Blackrock Spot ETF Premium BTCUSD (COINBASE) V1I created an indicator that takes the spot BTC/USD pair from major exchanges and compares it to the Spot BTC/USD pair on Coinbase that institutions will use for their Spot ETFs.
Blackrock Spot ETF Premium BTCUSD (COINBASE)
I suspect we will see a new "Kimchi Premium" where the Spot ETF pressures from institutions will raise the Coinbase Bitcoin price by a factor of 10-50% premium to the other exchanges.
Naturally excess coins from other exchanges will flow into Coinbase to capture this.
This indicator should be good for some time until one of the other exchanges delist or stop using BTCUSD "spot" If it breaks it I will update it if I remember.
FederalXBT,
BTCUSD
Realized Profit & Loss [BigBeluga]The Realized Loss & Profit indicator aims to find potential dips and tops in price by utilizing the security function syminfo.basecurrency + "_LOSSESADDRESSES".
The primary objective of this indicator is to present an average, favorable buying/selling opportunity based on the number of people currently in profit or loss.
The script takes into consideration the syminfo.basecurrency, so it should automatically adapt to the current coin.
🔶 USAGE
Users have the option to enable the display of either Loss or Profit, depending on their preferred visualization.
Examples of displaying Losses:
Example of displaying Profits:
🔶 CONCEPTS
The concept aims to assign a score to the data in the ticker representing the realized losses. This score will provide users with an average of buying/selling points that are better to the typical investor.
🔶 SETTINGS
Users have complete control over the script settings.
🔹 Calculation
• Profit: Display people in profit on an average of the selected length.
• Loss: Display people in loss on an average of the selected length.
🔹 Candle coloring
• True: Color the candle when data is above the threshold.
• False: Do not color the candle.
🔹 Levels
- Set the level of a specific threshold.
• Low: Low losses (green).
• Normal: Low normal (yellow).
• Medium: Low medium (orange).
• High: Low high (red).
🔹 Z-score Length: Length of the z-score moving window.
🔹 Threshold: Filter out non-significant values.
🔹 Histogram width: Width of the histogram.
🔹 Colors: Modify the colors of the displayed data.
🔶 LIMITATIONS
• Since the ticker from which we obtain data works only on the daily timeframe, we are
restricted to displaying data solely from the 1D timeframe.
• If the coin does not have any realized loss data, we can't use this script.
Extreme Reversal SignalThe Extreme Reversal Signal is designed to signal potential pivot points when the price of an asset becomes extremely overbought or oversold. Extreme conditions typically signal a brief or extensive price reversal, offering valuable entry or exit points. It's important to note that this indicator may produce multiple signals, making it essential to corroborate these signals with other forms of analysis to determine their validity. While the default settings provide valuable insights, it might be beneficial to experiment with different configurations to ensure the indicator's efficacy.
Two primary conditions define extremely overbought and oversold states. The first condition is that the price must deviate by two standard deviations from the 20-day Simple Moving Average (SMA). The second condition is that the 3-day SMA of the 14-day Stochastic Oscillator (STO) derived from the 14-day Relative Strength Index (RSI) is above or below the upper or lower limit.
Oversold states arise when the first condition is met and the 3-day SMA of the 14-day Stochastic RSI falls below the lower limit, suggesting a buy signal. These are visually represented by green triangles below the price bars. Overbought states arise when the first condition is met and the 3-day SMA of the 14-day Stochastic RSI rises above the upper limit, suggesting a sell signal. These are visually represented by red triangles above the price bars. It's also possible to set up automated alerts to get notifications when either of these two conditions is met to avoid missing out.
While this indicator has traditionally identified overbought and oversold conditions in various different assets, past performance does not guarantee future results. Therefore, it is advisable to supplement this indicator with other technical tools. For instance, trend indicators can greatly improve the decision-making process when planning for entries and exit points.
EMA Power BandsHello!
Today, I am delighted to introduce you to the "EMA Power Bands" indicator, designed to assist in identifying buying and selling points for assets moving in the markets.
