnumber() ==    91    then    0.4175552933    else
if barnumber() ==    92    then    0.4197861158    else
if barnumber() ==    93    then    0.3917723437    else
if barnumber() ==    94    then    0.3924769387    else
if barnumber() ==    95    then    0.4082706653    else
if barnumber() ==    96    then    0.389327729    else
if barnumber() ==    97    then    0.383795067    else
if barnumber() ==    98    then    0.3876311982    else
if barnumber() ==    99    then    0.3891159353    else
if barnumber() ==    100    then    0.402368126    else
if barnumber() ==    101    then    0.4030387324    else
if barnumber() ==    102    then    0.4005276671    else
if barnumber() ==    103    then    0.4060050836    else
if barnumber() ==    104    then    0.4039841251    else
if barnumber() ==    105    then    0.3969398082    else
if barnumber() ==    106    then    0.4041939968    else
if barnumber() ==    107    then    0.4314912385    else
if barnumber() ==    108    then    0.4065234532    else
if barnumber() ==    109    then    0.4043067039    else
if barnumber() ==    110    then    0.4100205778    else
if barnumber() ==    111    then    0.3959984237    else
if barnumber() ==    112    then    0.3795967323    else
if barnumber() ==    113    then    0.3853150901    else
if barnumber() ==    114    then    0.4017422732    else
if barnumber() ==    115    then    0.3971284989    else
if barnumber() ==    116    then    0.4056278693    else
if barnumber() ==    117    then    0.397406208    else
if barnumber() ==    118    then    0.3941077915    else
if barnumber() ==    119    then    0.379048563    else
if barnumber() ==    120    then    0.4082047031    else
if barnumber() ==    121    then    0.38588221    else
if barnumber() ==    122    then    0.3732169662    else
if barnumber() ==    123    then    0.3972575127    else
if barnumber() ==    124    then    0.4045489273    else
if barnumber() ==    125    then    0.404969574    else
if barnumber() ==    126    then    0.41991359    else
if barnumber() ==    127    then    0.4095757913    else
if barnumber() ==    128    then    0.4137341413    else
if barnumber() ==    129    then    0.4245601971    else
if barnumber() ==    130    then    0.3937302748    else
if barnumber() ==    131    then    0.3894728465    else
if barnumber() ==    132    then    0.3735690797    else
if barnumber() ==    133    then    0.3711603096    else
if barnumber() ==    134    then    0.3528428156    else
if barnumber() ==    135    then    0.3504694318    else
if barnumber() ==    136    then    0.3561922469    else
if barnumber() ==    137    then    0.3853712475    else
if barnumber() ==    138    then    0.3410900936    else
if barnumber() ==    139    then    0.3426316018    else
if barnumber() ==    140    then    0.3609259683    else
if barnumber() ==    141    then    0.3385357556    else
if barnumber() ==    142    then    0.3608588118    else
if barnumber() ==    143    then    0.3404614816    else
if barnumber() ==    144    then    0.3466082485    else
if barnumber() ==    145    then    0.3504563908    else
if barnumber() ==    146    then    0.3843710955    else
if barnumber() ==    147    then    0.3544915446    else
if barnumber() ==    148    then    0.3568423736    else
if barnumber() ==    149    then    0.3660326003    else
if barnumber() ==    150    then    0.3606740449    else
if barnumber() ==    151    then    0.3619408582    else
if barnumber() ==    152    then    0.3583501233    else
if barnumber() ==    153    then    0.3598529952    else
if barnumber() ==    154    then    0.3530068553    else
if barnumber() ==    155    then    0.3592966393    else
if barnumber() ==    156    then    0.3520794102    else
if barnumber() ==    157    then    0.3525380477    else
if barnumber() ==    158    then    0.3426259741    else
if barnumber() ==    159    then    0.3758628494    else
if barnumber() ==    160    then    0.3665692856    else
if barnumber() ==    161    then    0.3832727156    else
if barnumber() ==    162    then    0.3980475826    else
if barnumber() ==    163    then    0.3560793251    else
if barnumber() ==    164    then    0.3704361223    else
if barnumber() ==    165    then    0.3917257256    else
if barnumber() ==    166    then    0.3586594271    else
if barnumber() ==    167    then    0.3617313497    else
if barnumber() ==    168    then    0.3796517869    else
if barnumber() ==    169    then    0.3764925874    else
if barnumber() ==    170    then    0.3820673548    else
if barnumber() ==    171    then    0.3767479112    else
if barnumber() ==    172    then    0.3802258958    else
if barnumber() ==    173    then    0.360009055    else
if barnumber() ==    174    then    0.3805778828    else
if barnumber() ==    175    then    0.3720702027    else
if barnumber() ==    176    then    0.3607910307    else
if barnumber() ==    177    then    0.3602269161    else
if barnumber() ==    178    then    0.3641087029    else
if barnumber() ==    179    then    0.3305550997    else
if barnumber() ==    180    then    0.3541737051    else
if barnumber() ==    181    then    0.3537028918    else
if barnumber() ==    182    then    0.3522102817    else
if barnumber() ==    183    then    0.3397655717    else
if barnumber() ==    184    then    0.3545219908    else
if barnumber() ==    185    then    0.3415645006    else
if barnumber() ==    186    then    0.3627640867    else
if barnumber() ==    187    then    0.3608138992    else
if barnumber() ==    188    then    0.3706254582    else
if barnumber() ==    189    then    0.3793188487    else
if barnumber() ==    190    then    0.4188131328    else
if barnumber() ==    191    then    0.392754888    else
if barnumber() ==    192    then    0.4224347673    else
if barnumber() ==    193    then    0.3987053881    else
if barnumber() ==    194    then    0.4173835611    else
if barnumber() ==    195    then    0.4134685981    else
if barnumber() ==    196    then    0.4095018643    else
if barnumber() ==    197    then    0.4077392068    else
if barnumber() ==    198    then    0.3978645767    else
if barnumber() ==    199    then    0.393641156    else
if barnumber() ==    200    then    0.4185553253    else
if barnumber() ==    201    then    0.4084306234    else
if barnumber() ==    202    then    0.3884394573    else
if barnumber() ==    203    then    0.3695247943    else
if barnumber() ==    204    then    0.4003239609    else
if barnumber() ==    205    then    0.3993031599    else
if barnumber() ==    206    then    0.4243261867    else
if barnumber() ==    207    then    0.4122454541    else
if barnumber() ==    208    then    0.3988033945    else
if barnumber() ==    209    then    0.420584869    else
if barnumber() ==    210    then    0.4326976161    else
if barnumber() ==    211    then    0.409719595    else
if barnumber() ==    212    then    0.3865537056    else
if barnumber() ==    213    then    0.4354749885    else
if barnumber() ==    214    then    0.4417259257    else
if barnumber() ==    215    then    0.4366968657    else
if barnumber() ==    216    then    0.4109766243    else
if barnumber() ==    217    then    0.406716742    else
if barnumber() ==    218    then    0.4297425415    else
if barnumber() ==    219    then    0.4064598119    else
if barnumber() ==    220    then    0.418607969    else
if barnumber() ==    221    then    0.4217830031    else
if barnumber() ==    222    then    0.4335092285    else
if barnumber() ==    223    then    0.425434076    else
if barnumber() ==    224    then    0.4472377389    else
if barnumber() ==    225    then    0.4359926695    else
if barnumber() ==    226    then    0.4216334454    else
