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This indicator measures the chart symbol’s percentage change from the opening price at the start of each US presidential term and plots those values as histogram columns in a separate pane. Columns are offset so each administration appears separately, with a s
Indicator · Pine Script v6 · Own pane
Macro VN Indices Research
This indicator maps a composite macro risk score onto Vietnamese indices and sectors in a separate pane.
GitHub stars38on the repository
Pine versionv6current
Lines of code2,435
Settings40inputs
LicenceNone stated
Last update5 weeks ago23 Sep 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
Macro VN Indices Research combines liquidity stress, curve shape, the international yield spread, and the ten-year versus policy-rate spread, then groups regimes with hysteresis. Tables report sample statistics, confidence intervals, transition counts, and calibration versus validation results. Settings change pillar weights, lookback, horizon, sample years, non-overlapping sampling, and data-quality filters. It is a research monitor, not a strategy, so it has no entries, exits, or stop loss.
- Four-pillar composite macro risk score
- Wilson intervals and t-approximation tables
- Calibration and validation sample split
- Non-overlapping forward outcome samples
- Index scale-break and stale-data gates
Details
Published by
Thanhtran-165 on GitHub
Type
Indicator, Pine Script v6
Draws
Separate pane below the chart
Category
Screeners & dashboards
Markets
Indices, Stocks
Timeframes
H4 and above
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Research timeframe | timeframe | 1D | research_tf |
| Use non-overlapping outcome samples | bool | true | use_non_overlap |
| Reset accumulated statistics | bool | false | reset_stats |
| Maximum stale bars: daily sources | int | 3 | max_stale_daily_bars |
| Non-overlap phase | int | 0 | non_overlap_phase |
| Reject index scale-break windows | bool | true | filter_index_breaks |
| Maximum valid 1D index move (%) | float | 15.0 | max_index_daily_move_pct |
| Percentile lookback | int | 756 | score_lb |
| Risk smoothing EMA | int | 5 | risk_smooth_len |
| Bucket hysteresis (risk points) | float | 3.0 | hysteresis_pts |
| Minimum available pillars | int | 3 | min_pillars |
| Minimum valid weight coverage | float | 0.70 | min_weight_coverage |
Show all 40 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Dominant-pillar tail threshold | float | 80.0 | tail_warning_pct |
| Stress-breadth threshold | float | 60.0 | breadth_warning_pct |
| Pillar-dispersion warning | float | 25.0 | dispersion_warning |
| Weight: Liquidity stress | float | 0.35 | w_liquidity |
| Weight: Curve shape | float | 0.30 | w_curve |
| Weight: International spread | float | 0.20 | w_external |
| Weight: 10Y–policy spread | float | 0.15 | w_long_policy |
| Displayed horizon | int | 20 | analysis_horizon |
| Transition horizon | int | 20 | transition_horizon |
| Use log returns | bool | false | use_log_return |
| Winsor cap: upper return | float | 0.80 | ret_clip_hi |
| Winsor cap: lower return | float | -0.60 | ret_clip_lo |
| Sample mode | string | Full sample | sample_mode |
| Start year | int | 2015 | sample_start_year |
| End year | int | 2100 | sample_end_year |
| Calibration/validation split year | int | 2022 | split_year |
| Minimum N: market | int | 30 | min_n_market |
| Minimum N: sector | int | 30 | min_n_sector |
| Minimum N: transition state origin | int | 30 | min_n_transition |
| Minimum N: transition return direction | int | 20 | min_n_transition_return |
| Minimum N: each OOS segment | int | 15 | min_n_oos |
| Minimum N: paired negative control | int | 20 | min_n_control |
| Critical |z|: market | float | 1.96 | z_critical_market |
| User critical |z|: sector | float | 2.58 | z_critical_sector |
| Sector multiple-testing control | string | Bonferroni 11 | sector_multiple_testing |
| Economic floor: market return (%) | float | 1.0 | market_econ_floor_pct |
| Economic floor: sector relative return (%) | float | 1.0 | sector_econ_floor_pct |
| Rejection rate: caution (%) | float | 10.0 | rejection_caution_pct |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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