Key Features of the Indicator:
EMA Bands: "EMA Power Bands" utilizes Exponential Moving Average (EMA) to create trend lines. These bands automatically expand or contract based on the price trend, adapting to market conditions.
ATR-Based Volatility: The indicator measures price volatility using the Average True Range (ATR) indicator, adjusting the width of the EMA bands accordingly. As a result, wider bands form during periods of increased volatility, while they narrow during lower volatility.
RSI-Based Buy-Sell Signals: "EMA Power Bands" uses the Relative Strength Index (RSI) to identify overbought and oversold zones. Entering the overbought zone generates a sell signal, while entering the oversold zone produces a buy signal.
Trend Direction Identification: The indicator assists in determining the price trend direction by analyzing the slope of the EMA bands. This allows you to identify periods of uptrends and downtrends.
Visualization of Buy-Sell Signals: "EMA Power Bands" visually marks the buy and sell signals:
- When RSI enters the overbought zone, it displays a sell signal (🪫).
- When RSI enters the oversold zone, it indicates a buy signal (🔋).
- When a candle closes above the emaup line, it displays a bearish signal (🔨).
- When a candle closes below the emadw line, it indicates a bullish signal (🚀).
By using the "EMA Power Bands" (EMA Güç Bantları) indicator, especially in trend-following strategies and periods of volatility, you can make more informed and disciplined trading decisions. However, I recommend using it in conjunction with other technical analysis tools and fundamental data.
*You can also use it with CCI as an example.
With this indicator, you can identify potential trend reversals in advance and strengthen your risk management strategies.
So, go ahead and try the "EMA Power Bands" (EMA Güç Bantları) indicator to enhance your technical analysis skills and make more informed trading decisions!
High of Day Low of Day hourly timings: Statistics. Time of day %High of Day (HoD) & Low of Day (LoD) hourly timings: Statistics. Time of day % likelihood for high and low.
//Purpose:
To collect stats on the hourly occurrences of HoD and LoD in an asset, to see which times of day price is more likely to form its highest and lowest prices.
//How it works:
Each day, HoD and LoD are calculated and placed in hourly 'buckets' from 0-23. Frequencies and Percentages are then calculated and printed/tabulated based on the full asset history available.
//User Inputs:
-Timezone (default is New York); important to make sure this matches your chart's timezone
-Day start time: (default is Tradingview's standard). Toggle Custom input box to input your own custom day start time.
-Show/hide day-start vertical lines; show/hide previous day's 'HoD hour' label (default toggled on). To be used as visual aid for setting up & verifying timezone settings are correct and table is populating correctly).
-Use historical start date (default toggled off): Use this along with bar-replay to backtest specific periods in price (i.e. consolidated vs trending, dull vs volatile).
-Standard formatting options (text color/size, table position, etc).
-Option to show ONLY on hourly chart (default toggled off): since this indicator is of most use by far on the hourly chart (most history, max precision).
// Notes & Tips:
-Make sure Timezone settings match (input setting & chart timezone).
-Play around with custom input day start time. Choose a 'dead' time (overnight) so as to ensure stats are their most meaningful (if you set a day start time when price is likely to be volatile or trending, you may get a biased / misleadingly high readout for the start-of-day/ end-of-day hour, due to price's tendency for continuation through that time.
-If you find a time of day with significantly higher % and it falls either side of your day start time. Try adjusting day start time to 'isolate' this reading and thereby filter out potential 'continuation bias' from the stats.
-Custom input start hour may not match to your chart at first, but this is not a concern: simply increment/decrement your input until you get the desired start time line on the chart; assuming your timezone settings for chart and indicator are matching, all will then work properly as designed.
-Use the the lines and labels along with bar-replay to verify HoD/LoD hours are printing correctly and table is populating correctly.
-Hour 'buckets' represent the start of said hour. i.e. hour 14 would be populated if HoD or LoD formed between 14:00 and 15:00.
-Combined % is simply the average of HoD % and LoD %. So it is the % likelihood of 'extreme of day' occurring in that hour.
-Best results from using this on Hourly charts (sub-hourly => less history; above hourly => less precision).