if barnumber() ==    227    then    0.4544552279    else
if barnumber() ==    228    then    0.4328593862    else
if barnumber() ==    229    then    0.426617069    else
if barnumber() ==    230    then    0.4262138895    else
if barnumber() ==    231    then    0.477097594    else
if barnumber() ==    232    then    0.4113571899    else
if barnumber() ==    233    then    0.4388048741    else
if barnumber() ==    234    then    0.4548811446    else
if barnumber() ==    235    then    0.4365379406    else
if barnumber() ==    236    then    0.4403812541    else
if barnumber() ==    237    then    0.4207425794    else
if barnumber() ==    238    then    0.4146320379    else
if barnumber() ==    239    then    0.4182954914    else
if barnumber() ==    240    then    0.435713984    else
if barnumber() ==    241    then    0.4310340187    else
if barnumber() ==    242    then    0.4201430824    else
if barnumber() ==    243    then    0.4491219816    else
if barnumber() ==    244    then    0.4522125968    else
if barnumber() ==    245    then    0.4324412867    else
if barnumber() ==    246    then    0.4148471359    else
if barnumber() ==    247    then    0.4266868799    else
if barnumber() ==    248    then    0.4302565603    else
if barnumber() ==    249    then    0.4180752857    else
if barnumber() ==    250    then    0.4224796018    else
if barnumber() ==    251    then    0.4233007669    else
if barnumber() ==    252    then    0.4202944535    else
if barnumber() ==    253    then    0.4276686562    else
if barnumber() ==    254    then    0.4130223179    else
if barnumber() ==    255    then    0.4266558337    else
if barnumber() ==    256    then    0.4165600649    else
if barnumber() ==    257    then    0.4306810566    else
if barnumber() ==    258    then    0.442138769    else
if barnumber() ==    259    then    0.4229957279    else
if barnumber() ==    260    then    0.4442721358    else
if barnumber() ==    261    then    0.4268421301    else
if barnumber() ==    262    then    0.4265603135    else
if barnumber() ==    263    then    0.4322326177    else
if barnumber() ==    264    then    0.4391368305    else
if barnumber() ==    265    then    0.449490614    else
if barnumber() ==    266    then    0.4302073641    else
if barnumber() ==    267    then    0.4516745849    else
if barnumber() ==    268    then    0.4154452595    else
if barnumber() ==    269    then    0.4461787183    else
if barnumber() ==    270    then    0.4272626686    else
if barnumber() ==    271    then    0.4236543028    else
if barnumber() ==    272    then    0.444178026    else
if barnumber() ==    273    then    0.4176729045    else
if barnumber() ==    274    then    0.4349159958    else
if barnumber() ==    275    then    0.4436606527    else
if barnumber() ==    276    then    0.4279765062    else
if barnumber() ==    277    then    0.4104240964    else
if barnumber() ==    278    then    0.4519504657    else
if barnumber() ==    279    then    0.4447428744    else
if barnumber() ==    280    then    0.4381615262    else
if barnumber() ==    281    then    0.4270174917    else
if barnumber() ==    282    then    0.4350709088    else
if barnumber() ==    283    then    0.4368946603    else
if barnumber() ==    284    then    0.4437448316    else
if barnumber() ==    285    then    0.4097169018    else
if barnumber() ==    286    then    0.4349813196    else
if barnumber() ==    287    then    0.4305939432    else
if barnumber() ==    288    then    0.446382232    else
if barnumber() ==    289    then    0.435326023    else
if barnumber() ==    290    then    0.4339905334    else
if barnumber() ==    291    then    0.4326721653    else
if barnumber() ==    292    then    0.4306500916    else
if barnumber() ==    293    then    0.4361609352    else
if barnumber() ==    294    then    0.4157937939    else
if barnumber() ==    295    then    0.4380944577    else
if barnumber() ==    296    then    0.4230257953    else
if barnumber() ==    297    then    0.4342778675    else
if barnumber() ==    298    then    0.4075679189    else
if barnumber() ==    299    then    0.4240101153    else
if barnumber() ==    300    then    0.4341955877    else
if barnumber() ==    301    then    0.4551267613    else
if barnumber() ==    302    then    0.4187872588    else
if barnumber() ==    303    then    0.4400814226    else
if barnumber() ==    304    then    0.4247407368    else
if barnumber() ==    305    then    0.4068555243    else
if barnumber() ==    306    then    0.4049563658    else
if barnumber() ==    307    then    0.4115379244    else
if barnumber() ==    308    then    0.3996532341    else
if barnumber() ==    309    then    0.399813234    else
if barnumber() ==    310    then    0.3952878207    else
if barnumber() ==    311    then    0.4008893739    else
if barnumber() ==    312    then    0.4092167813    else
if barnumber() ==    313    then    0.394403398    else
if barnumber() ==    314    then    0.4119711736    else
if barnumber() ==    315    then    0.4022963018    else
if barnumber() ==    316    then    0.3990620503    else
if barnumber() ==    317    then    0.4027087886    else
if barnumber() ==    318    then    0.4070787429    else
if barnumber() ==    319    then    0.4227900072    else
if barnumber() ==    320    then    0.4203249015    else
if barnumber() ==    321    then    0.4082229567    else
if barnumber() ==    322    then    0.4209709355    else
if barnumber() ==    323    then    0.3891775527    else
if barnumber() ==    324    then    0.4158415861    else
if barnumber() ==    325    then    0.4021996306    else
if barnumber() ==    326    then    0.4019380961    else
if barnumber() ==    327    then    0.4029458153    else
if barnumber() ==    328    then    0.4025003945    else
if barnumber() ==    329    then    0.3929194299    else
if barnumber() ==    330    then    0.3959603181    else
if barnumber() ==    331    then    0.4024343699    else
if barnumber() ==    332    then    0.4100195969    else
if barnumber() ==    333    then    0.4283233123    else
if barnumber() ==    334    then    0.4258520631    else
if barnumber() ==    335    then    0.4079348103    else
if barnumber() ==    336    then    0.3934776636    else
if barnumber() ==    337    then    0.3917426253    else
if barnumber() ==    338    then    0.4151575252    else
if barnumber() ==    339    then    0.4261918062    else
if barnumber() ==    340    then    0.3851270121    else
if barnumber() ==    341    then    0.4129380153    else
if barnumber() ==    342    then    0.4036682311    else
if barnumber() ==    343    then    0.3927904674    else
if barnumber() ==    344    then    0.4256561791    else
if barnumber() ==    345    then    0.3940425755    else
if barnumber() ==    346    then    0.3895250716    else
if barnumber() ==    347    then    0.4014920192    else
if barnumber() ==    348    then    0.4292120437    else
if barnumber() ==    349    then    0.3906230302    else
if barnumber() ==    350    then    0.3853106818    else
if barnumber() ==    351    then    0.3976481231    else
if barnumber() ==    352    then    0.3737747906    else
if barnumber() ==    353    then    0.3977630545    else
if barnumber() ==    354    then    0.3811759343    else
if barnumber() ==    355    then    0.3991487327    else
if barnumber() ==    356    then    0.4119430051    else
if barnumber() ==    357    then    0.4118229554    else
if barnumber() ==    358    then    0.3973855376    else
if barnumber() ==    359    then    0.3806310913    else
if barnumber() ==    360    then    0.3936011568    else
if barnumber() ==    361    then    0.3997041347    else
