Premarket Metrics Dashboard

// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © realanthonyc https://www.tradingview.com/u/realanthonyc

//@version=6
// ----------------------------------------------------------------------
//  Premarket Metrics Dashboard
//  On GitHub: https://github.com/realanthonyc/Premarket-Metrics-Dashboard
//  v1.0.0
// ----------------------------------------------------------------------
indicator(title="Premarket Metrics Dashboard", shorttitle="Pre", overlay=true)

// Function to get yesterday's regular close
yesterdayClose() => request.security(syminfo.tickerid, "D", close[1], lookahead=barmerge.lookahead_on)

// Variables for premarket calculations
var float pmHigh = na
var float pmLow = na
var float pmVwapCumPriceVol = 0.0
var float pmVwapCumVol = 0.0
var float pmVwap = na

// Reset at the start of each premarket session (first bar of extended session)
if session.isfirstbar
    pmHigh := high
    pmLow := low
    pmVwapCumPriceVol := 0.0
    pmVwapCumVol := 0.0
else if session.ispremarket
    pmHigh := math.max(pmHigh, high)
    pmLow := math.min(pmLow, low)
    typicalPrice = (high + low + close) / 3
    pmVwapCumPriceVol += typicalPrice * volume
    pmVwapCumVol += volume

// Calculate premarket VWAP if sufficient volume
if pmVwapCumVol > 0
    if pmVwapCumVol >= 1000
        pmVwap := pmVwapCumPriceVol / pmVwapCumVol
    else
        pmVwap := na

// Current price
currentPrice = close

// Gap % vs yesterday close
yestClose = yesterdayClose()
gapPct = (currentPrice - yestClose) / yestClose * 100

// NQ Futures change % (daily)
nqClose = request.security("CME_MINI:NQ1!", "D", close)
nqPrevClose = request.security("CME_MINI:NQ1!", "D", close[1])
nqChangePct = (nqClose - nqPrevClose) / nqPrevClose * 100

// Overnight Trend
string overnightTrend = na
if currentPrice > yestClose
    overnightTrend := "Bullish"
else if currentPrice < yestClose
    overnightTrend := "Bearish"
else
    overnightTrend := "Neutral"

// Overnight Range (premarket high - low)
overnightRange = pmHigh - pmLow

// Historical Volatility as proxy for IV (from daily data)
hv30d = request.security(syminfo.tickerid, "D", ta.stdev(math.log(close / close[1]), 30) * math.sqrt(252) * 100)
hv5d  = request.security(syminfo.tickerid, "D", ta.stdev(math.log(close / close[1]), 5)  * math.sqrt(252) * 100)

// Create dashboard table with 11 rows (header + 10 metrics)
var table dashTable = table.new(
     position.top_right, 
     columns=2, 
     rows=11, 
     border_width=1, 
     frame_width=2, 
     bgcolor=color.white
     )

// Function to format float with 2 decimals, handle na
fmtFloat(float val) => na(val) ? "N/A" : str.tostring(val, "#.##")

// Update table only on last bar
if barstate.islast
    // Headers (row 0)
    table.cell(dashTable, 0, 0, "Metric", text_halign=text.align_left, text_formatting=text.format_bold, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 0, "Value", text_halign=text.align_left, text_formatting=text.format_bold, bgcolor=color.white, text_size=size.small)
    
    // 1. Current Price (row 1)
    table.cell(dashTable, 0, 1, "Current Price", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 1, fmtFloat(currentPrice), text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    
    // 2. Gap % vs Yest Close (row 2)
    color gapColor = gapPct > 0 ? color.green : gapPct < 0 ? color.red : color.gray
    table.cell(dashTable, 0, 2, "Gap % vs Yest Close", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 2, fmtFloat(gapPct) + "%", text_halign=text.align_left, text_color=gapColor, bgcolor=color.white, text_size=size.small)
    
    // 3. NQ Futures Change % (row 3)
    color nqColor = nqChangePct > 0 ? color.green : nqChangePct < 0 ? color.red : color.gray
    table.cell(dashTable, 0, 3, "NQ Futures Change %", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 3, fmtFloat(nqChangePct) + "%", text_halign=text.align_left, text_color=nqColor, bgcolor=color.white, text_size=size.small)
    
    // 4. Hist Vol (30d ann) (row 4)
    table.cell(dashTable, 0, 4, "Hist Vol (30d ann)", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 4, fmtFloat(hv30d) + "%", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    
    // 5. Hist Vol (5d ann) (row 5)
    table.cell(dashTable, 0, 5, "Hist Vol (5d ann)", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 5, fmtFloat(hv5d) + "%", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    
    // 6. Premarket High (row 6)
    table.cell(dashTable, 0, 6, "Premarket High", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 6, fmtFloat(pmHigh), text_halign=text.align_left, text_color=color.green, bgcolor=color.white, text_size=size.small)
    
    // 7. Premarket Low (row 7)
    table.cell(dashTable, 0, 7, "Premarket Low", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 7, fmtFloat(pmLow), text_halign=text.align_left, text_color=color.red, bgcolor=color.white, text_size=size.small)
    
    // 8. Premarket VWAP (row 8)
    string vwapDisplay = na(pmVwap) and pmVwapCumVol > 0 and pmVwapCumVol < 1000 ? "N/A (Low Vol)" : fmtFloat(pmVwap)
    table.cell(dashTable, 0, 8, "Premarket VWAP", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 8, vwapDisplay, text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    
    // 9. Overnight Range (row 9)
    table.cell(dashTable, 0, 9, "Overnight Range", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 9, fmtFloat(overnightRange), text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    
    // 10. Overnight Trend (row 10)
    string trendDisplay = na(overnightTrend) ? "N/A" : overnightTrend
    color trendColor = trendDisplay == "Bullish" ? color.green : trendDisplay == "Bearish" ? color.red : color.gray
    table.cell(dashTable, 0, 10, "Overnight Trend", text_halign=text.align_left, bgcolor=color.white, text_size=size.small)
    table.cell(dashTable, 1, 10, trendDisplay, text_halign=text.align_left, text_color=trendColor, bgcolor=color.white, text_size=size.small)

// Plot nothing on chart
plot(na)