axsx

cannot wait to install this. thanks for adding pin force , max pain, Gamma regime etc.....

@kimsam Few ideas to consider in your next updates 1. Calculate gamma intensity based on expiry distribution. Determines what % of total gamma expires in the next 7 days. Higher % = more sticky levels (scalp only) Lower % = more flexible levels (can hold longer). if > 65 ==> EXTREME > 50 HIGH > 35 MODERATE > 15 LOW 2. Stability score as a weighted mix of gamma concentration and distance from the gamma flip level. Compute gamma concentration: concentration=std(TotalGamma) / max⁡(TotalGamma)−min⁡(TotalGamma)concentration (or 0 if the range is 0). Compute normalized distance from flip flip_stability=min(100, ((spot_price − gamma_flip) *1000)/spot_price) Combine them into one score: stability=40*concentration+60*flip_stability Then label the regime based on that numeric stability value: If stability < 30 → "UNSTABLE". If 30 ≤ stability < 60 → "MODERATE". If stability ≥ 60 → "STABLE". 3. Pin force : Directional pin pull strength (index-style 0–100+ score). Positive = pin above spot (upward pull), negative = pin below spot. Steps could be : a) Get gamma at pin (or nearest strike) b) Normalize by total absolute gamma (how concentrated this pin is) c) Penalize by distance in % terms d) Add direction and calculate Pin force. 4. Flow divergence : YES if volume and OI point opposite directions divergence = abs(call_vol_pct - call_oi_pct) > 0.15

Looks perfect.

I think for ES you just have to have blank in connect symbol and it will auto convert levels from $SPX. You chart on which you load should be ES chart. I think this is how I got it working. also make sure the flag for offset is checked

MAX PAIN addition if possible. For a candidate settlement price P: Call payoff at strike K: max⁡(0,P−K)×OI_call[K]max(0,P−K)×OI_call[K]. Put payoff at strike K: max⁡(0,K−P)×OI_put[K]max(0,K−P)×OI_put[K]. Total payout to all option holders at P: TotalPayout(P)=∑K[max⁡(0,P−K) OI_call[K]+max⁡(0,K−P) OI_put[K]]TotalPayout(P)=K∑[max(0,P−K)OI_call[K]+max(0,K−P)OI_put[K]] You want the P that minimizes the above function if the Truth Engine has per‑strike open interest and option type, For each candidate settlement price, compute total payoff to calls and puts using OI. Choose the price with minimum total payout. This is the Max Pain level. Max Pain is the strike where option writers (dealers) pay out the least at expiration, i.e., where total option holder P&L is minimized. def calc_max_pain(call_oi, put_oi): strikes = sorted(set(list(call_oi.keys()) + list(put_oi.keys()))) if not strikes: return 0.0 best_price = strikes[0] best_payout = float('inf') for p in strikes: payout = 0.0 # Calls: holders get paid when price finishes ABOVE strike for k, oi in call_oi.items(): if oi <= 0: continue intrinsic = max(0.0, p - k) payout += intrinsic * oi # Puts: holders get paid when price finishes BELOW strike for k, oi in put_oi.items(): if oi <= 0: continue intrinsic = max(0.0, k - p) payout += intrinsic * oi if payout < best_payout: best_payout = payout best_price = p return best_price

Call/ Put walls or GEX 1 , GEX 2 GEX 3 and GEX 4 lines ? The Truth Engine is implemented per screen shot with “Put X @ level, Call Y @ level, FLIP, PEAK” is plotting discrete liquidity pockets (size of put/call open interest or gamma at specific strikes is it so ?), the primary gamma‑flip level, and the single strike with maximum absolute gamma (PEAK), are these the GEX 1 , 2, 3 and 4 levels ? Call Wall / Put Wall: strikes with the largest positive/negative call and put gamma exposure, aggregated across expiries. Gamma Wall: strike with the largest absolute total gamma ( I think you call it as PEAK ), Gamma Flip is FLIP in your screen shot, MAX PAIN (not yet in your charts), I think is theoretical minimum P&L point for options holders. This would mean expanding the range of metrics your system outputs without limiting to single “peak” and “flip” line. In the nt script, all these should be selectable for display via check boxs. Currently everything is displayed. In summary, I think what is needed is Flip, Peak, GEX1–4, Call Wall, Put Wall, Max Pain level.

