KimSam NT8 GEX Calc

[kimsam]

im sharing my own script 

 

please .. you need some basic Payton edit logic ..  dont ask stupid questions  .. ask gpt for help .. 

 

https://workupload.com/file/CJ7ZDjxyxt2

 

i will add more info soon ...

 

 

[Starlet8223]

4 minutes ago, kimsam said:

im sharing my own script 

 

please .. you need some basic Payton edit logic ..  dont ask stupid questions  .. ask gpt for help .. 

 

https://workupload.com/file/CJ7ZDjxyxt2

 

i will add more info soon ...

 

 

THE GOAT

[Denis]

pwd mate? thank you for your efforts

[sunsay]

7 minutes ago, Denis said:

pwd mate? thank you for your efforts

kimsam

[axsx]

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 !!!!!

Edited 20 hours ago by axsx

[axsx]

 ignore, working now

 

 

 

Edited 21 hours ago by axsx
more information

[jquiroz75]

Hace 36 minutos, axsx dijo:

[kimsam]

1 hour ago, axsx said:

 ignore, working now

 

 

 

Good job.. enjoy it🙂

[kimsam]

1 hour ago, axsx said:

 

1 minute ago, kimsam said:

Good job.. enjoy it🙂

As u know u can use it on GC NQ ES ... and other .. just change the port .. from the indicator settings ..  

[kimsam]

Make sure the Offset price ✔️  checked 

[axsx]

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 

Edited 18 hours ago by axsx
more information

[kimsam]

1 hour ago, axsx said:

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 ?) 

Will add it ..  * the offset price i added it to adjustable the stokes gex prices to the futures prices 

[axsx]

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. 

Edited 11 hours ago by axsx

[axsx]

add spot price to the logs.  

[kimsam]

making some updates ..  

 

RO] Starting Native TCP Engine for SPY on Port 5602
[FETCH] Querying Schwab for SPY...
[DEBUG] Fetching Chain (Light): SPY...
[SUCCESS] SPY Chain loaded: 34 Calls, 34 Puts.
[DEBUG] Truth Engine: Spot 653.38 | Net GEX -0.12B | Flip 646.0 | FlowZero 641.0

[axsx]

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.