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Indicator · ES · NQInvite-only

Positioning Bridge

Renders the day's dealer-positioning map — gamma flip, call and put walls, high-volume level — on the futures you actually trade, with a live index-to-futures basis. Pine cannot read an options chain: this draws the levels Markov publishes, modelled from end-of-day open interest.

On hold until there is a levels feed
This script draws levels Markov publishes each session, and there is nothing to publish yet: the positioning engine is in development and the options data it needs isn’t licensed or approved. We won’t publish a renderer with nothing to render.

What it will do

Put the day’s dealer-positioning map (gamma flip, call wall, put wall, secondary walls, high-volume level) on the futures chart you trade, mapping index-derived levels onto ES and NQ with a live basis.

How it works

Pine can’t read an options chain, so this script doesn’t compute positioning. It renders the levels Markov publishes, modeled from end-of-day open interest. Because that model is priced in the underlying index, the script measures the live futures-minus-index basis and shifts every level by it, so a level computed on SPX lands where it belongs on ES.

The chart warns you when the feed is stale, unreadable, or built on a different underlying than the chart with no basis mapping set.

Limits

Open interest is end-of-day: anything intraday is a model, not a measurement, and the dealer-positioning sign is a heuristic. Positioning is regime and risk context, not a signal or a forecast.