-Note that lower tier Tradingview subscriptions will get less data history. Premium acounts get 20k bars history => circa 900 days history on hourly chart for ES1!
-Works nicely on Btc/Usd too: any 24hr assets this will give meaningful data (whereas some commodities, such as Lean Hogs which only trade 5hrs in a day, will yield less meaningful data).
Example usage on S&P (ES1! 1hr chart): manual day start time of 11pm; New York timezone; Visual aid lines and labels toggled on. HoD LoD hour timings with 920 days history:
kyle algo v1
Integration of multiple technical indicators: The strategy mainly combines two technical indicators - Keltner Channels and Supertrend, to generate trading signals. It also calculates fifteen exponential moving averages (EMAs) for the high price with different periods ranging from 9 to 51.
Unique combination of indicators: The traditional Supertrend typically uses Average True Range (ATR) to calculate its upper and lower bands. In contrast, this script modifies the approach to use Keltner Channels instead.
Flexible sensitivity adjustment: This strategy provides a "sensitivity" input parameter for users to adjust, which controls the multiplier for the range in the Supertrend calculation. This can make the signals more or less sensitive to price changes, allowing users to tailor the strategy to their own risk tolerance and trading style.
EMA Energy Representation: The code offers a visualization of "EMA Energy", which color-codes the EMA lines based on whether the closing price is above or below the EMA line. This can provide an intuitive understanding of market trends.
Clear visual signals: The strategy generates clear "BUY" and "SELL" signals, represented as labels on the chart. This makes it easy to identify potential entry and exit points in the market.
Customizable: The script provides several user inputs, making it possible to fine-tune the strategy according to different market conditions and individual trading preferences.
EMA (Exponential Moving Average) Principle:
The EMA is a type of moving average that assigns more weight to the most recent data.
It responds more quickly to recent price changes and is used to capture short-term price trends.
Principle of Color Change :
In this trading strategy, the color of the EMA line changes based on whether the closing price is above or below the EMA. If the closing price is above the EMA, the EMA line turns green,
indicating an upward price trend. Conversely, if the closing price is below the EMA, the EMA line turns red,
indicating a downward price trend. These color changes help traders to more intuitively identify price trends
In short, our team provides a lot of practical space
That is your development space
Bitcoin Limited Growth ModelThe Bitcoin Limeted Growth is a model proposed by QuantMario that offers an alternative approach to estimating Bitcoin's price based on the Stock-to-Flow (S2F) ratio. This model takes into account the limitations of the traditional S2F model and introduces refinements to enhance its analysis.
The S2F model is commonly used to analyze Bitcoin's price by considering the scarcity of the asset, measured by the stock (existing supply) relative to the flow (new supply). However, the LGS-S2F Bitcoin Price Formula recognizes the need for improvements and presents an updated perspective on Bitcoin's price dynamics.
Invalidation of the Normal S2F Model:
The normal S2F model has faced criticisms and challenges. One of the limitations is its assumption of a linear relationship between the S2F ratio and Bitcoin's price, overlooking potential nonlinearities and other market dynamics. Additionally, the normal S2F model does not account for external influences, such as market sentiment, regulatory developments, and technological advancements, which can significantly impact Bitcoin's price.
Addressing the Issues:
The LGS-S2F Bitcoin Price Formula introduces refinements to address the limitations of the traditional S2F model. These refinements aim to provide a more comprehensive analysis of Bitcoin's price dynamics:
Nonlinearity: The LGS-S2F model recognizes that the relationship between the S2F ratio and Bitcoin's price may not be linear. It incorporates a logistic growth function that considers the diminishing returns of scarcity and the saturation of market demand.
Data Analysis: The LGS-S2F model employs statistical analysis and data-driven techniques to validate its predictions. It leverages historical data and econometric modeling to support its analysis of Bitcoin's price.
Utility:
The LGS-S2F Bitcoin Price Formula offers insights for traders and investors in the cryptocurrency market. By incorporating a more refined approach to analyzing Bitcoin's price, this model provides an alternative perspective. It allows market participants to consider various factors beyond the S2F ratio alone, potentially aiding in their decision-making processes.
