Yield Curve Widget (Nasdaq)

15 godzin temu

📊 Yield Curve Risk Widget — Nasdaq (MNQ)
🔍 What this indicator does

This indicator is a macro risk widget designed for Nasdaq (MNQ) traders.
It combines the US Treasury yield curve (10Y vs 2Y) with price confirmation from Nasdaq itself to provide a directional bias.

⚠️ This is NOT an entry signal.
It is a context and risk filter to help you decide which side of the market to prioritize.

🧠 What each element means
🔹 10Y (e.g. 4.17)

The 10-year US Treasury yield, expressed as annual percentage (%).
Tech stocks and Nasdaq are highly sensitive to the 10Y
Falling 10Y → supportive for Nasdaq
Rising 10Y → pressure on Nasdaq

🔹 2Y (e.g. 3.54)

The 2-year US Treasury yield, closely tied to Federal Reserve expectations.

🔹 Spread (10Y − 2Y)

Represents the slope of the yield curve.
Spread expanding → curve normalizing → healthier macro environment
Spread contracting → curve flattening or inverting → higher risk

🔹 10Y slope / Spread slope (▲ ▼ •)

Shows the recent direction of movement:

▲ Rising
▼ Falling
• Flat / neutral

👉 Direction matters more than absolute level.

🔹 Regime (BULL / BEAR / NEUT)

Structural interpretation of the yield curve:

BULL → rates favor risk assets
BEAR → rates pressure risk assets
NEUT → mixed macro signals

🔹 RISK ON / RISK OFF / NEUTRAL

Combination of macro (yield curve) and price confirmation (Nasdaq trend):

RISK ON
→ Favorable curve and Nasdaq above its trend EMA

RISK OFF
→ Unfavorable curve and Nasdaq below its trend EMA

NEUTRAL
→ No confirmation

🔹 Intensity (0–100)

Measures the strength of the current regime.

0–40 → weak / noisy environment
40–60 → transition phase
60–100 → strong macro regime

🔹 Trade Bias (BUY / SELL / WAIT)

This is the practical conclusion of the indicator:

BUY NASDAQ
→ Risk ON confirmed + intensity above threshold

SELL NASDAQ
→ Risk OFF confirmed + intensity above threshold

WAIT
→ Mixed conditions, no clear edge

⚠️ This is NOT a trade trigger, only a directional filter.

🎯 How to use it (the right way)
✅ Use it as a FILTER

BUY NASDAQ → prioritize long setups only
SELL NASDAQ → prioritize short setups only
WAIT → trade only A+ setups or stay flat

❌ What NOT to do

Do not enter trades solely because BUY/SELL appears
Do not ignore your own risk management rules
Do not rely on it during major news events (CPI, FOMC, NFP)

⚙️ Suggested settings (MNQ)
Day Trading (1m / 5m)
MNQ Trend EMA: 200
Slope lookback: 5–10
Min Risk Intensity: 55–65
Intraday / Swing
Yields TF: 15m or 60m

Min Risk Intensity: 60–75

🧩 Quick summary
📉 Falling rates → Nasdaq tends to rise
📈 Rising rates → Nasdaq tends to fall
🧠 Yield curve + price confirmation = directional edge
🎯 Use as a filter, not as an entry signal

Disclaimer:
This indicator provides macro context only. Always combine it with your own technical setups, execution rules, and risk management.

15 godzin temu

Informacje o Wersji

## ✅ Update: Fixed Timeframe Mode (Why the widget no longer changes when you switch charts)

This version uses a **fixed widget timeframe** (`Widget Timeframe`, default **60 minutes**) for **all calculations**:

* 10Y / 2Y yields
* Spread (10Y–2Y)
* Slopes (10Y slope / Spread slope)
* Risk ON/OFF confirmation
* Intensity (0–100)
* Trade Bias (BUY / SELL / WAIT)

So when you switch your chart from **5m → 1h → 4h**, the widget does **not** “recalculate to the chart timeframe” anymore.
This makes the macro read **stable and consistent**, which is the correct behavior for yield-curve context.

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## 🔎 Why small numbers may still change slightly (this is normal)

Even with a fixed timeframe, values like:

* `Spread slope -0.01` vs `-0.03`
* `10Y slope 0.00` vs `0.01`
* Intensity moving from `39 → 12 → 7`

can change a bit **during the current (unfinished) 60-minute candle**.

That happens because the 60m candle is still updating in real time, and:

* EMA values update intrabar
* slopes near zero are sensitive to tiny moves
* rounding can display small differences as 0.00 / -0.01 / -0.03

✅ This is expected and not a bug.
The important part is that the widget is **anchored to the same timeframe** and the **core yields/spread remain consistent**.

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## ⭐ Recommended settings: 60-minute widget timeframe

For MNQ day trading, the best default is:

* **Widget Timeframe:** `60` (1H)

### Why 60 minutes?

* Filters intraday noise from yields and curve movements
* Prevents “flip-flopping” Risk ON/OFF signals
* Captures meaningful macro regime shifts
* Lets you trade execution on **1m/5m** while keeping macro bias stable

**Rule of thumb:**

> Use **1H macro bias** (this widget) + **1m/5m execution** (your setup).

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## 🧭 How to use Trade Bias safely

* **BUY NASDAQ** → prioritize long setups, avoid shorts
* **SELL NASDAQ** → prioritize short setups, avoid longs
* **WAIT** → mixed environment: trade only A+ setups or stay flat