if barnumber() ==    362    then    0.3953675801    else
if barnumber() ==    363    then    0.4340848075    else
if barnumber() ==    364    then    0.4189438388    else
if barnumber() ==    365    then    0.3891040603    else
if barnumber() ==    366    then    0.4147196288    else
if barnumber() ==    367    then    0.414964385    else
if barnumber() ==    368    then    0.4151110499    else
if barnumber() ==    369    then    0.4009983358    else
if barnumber() ==    370    then    0.3964883737    else
if barnumber() ==    371    then    0.4273424854    else
if barnumber() ==    372    then    0.4012670648    else
if barnumber() ==    373    then    0.413576734    else
if barnumber() ==    374    then    0.3987531073    else
if barnumber() ==    375    then    0.3822592454    else
if barnumber() ==    376    then    0.4136474257    else
if barnumber() ==    377    then    0.4125491476    else
if barnumber() ==    378    then    0.4463509809    else
if barnumber() ==    379    then    0.3930471744    else
if barnumber() ==    380    then    0.4052366403    else
if barnumber() ==    381    then    0.3977210078    else
if barnumber() ==    382    then    0.408624632    else
if barnumber() ==    383    then    0.4066339195    else
if barnumber() ==    384    then    0.4036965982    else
if barnumber() ==    385    then    0.4119282134    else
if barnumber() ==    386    then    0.4008958266    else
if barnumber() ==    387    then    0.4060662952    else
if barnumber() ==    388    then    0.4137444721    else
if barnumber() ==    389    then    0.3762483024    else
if barnumber() ==    390    then    0.3820896336    else
if barnumber() ==    391    then    0.4175136674    else
if barnumber() ==    392    then    0.4239690721    else
if barnumber() ==    393    then    0.413214485    else
if barnumber() ==    394    then    0.4041617372    else
if barnumber() ==    395    then    0.4328471984    else
if barnumber() ==    396    then    0.4392728089    else
if barnumber() ==    397    then    0.4332969186    else
if barnumber() ==    398    then    0.4040020274    else
if barnumber() ==    399    then    0.4212987483    else
if barnumber() ==    400    then    0.407808201    else
if barnumber() ==    401    then    0.4357838151    else
if barnumber() ==    402    then    0.378044376    else
if barnumber() ==    403    then    0.4023246854    else
if barnumber() ==    404    then    0.3879206558    else
if barnumber() ==    405    then    0.4021361239    else
if barnumber() ==    406    then    0.4065261814    else
if barnumber() ==    407    then    0.402537916    else
if barnumber() ==    408    then    0.4109752593    else
if barnumber() ==    409    then    0.4379963349    else
if barnumber() ==    410    then    0.414743705    else
if barnumber() ==    411    then    0.4092493619    else
if barnumber() ==    412    then    0.4277407996    else
if barnumber() ==    413    then    0.4551074202    else
if barnumber() ==    414    then    0.4710263957    else
if barnumber() ==    415    then    0.4508256388    else
if barnumber() ==    416    then    0.4472231674    else
if barnumber() ==    417    then    0.4822586957    else
if barnumber() ==    418    then    0.4627767874    else
if barnumber() ==    419    then    0.443922203    else
if barnumber() ==    420    then    0.4537095628    else
if barnumber() ==    421    then    0.4518629959    else
if barnumber() ==    422    then    0.4662657951    else
if barnumber() ==    423    then    0.4529274889    else
if barnumber() ==    424    then    0.4614641755    else
if barnumber() ==    425    then    0.4592292603    else
if barnumber() ==    426    then    0.456361952    else
if barnumber() ==    427    then    0.4577162462    else
if barnumber() ==    428    then    0.4681202476    else
if barnumber() ==    429    then    0.4575203947    else
if barnumber() ==    430    then    0.4287782925    else
if barnumber() ==    431    then    0.4314340874    else
if barnumber() ==    432    then    0.429370573    else
if barnumber() ==    433    then    0.4170022735    else
if barnumber() ==    434    then    0.4334830183    else
if barnumber() ==    435    then    0.4232304039    else
if barnumber() ==    436    then    0.4309470605    else
if barnumber() ==    437    then    0.4179167374    else
if barnumber() ==    438    then    0.4328376794    else
if barnumber() ==    439    then    0.4273491417    else
if barnumber() ==    440    then    0.434037726    else
if barnumber() ==    441    then    0.4406807004    else
if barnumber() ==    442    then    0.4492294546    else
if barnumber() ==    443    then    0.4446579742    else
if barnumber() ==    444    then    0.4103618162    else
if barnumber() ==    445    then    0.4109739202    else
if barnumber() ==    446    then    0.4291487931    else
if barnumber() ==    447    then    0.4493304662    else
if barnumber() ==    448    then    0.4192599764    else
if barnumber() ==    449    then    0.4056814991    else
if barnumber() ==    450    then    0.4338296165    else
if barnumber() ==    451    then    0.4359481051    else
if barnumber() ==    452    then    0.4146083121    else
if barnumber() ==    453    then    0.402778491    else
if barnumber() ==    454    then    0.4361999328    else
if barnumber() ==    455    then    0.4361609333    else
if barnumber() ==    456    then    0.4286111088    else
if barnumber() ==    457    then    0.4320047354    else
if barnumber() ==    458    then    0.4254243624    else
if barnumber() ==    459    then    0.4255348945    else
if barnumber() ==    460    then    0.4821749214    else
if barnumber() ==    461    then    0.4776021211    else
if barnumber() ==    462    then    0.4534614377    else
if barnumber() ==    463    then    0.4435497573    else
if barnumber() ==    464    then    0.4505294386    else
if barnumber() ==    465    then    0.4323144644    else
if barnumber() ==    466    then    0.43150121    else
if barnumber() ==    467    then    0.4372074855    else
if barnumber() ==    468    then    0.4366515172    else
if barnumber() ==    469    then    0.4428023209    else
if barnumber() ==    470    then    0.46411351    else
if barnumber() ==    471    then    0.441359197    else
if barnumber() ==    472    then    0.445340437    else
if barnumber() ==    473    then    0.4348583243    else
if barnumber() ==    474    then    0.4181503753    else
if barnumber() ==    475    then    0.4257029647    else
if barnumber() ==    476    then    0.4204475641    else
if barnumber() ==    477    then    0.4296822366    else
if barnumber() ==    478    then    0.4000002045    else
if barnumber() ==    479    then    0.4106769501    else
if barnumber() ==    480    then    0.3964985234    else
if barnumber() ==    481    then    0.4134606152    else
if barnumber() ==    482    then    0.4007398665    else
if barnumber() ==    483    then    0.4383807849    else
if barnumber() ==    484    then    0.4378361635    else
if barnumber() ==    485    then    0.4166839295    else
if barnumber() ==    486    then    0.4133299089    else
if barnumber() ==    487    then    0.4129393706    else
if barnumber() ==    488    then    0.4009609809    else
if barnumber() ==    489    then    0.401121088    else
if barnumber() ==    490    then    0.40264799    else
if barnumber() ==    491    then    0.4075458729    else
if barnumber() ==    492    then    0.4034221603    else
if barnumber() ==    493    then    0.3964421714    else
if barnumber() ==    494    then    0.4152197751    else
if barnumber() ==    495    then    0.4323092143    else
if barnumber() ==    496    then    0.4144971494    else