Key Features:
Adjustable Coefficients
Sigma calculation methods: Normal or Stdev
Credit:
The LGS-S2F Bitcoin Price Formula was developed by QuantMario, who has contributed to the field of cryptocurrency analysis through their research and modeling efforts.
Quantum TrendQuantum Trend indicator is our new tool to trade on futures and spot markets in the world of cryptocurrency.
This indicator uses some advanced techniques to determine price reversals and filter them out with other indicators, such as oscillators ( Stochastic RSI and etc. ) and trend-based indicators ( such as EMA and others ), but even after filtering signals with these tools Quantum Trend indicator then applies our own private algorithm, based on our modified z-score mertic, which reduces lag drastically and helps find good entries faster.
What algo is behind the signals?
For finding new entries we used RSI- and stochastic-based oscillators, which help us determine potential price reversal movements. When new entry is found, we filter it through our own stochastic RSI filter (takes stoch RSI's pivot points into account to find better entries; pivot points left and right bars are hard coded into the indicator) with our private indicators, based on close-to-close volatility filter methods, to understand whether or not entry valid enough. Why stochastic RSI? Because it is much less messy than most of other existing oscillators (by our own opinion and experience).
That was first filtering stage, now comes the second .
In the second phase we filter out signals even more with our own modified-standard-deviation-based indicators ( not Bollinger Bands! ) to determine whether or not price went above or below 2 sigma channel, which would mean that current price's movement is extremely rare (because for going above 2 sigma or below -2 sigma there is only 5% chance (classic Gaussian distribution)) and the reversal will probably happen soon.
If signal passed all two phases of filtering, it will be showed on the chart.
Over all, this indicator uses our own private indicators, based on some core concepts, which we described above ( classic Gaussian distribution for choosing signals with nice reversal moments , close-to-close volatility for understanding if market is volatile enough to make a good move , modified z-score metric for reducing lag and finding entries faster , own stoch RSI filter with pivot points for reducing lag and finding good reversal moments and etc. )
That's for idea reveal, now let's dive into the settings!
Indicator settings
Main Algo Settings — group of settings of the core algorithm, that forms signals.
Signal Length * — determines how many bars from the past should be taken to make a signal.
Signal Factor * — determines the threshold for signal quality.
* — the more this parameter is, the less signals you will get, but they will be more high-quality.
Signals to Show — determines which type of signals will be displayed on the chart:
Classic — Long/Short signals;
Strong — Strong Long/Short signals;
All — Classic + Strong signals;
Signal Colours — group of settings for customizing signals' colours.
Long — colour for Long signals
Short — colour for Short signals
Strong Long — colour for Strong Long signals
Strong Short — colour for Strong Short signals
Filter for Strong Signals — group of settings for strong signals.
Use Strong Signals? — enabling/disabling strong signals on the chart;
Apply this filter to Strong Signals? — enabling/disabling filter for strong signals. When disabled, strong signals won't be filtered and there will be a lot more signals on the chart, but with less quallity.
Fast Period * — number of bars for 1st group of candles to form a signal;
Slow Period * — number of bars for 2nd group of candles to form a signal ( we need these two groups to align short-term with long-term trend );
Additional Filter Period * — period for filter indicator, which cuts out bad strong signals;
Additional Filter Smoother Period * — period for filter indicator's smoother, which makes additionally smoothes signals to filter out bad ones;
Filter's source — price souce for the filter ( open, close, hl2 and etc. ).
* — the more this parameter is, the less signals you will get, but they will be more high-quality.
2nd Filter — group of settings for the 2nd filter, which cuts out bad signals from Main Algo.