You can also add the conversion ratio ( say QQQ to NDX is 1:42) and GEX Ratio: 0.48 ; Flow Ratio: 1.00; Strike filter (±3%); distance_from_flip; Gamma Intensity: MODERATE ==> --> 42.8% expiring in 7 days; Market Stability: STABLE; Pin Force: +0.0014 and Pin Confidence (if available). few of these may not fit into the model of realtime publication of your important metrics that is currently implemented, but this could act as a overall session summary metrics or a different timeframe summarization like 30min summarization. some ideas GEX_SUMMARY| spot=…;flip=…;peak=…;net=…; pos_wall=…;neg_wall=…; vol_zero=…;vol_pos=…;vol_neg=…; vix_regime=Risk-Off;vix_multiplier =1.35; hmm_regime=BULL;hmm_conf=0.8 Divergence flags: price crossing flip while net GEX sign unchanged, etc. VIX adjusted walls = Flip × VIXMultiplier, PosWall × VIXMultiplier, etc. GammaRegime = {LongGamma, ShortGamma} Distance from flip = (future price - schwab flip) / ATR volume weighting vs OI weighting. some of the ideas I am writing so that you can think about.

add spot price to the logs.

Great tool to get Gamma Flip level, Peak Gamma (strike with highest absolute GEX), Top 5 call/put walls, net GEX, the unique way you have addressed Fills missing Schwab gammas with a clean Black–Scholes fallback and logs live vs BS fill percentage . Please include if you can volume‑based GEX (flow‑oriented), major positive/negative GEX by volume, zero‑gamma by volume. Ability to filter out far end strikes, ability to export to csv file, png chart output, support for CBOE API (free), buttons appear in the middle of the chart and can be pushed to the top. dashboard toggle. The truth engine keeps on running every 3mins. a configurable parameter needed. Disconnect/Connect can be expanded to shut down the truth engine as I see it runs whenever the chart is loaded. One more thing is Top GEX markers P #5 | 3.16B, include the price level also like P#5 | 3.16B | 24250 for example.

the truth engine runs every 3 mins. Can you provide a parameter in the cs file to control this ? say default 30min and overide 3min or user sets the time in minutes. ? What is the offset price check mark (converted levels ?). Another parameter in the NT script would be % of Option expiration that should be used in the GEX calculation. Currently I am not sure if the engine is using all the 1400s option chain expiry

ignore, working now

Hi Kimsam, Thank you for the script I had been looking for this for a long time. You managed to write this out in a day. Kudos. Reg setup I have one question, Py files were stored in a C:\ GEX enhancement\ directory. Python requirements were installed using pip sucessfully The .env.example file was renamed to .env and api secret and callback url was added/changed. I am assuming the callback url is what I have setup in the schawb portal and is not always 127.0.0.1.8080. Next the cs file was compiled and added to the nq chart with realtime data. The parameter python script Path now has the path set to C:\ GEX enhancement\Schwab_GEX_Publisher.py Ran the schwab reauth py script and generated the token The popup now shows the correct data and chart lines are also drawn see attachments. Is it possible to send the Truth GEX engine output to a csv file ? I have attached NQ_GEX_Summary_Latest.csv and a sample ndx.png file. If you can enhance this py script to output this would be fantastic. A valuable enhancement. pl check the files attached. NQ_GEX_Summary_Latest.csv Finally got it working. Amazing early christmas gift !!!!!

waiting to test the py script. Cannot bear the suspense. !!!!

I can do some testing as I already have the API key for schawb. Please share the GEX script if possible

schawb is very good API service. Great if you are using this for the GEX option chain data. Can you also use the CBOE free API and support it as an alternative.

excellent please share the script for testing

I am also looking for the py script from HFT algo for GEX

bringing it back to the thread so someone can take a look.

Yes, there is a signature, but the data can still be extracted or shared as plain text and imported into the indicator. Can you explain what is a signature ? Is there any way we can download the GEX levels into txt file or into NT ?

Can you let me know how to get a download of GEX levels that are contained in the NinjaTrader Q-Levels txt file provided ? was this downloaded ?

do we have to add as indicator after importing the zip file ? How to get it on the chart menu ?

awsome tool. This is what I wanted from long time

@kimsam @N9T and others pl take a look and help.

password please

checking if anyone has the new version released educated attached original files below that need to be edu? PJSProfilebars.cs PJSProfileBars.dll