if barnumber() ==    497    then    0.3944859343    else
if barnumber() ==    498    then    0.3927139318    else
if barnumber() ==    499    then    0.4075884    else
if barnumber() ==    500    then    0.4092648301    else
if barnumber() ==    501    then    0.3823921649    else
if barnumber() ==    502    then    0.4156989633    else
if barnumber() ==    503    then    0.4214042278    else
if barnumber() ==    504    then    0.4106708079    else
if barnumber() ==    505    then    0.4102910062    else
if barnumber() ==    506    then    0.4234925874    else
if barnumber() ==    507    then    0.4190373835    else
if barnumber() ==    508    then    0.4204238068    else
if barnumber() ==    509    then    0.4193975685    else
if barnumber() ==    510    then    0.4400783586    else
if barnumber() ==    511    then    0.4633863228    else
if barnumber() ==    512    then    0.4192019056    else
if barnumber() ==    513    then    0.4242964241    else
if barnumber() ==    514    then    0.4270291304    else
if barnumber() ==    515    then    0.4344893374    else
if barnumber() ==    516    then    0.4435333214    else
if barnumber() ==    517    then    0.4337622226    else
if barnumber() ==    518    then    0.4368753273    else
if barnumber() ==    519    then    0.4423648639    else
if barnumber() ==    520    then    0.455025056    else
if barnumber() ==    521    then    0.4292220916    else
if barnumber() ==    522    then    0.4442348785    else
if barnumber() ==    523    then    0.4368034683    else
if barnumber() ==    524    then    0.4257320638    else
if barnumber() ==    525    then    0.4193306602    else
if barnumber() ==    526    then    0.42900463    else
if barnumber() ==    527    then    0.4272176535    else
if barnumber() ==    528    then    0.4304244228    else
if barnumber() ==    529    then    0.4419949546    else
if barnumber() ==    530    then    0.4349047747    else
if barnumber() ==    531    then    0.408897199    else
if barnumber() ==    532    then    0.3752773046    else
if barnumber() ==    533    then    0.4006926818    else
if barnumber() ==    534    then    0.426389029    else
if barnumber() ==    535    then    0.4261558789    else
if barnumber() ==    536    then    0.4336189376    else
if barnumber() ==    537    then    0.3975185629    else
if barnumber() ==    538    then    0.4084676249    else
if barnumber() ==    539    then    0.4039911355    else
if barnumber() ==    540    then    0.3976847565    else
if barnumber() ==    541    then    0.4046809758    else
if barnumber() ==    542    then    0.413374381    else
if barnumber() ==    543    then    0.3692637222    else
if barnumber() ==    544    then    0.4290745519    else
if barnumber() ==    545    then    0.3942995789    else
if barnumber() ==    546    then    0.3950082727    else
if barnumber() ==    547    then    0.3868796711    else
if barnumber() ==    548    then    0.3880584183    else
if barnumber() ==    549    then    0.3956061165    else
if barnumber() ==    550    then    0.3920375048    else
if barnumber() ==    551    then    0.378023375    else
if barnumber() ==    552    then    0.408526459    else
if barnumber() ==    553    then    0.4201358075    else
if barnumber() ==    554    then    0.4379244333    else
if barnumber() ==    555    then    0.4245434772    else
if barnumber() ==    556    then    0.418681972    else
if barnumber() ==    557    then    0.4069725372    else
if barnumber() ==    558    then    0.4407352783    else
if barnumber() ==    559    then    0.430797515    else
if barnumber() ==    560    then    0.3936611427    else
if barnumber() ==    561    then    0.4146554604    else
if barnumber() ==    562    then    0.4272949769    else
if barnumber() ==    563    then    0.4280414224    else
if barnumber() ==    564    then    0.4298918851    else
if barnumber() ==    565    then    0.4266611613    else
if barnumber() ==    566    then    0.4360415905    else
if barnumber() ==    567    then    0.4479010939    else
if barnumber() ==    568    then    0.4233423482    else
if barnumber() ==    569    then    0.4401762131    else
if barnumber() ==    570    then    0.4245095454    else
if barnumber() ==    571    then    0.4153252157    else
if barnumber() ==    572    then    0.4533322258    else
if barnumber() ==    573    then    0.4208179955    else
if barnumber() ==    574    then    0.4222141584    else
if barnumber() ==    575    then    0.4081949145    else
if barnumber() ==    576    then    0.4347193852    else
if barnumber() ==    577    then    0.411911517    else
if barnumber() ==    578    then    0.4255389005    else
if barnumber() ==    579    then    0.4688711169    else
if barnumber() ==    580    then    0.4186234405    else
if barnumber() ==    581    then    0.4233502801    else
if barnumber() ==    582    then    0.4204428945    else
if barnumber() ==    583    then    0.413043413    else
if barnumber() ==    584    then    0.4408914301    else
if barnumber() ==    585    then    0.441008835    else
if barnumber() ==    586    then    0.4038854402    else
if barnumber() ==    587    then    0.4087151575    else
if barnumber() ==    588    then    0.4158855488    else
if barnumber() ==    589    then    0.4204562971    else
if barnumber() ==    590    then    0.4199174403    else
if barnumber() ==    591    then    0.4176090689    else
if barnumber() ==    592    then    0.4232662033    else
if barnumber() ==    593    then    0.4210920795    else
if barnumber() ==    594    then    0.4306836957    else
if barnumber() ==    595    then    0.4351173344    else
if barnumber() ==    596    then    0.450168686    else
if barnumber() ==    597    then    0.4434615199    else
if barnumber() ==    598    then    0.4570764787    else
if barnumber() ==    599    then    0.4274788299    else
if barnumber() ==    600    then    0.4185101463    else
if barnumber() ==    601    then    0.4016990513    else
if barnumber() ==    602    then    0.4057586981    else
if barnumber() ==    603    then    0.4173101389    else
if barnumber() ==    604    then    0.3758225499    else
if barnumber() ==    605    then    0.3951803347    else
if barnumber() ==    606    then    0.4064319168    else
if barnumber() ==    607    then    0.4086137486    else
if barnumber() ==    608    then    0.4177753307    else
if barnumber() ==    609    then    0.4074213364    else
if barnumber() ==    610    then    0.4175406436    else
if barnumber() ==    611    then    0.3986111244    else
if barnumber() ==    612    then    0.4167044727    else
if barnumber() ==    613    then    0.4029980428    else
if barnumber() ==    614    then    0.4348970508    else
if barnumber() ==    615    then    0.4338570144    else
if barnumber() ==    616    then    0.4054182146    else
if barnumber() ==    617    then    0.4320709441    else
if barnumber() ==    618    then    0.4282498811    else
if barnumber() ==    619    then    0.4118862621    else
if barnumber() ==    620    then    0.4265524232    else
if barnumber() ==    621    then    0.416392907    else
if barnumber() ==    622    then    0.4226789016    else
if barnumber() ==    623    then    0.4628044642    else
if barnumber() ==    624    then    0.418665403    else
if barnumber() ==    625    then    0.4272109325    else
if barnumber() ==    626    then    0.4418272523    else
if barnumber() ==    627    then    0.4520653062    else
if barnumber() ==    628    then    0.4340200312    else
if barnumber() ==    629    then    0.4108674625    else
if barnumber() ==    630    then    0.4119033301    else
if barnumber() ==    631    then    0.3974066587    else
if barnumber() ==    632    then    0.400258443    else