Enable 2nd Filter? — enabling/disabling 2nd filter. When diasbled, there wiull be a lot more signals on the chart, but with less quality;
2nd Filter Length — period for the indicator, which is embedded in 2nd filter. Based on improved RSI;
OverBought Lvl — level, which indicates that asset is probably overbought ;
OverSold Lvl — level, which indicates that asset is probably oversold ;
TP/SL Settings — Take-Profit/Stop-Loss settings
Use TP? — Show take profits on the chart
TP Mode — Take Profit mode (either zone or 3 levels (drawn on the chart))
Take-Profit 1, 2, 3 Factor — Multiplier/factor for the 1st, 2nd, 3rd take-profits accrodingly . Determines the width of the take profits/zone (the higher the factor, the further the take profits are located from the entry point)
SL Factor — Multiplier/factor for the stop loss (line on the chart; not displayed if the take profit mode is set to zone)
Whales Screener — screener, that shows where whales buy (green zones) and sell (red zones).
Use Whales Screener? — enabling/disabling whales screener.
Support & Resistance Settings — group of settings for support and resistance lines.
Support Color — Support color;
Resistance Color — Resistance color;
S/R Strength — Strength of support and resistance lines. The greater it is, the more reliable the S/R lines will be;
Line Style — style of each S/R line ( solid, dotted, dashed );
Zone Width, % — Zone width in percentage of the price fro the last 250 bars;
Extend S/R Lines — Extend the S/R lines to the right and left.
What timeframes to use?
This indicator was built to work on any timeframe, but our practice shows that it works best on higher timeframes such 30 minutes and more, but you should find by yourself which timeframe suits you best.
What markets can this indicator be applied to?
This indicator is market-indifferent, which means that you can use this indicator on any possible market.
How should I use this indicator?
Quantum Trend indicator can be a useful tool for finding entries and confirming signals from your own trading system, as it is built with multiple signal filter layers, which drastically reduce amount of bad signals. Also it is better to use other indicators to confirm signals, produced by Quantum Trend, because this way you will get even more high-quality signals.
Does it repaint?
No, this indicator doesn't repaint.
IMPORTANT, PLEASE READ!
This is indicator is not a Holy Grail of trading and we DON'T promote it as such in any possible way. As any possible indicator, Quantum Trend uses price data of the past, which CAN NOT guarantee perfect price predicitions of the future!
Hope this indicator will help you make a much better trading decisions!
Pinbar IdentifierThis indicator is used for automatic recognition of established Pinbar signals.
The indicator defines the specific shape of the Pinbar and uses Bollinger Bands as the measurement standard, filtering out Pinbars with low validity. This indicator introduces strength signals.
EMAflowPRO -Ranges-DISCLAIMER: Always, please keep in mind that market conditions change, past results cannot guarantee the same results in the future.
EMAflowPRO - Ranges-
EMAflowPRO ranges indicator will detect key movements in the market that fit certain conditions and based on that create key tradable zones by providing dynamic and static range levels.
Before reading further please take a look at the indicator values names on the right in the main chart above - these names are linked to the content below when we talk about range structure. The examples included in charts are linked to the area we're discussing (if something was said - most likely closest chart demonstrates it - Also arrows present entries; can be limit or can be market buy/sell in to the wicks.)
Let's find out what indicator does...
Static range logic:
Indicator uses combination of market timing indicators (counting relationship between candles) , fisher transform, stoch rsi, bollinger bands to detect important market price action that show strenght - based on that it will project a static range where key goal is to predict where market will be extremely oversold, extremely overbought or where market could change bias etc.
The setups it provides are very similar to those that come out of harmonic patterns - but it was developed with unique approach without knowing what harmonic patterns are.. so it's not completly the same.
Range is represented by 3 tradable areas (actual trade ideas on charts - arrow points towards a level - on the right there is a scale with a number- limit order can be placed there )
Top of the range - It serves as a shorting area or if top is converted to support can also signal a potential breakout or start of new trend.
Example of a short the top of the range:
29732 - is area where wicks can be sold in to , or limit sell is placed - with higher leverage sl should be tight, with lower sell orders can be spread out up to the middle with sl just above 30500, targets can be choosen based on the provious range top as % moves point.
Example of longing the levels on the recent rise - price staying above middle of the top of the range keeps bias on the upside and potentially signals a break out or start of new trend
Uppper, Middle, Lower part of the range: Sideway area - middle of the range decides direction , above favors the upper levels , below favors the lower levels.
