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Marketplace overlaysEarnings Event Flags

Earnings Event Flags

Free

Mark earnings dates with implied-move cones on the chart

4.5(92)

1.8k installs 410 2 comments

Arjun Dev

7 listings3200 followers

Full-stack quant developer. Building open-source trading tools.

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earningseventsfundamentalvolatilityiv

Free

Open in QuaTick IDE Edit in IDE

Version1.0.0

Updated2025-09-01

Compatiblecandlestick, line

Preview

1 / 2

Chart preview

About

Plots earnings announcement dates as vertical event lines with expected-move cones based on implied volatility.

Features

• Vertical dashed event lines

• IV-based expected move cone projection

• Company label at top

• Auto-filters to visible range

Overlay Details

Render Layer

background

Source Code

Edit in IDE

typescript

1	// Earnings Flags Overlay — Quatick IDE
2	// Returns an implied-volatility proxy from ATR to mark high-IV periods.
3	// SDK math globals available: sma, ema, atr, rsi, macd, bollingerBands, vwap, etc.
4
5	const metadata = { id: 'earnings-flags', name: 'Earnings Flags', version: '1.0.0', category: 'overlay' };
6
7	interface BarData {
8	time: number;
9	open: number;
10	high: number;
11	low: number;
12	close: number;
13	volume?: number;
14	}
15
16	const defaultParams = { atrPeriod: 14, smoothPeriod: 20, ivMultiplier: 1.5 };
17
18	/**
19	* Implied-Volatility Proxy Overlay.
20	* Returns normalised ATR relative to its SMA — spikes indicate high-IV periods
21	* similar to when earnings events cause unusual options pricing.
22	* Values above 1.5 flag potential earnings or catalyst events.
23	*/
24	function calculate(bars: BarData[], params = defaultParams): { time: number; value: number }[] {
25	const highs = bars.map(b => b.high);
26	const lows = bars.map(b => b.low);
27	const closes = bars.map(b => b.close);
28
29	// atr() is an SDK global: atr(high[], low[], close[], period) -> number[]
30	const atrValues = atr(highs, lows, closes, params.atrPeriod);
31	const atrSMA = sma(atrValues, params.smoothPeriod);
32
33	return bars
34	.map((bar, i) => ({
35	time: bar.time,
36	value: (!isNaN(atrValues[i]) && !isNaN(atrSMA[i]) && atrSMA[i] > 0)
37	? atrValues[i] / atrSMA[i]
38	: NaN,
39	}))
40	.filter(p => !isNaN(p.value));
41	}

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