if barnumber() ==    633    then    0.4240191737    else
if barnumber() ==    634    then    0.4350152194    else
if barnumber() ==    635    then    0.4297529886    else
if barnumber() ==    636    then    0.4423195355    else
if barnumber() ==    637    then    0.4312089557    else
if barnumber() ==    638    then    0.4367922691    else
if barnumber() ==    639    then    0.4233704584    else
if barnumber() ==    640    then    0.4223103013    else
if barnumber() ==    641    then    0.4351327996    else
if barnumber() ==    642    then    0.43133292    else
if barnumber() ==    643    then    0.4171312459    else
if barnumber() ==    644    then    0.3815469852    else
if barnumber() ==    645    then    0.390529917    else
if barnumber() ==    646    then    0.3951411545    else
if barnumber() ==    647    then    0.4222843357    else
if barnumber() ==    648    then    0.4060870145    else
if barnumber() ==    649    then    0.3966289452    else
if barnumber() ==    650    then    0.3993135315    else
if barnumber() ==    651    then    0.4102758429    else
if barnumber() ==    652    then    0.4164799109    else
if barnumber() ==    653    then    0.4079919689    else
if barnumber() ==    654    then    0.4138699366    else
if barnumber() ==    655    then    0.4261271524    else
if barnumber() ==    656    then    0.4329249172    else
if barnumber() ==    657    then    0.470428479    else
if barnumber() ==    658    then    0.4128007488    else
if barnumber() ==    659    then    0.4055318225    else
if barnumber() ==    660    then    0.4187493966    else
if barnumber() ==    661    then    0.4553406916    else
if barnumber() ==    662    then    0.4660279602    else
if barnumber() ==    663    then    0.4367243116    else
if barnumber() ==    664    then    0.4784676278    else
if barnumber() ==    665    then    0.4692823254    else
if barnumber() ==    666    then    0.4333843306    else
if barnumber() ==    667    then    0.4416383155    else
if barnumber() ==    668    then    0.4339692482    else
if barnumber() ==    669    then    0.4288030723    else
if barnumber() ==    670    then    0.4401805385    else
if barnumber() ==    671    then    0.4015431718    else
if barnumber() ==    672    then    0.4009158621    else
if barnumber() ==    673    then    0.3878966244    else
if barnumber() ==    674    then    0.4103265628    else
if barnumber() ==    675    then    0.42833749    else
if barnumber() ==    676    then    0.4133727622    else
if barnumber() ==    677    then    0.4161430374    else
if barnumber() ==    678    then    0.4255184994    else
if barnumber() ==    679    then    0.4267273719    else
if barnumber() ==    680    then    0.4381302133    else
if barnumber() ==    681    then    0.4317117299    else
if barnumber() ==    682    then    0.4379383681    else
if barnumber() ==    683    then    0.4328799609    else
if barnumber() ==    684    then    0.4598446134    else
if barnumber() ==    685    then    0.4240570085    else
if barnumber() ==    686    then    0.4364531415    else
if barnumber() ==    687    then    0.4495009717    else
if barnumber() ==    688    then    0.4370351163    else
if barnumber() ==    689    then    0.4245688077    else
if barnumber() ==    690    then    0.4081356756    else
if barnumber() ==    691    then    0.3892757757    else
if barnumber() ==    692    then    0.4103631469    else
if barnumber() ==    693    then    0.4185948728    else
if barnumber() ==    694    then    0.4309279055    else
if barnumber() ==    695    then    0.4099419814    else
if barnumber() ==    696    then    0.424073492    else
if barnumber() ==    697    then    0.4089691952    else
if barnumber() ==    698    then    0.4238629293    else
if barnumber() ==    699    then    0.4321815294    else
if barnumber() ==    700    then    0.4083744128    else
if barnumber() ==    701    then    0.4168811308    else
if barnumber() ==    702    then    0.4253121494    else
if barnumber() ==    703    then    0.4209100953    else
if barnumber() ==    704    then    0.381210883    else
if barnumber() ==    705    then    0.39385871    else
if barnumber() ==    706    then    0.3988901851    else
if barnumber() ==    707    then    0.3618779294    else
if barnumber() ==    708    then    0.3804133117    else
if barnumber() ==    709    then    0.4484957272    else
if barnumber() ==    710    then    0.4569051672    else
if barnumber() ==    711    then    0.420300314    else
if barnumber() ==    712    then    0.4425328495    else
if barnumber() ==    713    then    0.4521618011    else
if barnumber() ==    714    then    0.4164649368    else
if barnumber() ==    715    then    0.4182497641    else
if barnumber() ==    716    then    0.4394146889    else
if barnumber() ==    717    then    0.3775964436    else
if barnumber() ==    718    then    0.3909358494    else
if barnumber() ==    719    then    0.3725371609    else
if barnumber() ==    720    then    0.3524576556    else
if barnumber() ==    721    then    0.3542091604    else
if barnumber() ==    722    then    0.3533346476    else
if barnumber() ==    723    then    0.4114038472    else
if barnumber() ==    724    then    0.3665711997    else
if barnumber() ==    725    then    0.4022078447    else
if barnumber() ==    726    then    0.461185225    else
if barnumber() ==    727    then    0.4809410636    else
if barnumber() ==    728    then    0.4828257126    else
if barnumber() ==    729    then    0.4727400192    else
if barnumber() ==    730    then    0.4974165798    else
if barnumber() ==    731    then    0.5114010831    else
if barnumber() ==    732    then    0.485221466    else
if barnumber() ==    733    then    0.506475156    else
if barnumber() ==    734    then    0.4466981134    else
if barnumber() ==    735    then    0.4821102905    else
if barnumber() ==    736    then    0.5011144447    else
if barnumber() ==    737    then    0.4885742218    else
if barnumber() ==    738    then    0.493959663    else
if barnumber() ==    739    then    0.4776970232    else
if barnumber() ==    740    then    0.5115120688    else
if barnumber() ==    741    then    0.5047362317    else
if barnumber() ==    742    then    0.4636443437    else
if barnumber() ==    743    then    0.4490465547    else
if barnumber() ==    744    then    0.4682908604    else
if barnumber() ==    745    then    0.4571858073    else
if barnumber() ==    746    then    0.451655107    else
if barnumber() ==    747    then    0.4397585511    else
if barnumber() ==    748    then    0.4321319358    else
if barnumber() ==    749    then    0.440943986    else
if barnumber() ==    750    then    0.4450376971    else
if barnumber() ==    751    then    0.4577286946    else
if barnumber() ==    752    then    0.4830671741    else
if barnumber() ==    753    then    0.4631966646    else
if barnumber() ==    754    then    0.4545980041    else
if barnumber() ==    755    then    0.4734736874    else  double.nan;
def darkplot = darkpool;
#darkplot.setPaintingStrategy(paintingStrategy.LINE_VS_POINTS);
#darkplot.assignvaluecolor(if darkplot > .45 then color.blue else if darkplot < .39 then color.red else color.white);
def line45 = .45;
#line45.setDefaultColor(color.blue);
def line39 = .39;
#line39.setDefaultColor(color.red);

AddOrder(OrderType.BUY_TO_OPEN, darkplot crosses above line45 , tradeSize = 100, tickcolor = GetColor(1), arrowcolor = GetColor(1), name = "Buy");

AddOrder(OrderType.SELL_TO_CLOSE, darkplot crosses below line39, tickcolor = GetColor(2), arrowcolor = GetColor(2), name = "Sell");

Code:
#DarkPool_Lower
#DeusMecanicus
#https://squeezemetrics.com/monitor/dix?