Very nice example where white line is middle of the range and shows that even in strong trend - range projection is able to accurately predict key pullback areas that provide substantial gain. See image below - again settign limit orders where middle of the range is allows you to get a comfortable entry with very big risk reward ratio.
Bottom of the range - market is extremely oversold
Spx example of our recent range from last year's summer - again chart includes both EMAflow indicator and EMAflow ranges as all indicators are extremely complementary and present two sides of the medal sideway and trend view.
Chart only contains ranges but shows the same pair and time:
If price goes below middle of the bottom of the range it could signal a break down or start of new bearish trend.
Dynamic range logic
Since sometimes static range gets broken out or is not respected and the price action is not yet sufficient to generated a new one we included a dynamic supply demand part where dynamic range is generated working in a similar way but does add clarity when static range fails.
example of this can be seen when ftx caused a btc dump we broke through the bottom of the range but dynamic range later showed us new bottom we could trade.
Confluence between both can also provide even more sure levels to place limit orders or to market buy or sell when wicks in to that area occurs.
Minuses:
Since ranges tend to work best when market is sideway - a second part is recommended with EMAflowPRO where focus on moving averages helps you navigate stronger trends.
Not all tfs are well synced with ranges on various assets so you will need to flip through few ones to find the best timeframes that historically worked the best - if you come across an asset that doens't look good you should just change timeframe to higher until you see something that fits or change asset until you get something that looks clear.
Settings:
EMAflow - Ranges - allows you to preset minimum potential of a trade setup you want to look for - default is 6% that ensures you can get a good setup on lower and higher tfs.
Comparison with BTC (RSI)显示当前品种与BTC汇率对的RSI值
以此判断强势或弱势品种以及超买超卖
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Display the RSI value of the exchange rate between the current variety and BTC
Use this to determine strong or weak varieties, as well as overbought and oversold
Probability Trend IndicatorUnderstanding the Indicator:
The indicator calculates the probabilities of upward and downward trends based on the percentage change in price over a specified lookback period.
It displays these probabilities in a table and plots a histogram to represent the difference between the probabilities.
The colors of the histogram bars indicate the trend direction and whether the trend is increasing or decreasing.
Setting the Lookback Period:
The indicator allows you to specify the lookback period, which determines the number of bars to consider for calculating the probabilities.
By default, the lookback period is set to 50 bars. However, you can adjust it based on your trading preferences and the timeframe you're analyzing.
Analyzing the Probabilities:
The indicator calculates the probabilities of upward and downward trends and displays them in a table on the chart.
The probabilities are presented as percentages, representing the likelihood of each type of trend occurring.
You can use these probabilities to gain insights into the potential market direction and assess the strength of the prevailing trend.
Interpreting the Histogram:
The histogram is plotted based on the difference between the probabilities of upward and downward trends, known as the oscillator value.
The histogram bars are colored to provide visual cues about the trend direction and whether the trend is gaining or losing strength.
Green bars indicate upward trends, and red bars indicate downward trends.
Lighter shades of green or red suggest increasing trends, while darker shades suggest decreasing trends.
Making Trading Decisions:
The indicator serves as a tool for assessing the probabilities of trends and can be used alongside other technical analysis methods.
You can consider the probabilities, the histogram pattern, and the overall market context to make informed trading decisions.
It's important to remember that no indicator or tool can guarantee future market movements, so prudent risk management and additional analysis are essential.
V2 Indicator: A Unique IndicatorV2 Indicator: A Unique Indicator Combining Percentage Level and 5MWAP
V2 Indicator is an innovative trading tool developed by Najoomi Ji. It incorporates a combination of percentage levels and the 5MWAP (5 Moving Weighted Average Price) to provide valuable insights into market trends. The concept of percentage chart trading was inspired by the late Gurbachan Singh, the father of Najoomi Ji.
The primary rule of the V2 Indicator involves plotting lines on the chart based on the daily market open level and the percentage levels. At the start, a line is drawn 5% above and below the market open level on both sides. The indicator identifies the direction in which the market breaks out and prompts traders to enter the market accordingly.
To manage risk effectively, trailing stop-loss levels are employed in the V2 Indicator. These levels are set at significant percentage levels, such as 5%, 35%, 65%, and 95%. The market tends to respect these levels, making them crucial points for adjusting stop-loss orders.
Traders utilizing the V2 Indicator gain an advantage by closely monitoring the interplay between percentage levels and the 5MWAP. This indicator allows them to make informed decisions about market entry points, as well as effectively manage their trades by utilizing trailing stop-loss orders.
By combining the expertise of Najoomi Ji and the inspiration from Gurbachan Singh, the V2 Indicator offers a unique approach to trading, providing traders with a comprehensive tool for identifying market trends and managing risk effectively.
Crypto Trend IndicatorThe Crypto Trend Indicator is a trend-following indicator specifically designed to identify bullish and bearish trends in the price of Bitcoin, and other cryptocurrencies. This indicator doesn't provide explicit instructions on when to buy or sell, but rather offers an understanding of whether the trend is bullish or bearish. It's important to note that this indicator is only useful for trend trading.
The band is a visual representation of the 30-day and 60-day Exponential Moving Average (EMA). When the 30-day EMA is above the 60-day EMA, the trend is bullish and the band is green. When the 30-day EMA is below the 60-day EMA, the trend is bearish and the band is red. When the 30-day EMA starts to converge with the 60-day EMA, the trend is neutral and the band is grey.
The line is a visual representation of the 20-week Simple Moving Average (SMA) in the daily timeframe. "Bull" and "Bear" signals are generated when the 20-day EMA is either above or below the 20-week SMA, in conjunction with a bullish or bearish trend. When the band is green and the 20-day EMA is above the 20-week SMA, a “Bull” signal emerges. When the band is red and the 20-day EMA is below the 20-week SMA, a “Bear” signal emerges. The 20-week SMA can potentially also function as a leading indicator, as substantial price deviations from the SMA typically indicate an overextended market.
While this indicator has traditionally identified bullish and bearish trends in various cryptocurrency assets, past performance does not guarantee future results. Therefore, it is advisable to supplement this indicator with other technical tools. For instance, range-bound indicators can greatly improve the decision-making process when planning for entries and exits points.
Bitcoin SOPR HeatmapSOPR (spent output profit ratio) is a metric, provided by Glassnode to measure if most BTC are moved in profit or in loss. The higher SOPR is, the more profits are realized (theoretically) and vice versa.
This indicator shows SOPR visually as a heatmap directly on the Bitcoin chart.
Cold temperatures (blue, purple) show bear markets. Bear market peaks should be visible in dark purple.
Hot temperatues (yellow, red) show bull markets. Hype phases should be visible in red.
I recommend to hide chart when using the indicator. Otherwise you can also enlarge the heatmap in the settings.
The indicator works best on BTCUSD standard charts on daily timeframe. Otherwise you will see an error message.
Reversal Magic BTC [Loxx]What is Reversal Magic BTC ?
Reversal Magic BTC is an indicator that probes momentum and volatility for extreme values up/down to determine where possible reversals may occur for BTCUSD or BTCUSDT pairs. This is a highly specialized indicator tuned only to BTCUSD or BTCUSDT pairs and it only works on the daily timeframe. If you try to use this on any other ticker or any other timeframe other than the daily, then you'll see the indicator pop up with an error next to its name.
Settings
This indicator has two very simple settings:
1) High/Low period to probe highs and lows over the last XX candles
2) Volatility period to calculate the average volatility over the last XX candles
█ How do you use this?
Reversal trading
Ideally you would pair this indicator with a volatility indicator that shows volatility levels from closing price and then set a take profit level at 1x sigma up or down, and stoploss at 1.5x sigma up or down depending on the direction of the trade. Please note: reversal trading is extremely risky as a trend has not yet been established to confirm market direction.
The following indicators are ideal for this scenario
Profit Bands
Multi-Panel: Trade-Volatility-Probability
Swing Trading
This indicator can also be used as an exit indicator to be paired with a trend trading system where you would exit at the extremes up or down.