#For use on a 3 year/Daily Chart.
#Make sure the dates in header match the dates on the chart.
#Dates of data: 5/8/17 - 5/6/20
declare lower;
def darkpool = if barnumber() ==    1    then    0.4344419898    else
if barnumber() ==    2    then    0.4282324758    else
if barnumber() ==    3    then    0.4300303559    else
if barnumber() ==    4    then    0.4188036906    else
if barnumber() ==    5    then    0.4482292029    else
if barnumber() ==    6    then    0.4272858291    else
if barnumber() ==    7    then    0.4386188886    else
if barnumber() ==    8    then    0.4417986963    else
if barnumber() ==    9    then    0.431309978    else
if barnumber() ==    10    then    0.4213035187    else
if barnumber() ==    11    then    0.4015911092    else
if barnumber() ==    12    then    0.4062053531    else
if barnumber() ==    13    then    0.4069511381    else
if barnumber() ==    14    then    0.4017913875    else
if barnumber() ==    15    then    0.3952142028    else
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if barnumber() ==    414    then    0.4710263957    else
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if barnumber() ==    416    then    0.4472231674    else
if barnumber() ==    417    then    0.4822586957    else
if barnumber() ==    418    then    0.4627767874    else
if barnumber() ==    419    then    0.443922203    else
if barnumber() ==    420    then    0.4537095628    else
if barnumber() ==    421    then    0.4518629959    else
if barnumber() ==    422    then    0.4662657951    else
if barnumber() ==    423    then    0.4529274889    else
if barnumber() ==    424    then    0.4614641755    else
if barnumber() ==    425    then    0.4592292603    else
if barnumber() ==    426    then    0.456361952    else
if barnumber() ==    427    then    0.4577162462    else
if barnumber() ==    428    then    0.4681202476    else
if barnumber() ==    429    then    0.4575203947    else
if barnumber() ==    430    then    0.4287782925    else
if barnumber() ==    431    then    0.4314340874    else
if barnumber() ==    432    then    0.429370573    else
if barnumber() ==    433    then    0.4170022735    else
if barnumber() ==    434    then    0.4334830183    else
if barnumber() ==    435    then    0.4232304039    else
if barnumber() ==    436    then    0.4309470605    else
if barnumber() ==    437    then    0.4179167374    else
if barnumber() ==    438    then    0.4328376794    else
if barnumber() ==    439    then    0.4273491417    else
if barnumber() ==    440    then    0.434037726    else
if barnumber() ==    441    then    0.4406807004    else
if barnumber() ==    442    then    0.4492294546    else
if barnumber() ==    443    then    0.4446579742    else
if barnumber() ==    444    then    0.4103618162    else
if barnumber() ==    445    then    0.4109739202    else
if barnumber() ==    446    then    0.4291487931    else
if barnumber() ==    447    then    0.4493304662    else
if barnumber() ==    448    then    0.4192599764    else
if barnumber() ==    449    then    0.4056814991    else
if barnumber() ==    450    then    0.4338296165    else
if barnumber() ==    451    then    0.4359481051    else
if barnumber() ==    452    then    0.4146083121    else
if barnumber() ==    453    then    0.402778491    else
if barnumber() ==    454    then    0.4361999328    else
if barnumber() ==    455    then    0.4361609333    else
if barnumber() ==    456    then    0.4286111088    else
if barnumber() ==    457    then    0.4320047354    else
if barnumber() ==    458    then    0.4254243624    else
if barnumber() ==    459    then    0.4255348945    else
if barnumber() ==    460    then    0.4821749214    else
if barnumber() ==    461    then    0.4776021211    else
if barnumber() ==    462    then    0.4534614377    else
if barnumber() ==    463    then    0.4435497573    else
if barnumber() ==    464    then    0.4505294386    else
if barnumber() ==    465    then    0.4323144644    else
if barnumber() ==    466    then    0.43150121    else
if barnumber() ==    467    then    0.4372074855    else
if barnumber() ==    468    then    0.4366515172    else
if barnumber() ==    469    then    0.4428023209    else
if barnumber() ==    470    then    0.46411351    else
if barnumber() ==    471    then    0.441359197    else
if barnumber() ==    472    then    0.445340437    else
if barnumber() ==    473    then    0.4348583243    else
if barnumber() ==    474    then    0.4181503753    else
if barnumber() ==    475    then    0.4257029647    else
if barnumber() ==    476    then    0.4204475641    else
if barnumber() ==    477    then    0.4296822366    else
if barnumber() ==    478    then    0.4000002045    else
if barnumber() ==    479    then    0.4106769501    else
if barnumber() ==    480    then    0.3964985234    else
if barnumber() ==    481    then    0.4134606152    else
if barnumber() ==    482    then    0.4007398665    else
if barnumber() ==    483    then    0.4383807849    else
if barnumber() ==    484    then    0.4378361635    else
if barnumber() ==    485    then    0.4166839295    else
if barnumber() ==    486    then    0.4133299089    else
if barnumber() ==    487    then    0.4129393706    else
if barnumber() ==    488    then    0.4009609809    else
if barnumber() ==    489    then    0.401121088    else
if barnumber() ==    490    then    0.40264799    else
if barnumber() ==    491    then    0.4075458729    else
if barnumber() ==    492    then    0.4034221603    else
if barnumber() ==    493    then    0.3964421714    else
if barnumber() ==    494    then    0.4152197751    else
if barnumber() ==    495    then    0.4323092143    else
if barnumber() ==    496    then    0.4144971494    else
if barnumber() ==    497    then    0.3944859343    else
if barnumber() ==    498    then    0.3927139318    else
if barnumber() ==    499    then    0.4075884    else
if barnumber() ==    500    then    0.4092648301    else
if barnumber() ==    501    then    0.3823921649    else
if barnumber() ==    502    then    0.4156989633    else
if barnumber() ==    503    then    0.4214042278    else
if barnumber() ==    504    then    0.4106708079    else
if barnumber() ==    505    then    0.4102910062    else
if barnumber() ==    506    then    0.4234925874    else
if barnumber() ==    507    then    0.4190373835    else
if barnumber() ==    508    then    0.4204238068    else
if barnumber() ==    509    then    0.4193975685    else
if barnumber() ==    510    then    0.4400783586    else
if barnumber() ==    511    then    0.4633863228    else
if barnumber() ==    512    then    0.4192019056    else
if barnumber() ==    513    then    0.4242964241    else
if barnumber() ==    514    then    0.4270291304    else
if barnumber() ==    515    then    0.4344893374    else
if barnumber() ==    516    then    0.4435333214    else
if barnumber() ==    517    then    0.4337622226    else
if barnumber() ==    518    then    0.4368753273    else
if barnumber() ==    519    then    0.4423648639    else
if barnumber() ==    520    then    0.455025056    else
if barnumber() ==    521    then    0.4292220916    else
if barnumber() ==    522    then    0.4442348785    else
if barnumber() ==    523    then    0.4368034683    else
if barnumber() ==    524    then    0.4257320638    else
if barnumber() ==    525    then    0.4193306602    else
if barnumber() ==    526    then    0.42900463    else
if barnumber() ==    527    then    0.4272176535    else
if barnumber() ==    528    then    0.4304244228    else
if barnumber() ==    529    then    0.4419949546    else
if barnumber() ==    530    then    0.4349047747    else
if barnumber() ==    531    then    0.408897199    else
if barnumber() ==    532    then    0.3752773046    else
if barnumber() ==    533    then    0.4006926818    else
if barnumber() ==    534    then    0.426389029    else
if barnumber() ==    535    then    0.4261558789    else
if barnumber() ==    536    then    0.4336189376    else
if barnumber() ==    537    then    0.3975185629    else
if barnumber() ==    538    then    0.4084676249    else
if barnumber() ==    539    then    0.4039911355    else
if barnumber() ==    540    then    0.3976847565    else
if barnumber() ==    541    then    0.4046809758    else
if barnumber() ==    542    then    0.413374381    else
if barnumber() ==    543    then    0.3692637222    else
if barnumber() ==    544    then    0.4290745519    else
if barnumber() ==    545    then    0.3942995789    else
if barnumber() ==    546    then    0.3950082727    else
if barnumber() ==    547    then    0.3868796711    else
if barnumber() ==    548    then    0.3880584183    else
if barnumber() ==    549    then    0.3956061165    else
if barnumber() ==    550    then    0.3920375048    else
if barnumber() ==    551    then    0.378023375    else
if barnumber() ==    552    then    0.408526459    else
if barnumber() ==    553    then    0.4201358075    else
if barnumber() ==    554    then    0.4379244333    else
if barnumber() ==    555    then    0.4245434772    else
if barnumber() ==    556    then    0.418681972    else
if barnumber() ==    557    then    0.4069725372    else
if barnumber() ==    558    then    0.4407352783    else
if barnumber() ==    559    then    0.430797515    else
if barnumber() ==    560    then    0.3936611427    else
if barnumber() ==    561    then    0.4146554604    else
if barnumber() ==    562    then    0.4272949769    else
if barnumber() ==    563    then    0.4280414224    else
if barnumber() ==    564    then    0.4298918851    else
if barnumber() ==    565    then    0.4266611613    else
if barnumber() ==    566    then    0.4360415905    else
if barnumber() ==    567    then    0.4479010939    else
if barnumber() ==    568    then    0.4233423482    else
if barnumber() ==    569    then    0.4401762131    else
if barnumber() ==    570    then    0.4245095454    else
if barnumber() ==    571    then    0.4153252157    else
if barnumber() ==    572    then    0.4533322258    else
if barnumber() ==    573    then    0.4208179955    else
if barnumber() ==    574    then    0.4222141584    else
if barnumber() ==    575    then    0.4081949145    else
if barnumber() ==    576    then    0.4347193852    else
if barnumber() ==    577    then    0.411911517    else
if barnumber() ==    578    then    0.4255389005    else
if barnumber() ==    579    then    0.4688711169    else
if barnumber() ==    580    then    0.4186234405    else
if barnumber() ==    581    then    0.4233502801    else
if barnumber() ==    582    then    0.4204428945    else
if barnumber() ==    583    then    0.413043413    else
if barnumber() ==    584    then    0.4408914301    else
if barnumber() ==    585    then    0.441008835    else
if barnumber() ==    586    then    0.4038854402    else
if barnumber() ==    587    then    0.4087151575    else
if barnumber() ==    588    then    0.4158855488    else
if barnumber() ==    589    then    0.4204562971    else
if barnumber() ==    590    then    0.4199174403    else
if barnumber() ==    591    then    0.4176090689    else
if barnumber() ==    592    then    0.4232662033    else
if barnumber() ==    593    then    0.4210920795    else
if barnumber() ==    594    then    0.4306836957    else
if barnumber() ==    595    then    0.4351173344    else
if barnumber() ==    596    then    0.450168686    else
if barnumber() ==    597    then    0.4434615199    else
if barnumber() ==    598    then    0.4570764787    else
if barnumber() ==    599    then    0.4274788299    else
if barnumber() ==    600    then    0.4185101463    else
if barnumber() ==    601    then    0.4016990513    else
if barnumber() ==    602    then    0.4057586981    else
if barnumber() ==    603    then    0.4173101389    else
if barnumber() ==    604    then    0.3758225499    else
if barnumber() ==    605    then    0.3951803347    else
if barnumber() ==    606    then    0.4064319168    else
if barnumber() ==    607    then    0.4086137486    else
if barnumber() ==    608    then    0.4177753307    else
if barnumber() ==    609    then    0.4074213364    else
if barnumber() ==    610    then    0.4175406436    else
if barnumber() ==    611    then    0.3986111244    else
if barnumber() ==    612    then    0.4167044727    else
if barnumber() ==    613    then    0.4029980428    else
if barnumber() ==    614    then    0.4348970508    else
if barnumber() ==    615    then    0.4338570144    else
if barnumber() ==    616    then    0.4054182146    else
if barnumber() ==    617    then    0.4320709441    else
if barnumber() ==    618    then    0.4282498811    else
if barnumber() ==    619    then    0.4118862621    else
if barnumber() ==    620    then    0.4265524232    else
if barnumber() ==    621    then    0.416392907    else
if barnumber() ==    622    then    0.4226789016    else
if barnumber() ==    623    then    0.4628044642    else
if barnumber() ==    624    then    0.418665403    else
if barnumber() ==    625    then    0.4272109325    else
if barnumber() ==    626    then    0.4418272523    else
if barnumber() ==    627    then    0.4520653062    else
if barnumber() ==    628    then    0.4340200312    else
if barnumber() ==    629    then    0.4108674625    else
if barnumber() ==    630    then    0.4119033301    else
if barnumber() ==    631    then    0.3974066587    else
if barnumber() ==    632    then    0.400258443    else
if barnumber() ==    633    then    0.4240191737    else
if barnumber() ==    634    then    0.4350152194    else
if barnumber() ==    635    then    0.4297529886    else
if barnumber() ==    636    then    0.4423195355    else
if barnumber() ==    637    then    0.4312089557    else
if barnumber() ==    638    then    0.4367922691    else
if barnumber() ==    639    then    0.4233704584    else
if barnumber() ==    640    then    0.4223103013    else
if barnumber() ==    641    then    0.4351327996    else
if barnumber() ==    642    then    0.43133292    else
if barnumber() ==    643    then    0.4171312459    else
if barnumber() ==    644    then    0.3815469852    else
if barnumber() ==    645    then    0.390529917    else
if barnumber() ==    646    then    0.3951411545    else
if barnumber() ==    647    then    0.4222843357    else
if barnumber() ==    648    then    0.4060870145    else
if barnumber() ==    649    then    0.3966289452    else
if barnumber() ==    650    then    0.3993135315    else
if barnumber() ==    651    then    0.4102758429    else
if barnumber() ==    652    then    0.4164799109    else
if barnumber() ==    653    then    0.4079919689    else
if barnumber() ==    654    then    0.4138699366    else
if barnumber() ==    655    then    0.4261271524    else
if barnumber() ==    656    then    0.4329249172    else
if barnumber() ==    657    then    0.470428479    else
if barnumber() ==    658    then    0.4128007488    else
if barnumber() ==    659    then    0.4055318225    else
if barnumber() ==    660    then    0.4187493966    else
if barnumber() ==    661    then    0.4553406916    else
if barnumber() ==    662    then    0.4660279602    else
if barnumber() ==    663    then    0.4367243116    else
if barnumber() ==    664    then    0.4784676278    else
if barnumber() ==    665    then    0.4692823254    else
if barnumber() ==    666    then    0.4333843306    else
if barnumber() ==    667    then    0.4416383155    else
if barnumber() ==    668    then    0.4339692482    else
if barnumber() ==    669    then    0.4288030723    else
if barnumber() ==    670    then    0.4401805385    else
if barnumber() ==    671    then    0.4015431718    else
if barnumber() ==    672    then    0.4009158621    else
if barnumber() ==    673    then    0.3878966244    else
if barnumber() ==    674    then    0.4103265628    else
if barnumber() ==    675    then    0.42833749    else
if barnumber() ==    676    then    0.4133727622    else
if barnumber() ==    677    then    0.4161430374    else
if barnumber() ==    678    then    0.4255184994    else
if barnumber() ==    679    then    0.4267273719    else
if barnumber() ==    680    then    0.4381302133    else
if barnumber() ==    681    then    0.4317117299    else
if barnumber() ==    682    then    0.4379383681    else
if barnumber() ==    683    then    0.4328799609    else
if barnumber() ==    684    then    0.4598446134    else
if barnumber() ==    685    then    0.4240570085    else
if barnumber() ==    686    then    0.4364531415    else
if barnumber() ==    687    then    0.4495009717    else
if barnumber() ==    688    then    0.4370351163    else
if barnumber() ==    689    then    0.4245688077    else
if barnumber() ==    690    then    0.4081356756    else
if barnumber() ==    691    then    0.3892757757    else
if barnumber() ==    692    then    0.4103631469    else
if barnumber() ==    693    then    0.4185948728    else
if barnumber() ==    694    then    0.4309279055    else
if barnumber() ==    695    then    0.4099419814    else
if barnumber() ==    696    then    0.424073492    else
if barnumber() ==    697    then    0.4089691952    else
if barnumber() ==    698    then    0.4238629293    else
if barnumber() ==    699    then    0.4321815294    else
if barnumber() ==    700    then    0.4083744128    else
if barnumber() ==    701    then    0.4168811308    else
if barnumber() ==    702    then    0.4253121494    else
if barnumber() ==    703    then    0.4209100953    else
if barnumber() ==    704    then    0.381210883    else
if barnumber() ==    705    then    0.39385871    else
if barnumber() ==    706    then    0.3988901851    else
if barnumber() ==    707    then    0.3618779294    else
if barnumber() ==    708    then    0.3804133117    else
if barnumber() ==    709    then    0.4484957272    else
if barnumber() ==    710    then    0.4569051672    else
if barnumber() ==    711    then    0.420300314    else
if barnumber() ==    712    then    0.4425328495    else
if barnumber() ==    713    then    0.4521618011    else
if barnumber() ==    714    then    0.4164649368    else
if barnumber() ==    715    then    0.4182497641    else
if barnumber() ==    716    then    0.4394146889    else
if barnumber() ==    717    then    0.3775964436    else
if barnumber() ==    718    then    0.3909358494    else
if barnumber() ==    719    then    0.3725371609    else
if barnumber() ==    720    then    0.3524576556    else
if barnumber() ==    721    then    0.3542091604    else
if barnumber() ==    722    then    0.3533346476    else
if barnumber() ==    723    then    0.4114038472    else
if barnumber() ==    724    then    0.3665711997    else
if barnumber() ==    725    then    0.4022078447    else
if barnumber() ==    726    then    0.461185225    else
if barnumber() ==    727    then    0.4809410636    else
if barnumber() ==    728    then    0.4828257126    else
if barnumber() ==    729    then    0.4727400192    else
if barnumber() ==    730    then    0.4974165798    else
if barnumber() ==    731    then    0.5114010831    else
if barnumber() ==    732    then    0.485221466    else
if barnumber() ==    733    then    0.506475156    else
if barnumber() ==    734    then    0.4466981134    else
if barnumber() ==    735    then    0.4821102905    else
if barnumber() ==    736    then    0.5011144447    else
if barnumber() ==    737    then    0.4885742218    else
if barnumber() ==    738    then    0.493959663    else
if barnumber() ==    739    then    0.4776970232    else
if barnumber() ==    740    then    0.5115120688    else
if barnumber() ==    741    then    0.5047362317    else
if barnumber() ==    742    then    0.4636443437    else
if barnumber() ==    743    then    0.4490465547    else
if barnumber() ==    744    then    0.4682908604    else
if barnumber() ==    745    then    0.4571858073    else
if barnumber() ==    746    then    0.451655107    else
if barnumber() ==    747    then    0.4397585511    else
if barnumber() ==    748    then    0.4321319358    else
if barnumber() ==    749    then    0.440943986    else
if barnumber() ==    750    then    0.4450376971    else
if barnumber() ==    751    then    0.4577286946    else
if barnumber() ==    752    then    0.4830671741    else
if barnumber() ==    753    then    0.4631966646    else
if barnumber() ==    754    then    0.4545980041    else
if barnumber() ==    755    then    0.4734736874    else  double.nan;
plot darkplot = darkpool;
darkplot.setPaintingStrategy(paintingStrategy.LINE_VS_POINTS);
darkplot.assignvaluecolor(if darkplot > .45 then color.blue else if darkplot < .39 then color.red else color.white);
plot line45 = .45;
line45.setDefaultColor(color.blue);
plot line39 = .39;
line39.setDefaultColor(color.red);
 
Last edited by a moderator:

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This is interesting. I have been following that site for a couple weeks now. Thank you for publishing the data and turning it into a script. I did a similar write up but for FlowAlgo.
 
Looks like just 1 loss in 3 years, and that loss would be an outlier due to the nature in which the loss occurred was from extreme circumstances (COVID-19). I would say from a long term investor perspective, that the closing signals on the "buys" are far more important than the entry. The "sell to close" signal to me would tell me to pull some money out (not all) and prepare to re-deploy that capital on a pullback of the market, wanting most of that pooled capital to be re-deployed prior to the next buy signal, allowing the ability to make money on two fronts: avoiding some losses and grabbing big names on discounts. Would love to see this done from 2000 to now, to see how it handled multiple market crash scenarios and several different moments of the economy. Cool find!
 
Pretty cool script! So it looks like only a sell signal is produced if it is less than 0.39. Looking at the daily, it looks we're in still pretty strong buy/hold period. Pretty interesting to watch and be weary once it drops in that 0.39 < x 0.45 white line area. And it looks like the signal only happens when it crosses the line? not necessarily landing around it? thanks for this great share
 
Man, digging into this it looks like it could be extremely helpful. Hope you figure out a way to get the data linked up or an efficient way to share incoming dates. Good work dude
 
If anyone knows the math and data set required to calculate both the DIX and GEX, there may be something that can be done in terms of adding them to TOS?
 
Can't get the top study to show up on TOS - any idea why? Great work and thanks for the share - not very familiar with tos think script
 
does anyone know how i can get the pnl lower study? And also are the signals from this one day delayed? And also how does the lower indicator work?
sorry about the many questions lol, but anyways great script!
 
This is awesome. I am new to this thread, and coding / creating a study. Can someone walk me through how to execute this script? I created a new study named it, and copied and pasted the entire upper script and applied. I did not include the lower script. I was going to create another study with that. However, i dont see that it executed, and also not sure where to input the date range that Deus suggested.


please advise. I am not that CPU savvy for this, only a technical trader:)
 

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