Cryptocurrency Market Sentiment v1.0Introduction:
Capable of observing the market sentiment of the cryptocurrency market
The relative status of BTC and altcoins
How it works:
1. The general uptrend process of the cryptocurrency market is BTC → ETH → high-cap altcoins → low-cap altcoins. When funds cannot push up BTC's market cap, funds gradually flow into smaller-cap altcoins until the upward trend ends.
2. Select ETH as the representative of altcoins, and understand the sentiment and current stage
3. Mathematical principle : divide the price of ETH by the price of BTC, and then apply it to the RSI formula .
How to use it:
1. Similar to the RSI indicator , when CMS enters the overbought zone, it represents an active altcoin market, a passionate market sentiment , and the end of the uptrend.
2. When CMS enters the oversold zone, it indicates the leading stage of BTC in the rising trend or the capital flow back to BTC in the declining process .
3. If CMS is at a low level, long positions should focus on altcoins, and short positions should focus on BTC, and vice versa.
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简单介绍：
能够观察加密市场市场情绪
BTC和寨币的相对状态
如何工作：
1、加密市场一般的上涨过程为 BTC → ETH → 大市值山寨 → 小市值山寨，当资金无法推动大市值的BTC上涨时，资金就会逐渐流向市值较小的山寨，直到一轮上涨结束。
2、选取ETH作为altcoins的代表，通过ETH与BTC的关系来了解加密市场的情绪和目前上涨的阶段。
3、数学原理：将ETH的价格/BTC的价格，随后将其带入RSI公式
如何使用：
1、与RSI指标类似，当cms进入超买时，代表寨币市场的活跃，市场情绪热烈，上涨进入尾声。
2、当cms进入超卖时，为上涨中BTC领涨的阶段或下降过程中资金回流BTC。
3、如果cms在低位，做多应关注altcoins，做空应关注btc，反之亦然。
Bitcoin Halving Rainbow + S2F Model PriceOverview
The rainbow price line:
This script creates a colorful view of Bitcoin's price action, where different colors indicate the time until the next halving date. The color scale in the top right highlights what each main color group represents in terms of days until the next halving. Using historical data, the simple indication of days until the next halving has somewhat accurately predicted potential bottoms and tops of market cycles. Comparing current colors to previous cycles provides a rough view of where BTC is in its current cycle and what to expect going forward until the next halving date.
In addition to the colored price action, I have incorporated the stock-to-flow model price for Bitcoin.
The stock-to-flow (S2F) model price:
The stock-to-flow ratio is a calculation that aims to estimate how many years are required to produce the current stock of an asset, based on the current production rate. When applied to Bitcoin, we simply divide the total amount of bitcoins in circulation by the amount of bitcoins mined in a certain timeframe. Once we have this value, we can calculate a model price based on the stock-to-flow ratio. This S2F model price uses a 463-day moving average. Preston Pysh came up with this number as he believed Bitcoin cycles happen in three phases: bull run, correction, and a reversion to the mean. He estimated there are about 200,000 blocks per cycle, three phases per cycle, and ~144 blocks per day. Dividing all three gets us 463. I have removed 1,000,000 coins from this calculation to account for Satoshi's coins.
The process I took to plot this model price (credit to PlanB for originally creating this calculation):
-Declare constant variables for the halving period, starting block reward, and the number of coins Satoshi owns.
-Fetch the block index by using the request.security() function.
-Determine the number of halvings that have occurred by dividing the block index by the halving period.
-Calculate the current block reward by multiplying the initial block reward by 0.5 raised to the power of the number of halvings.
-Calculate the number of blocks mined per period (day or week) and derive the stock (total bitcoins in circulation minus Satoshi's coins) and flow (annual block rewards) from it.
-Calculate the S2F ratio by dividing the stock by the flow.
-Calculate the S2F model price by applying a mathematical formula (ModelPrice = exp(-1.84) * S2F to the power of 3.36) along with a 463-day moving average.
** Please note, due to the use of the 463-day MA, the first ~400 days of the S2F model price is not entirely accurate.
In addition to the above, I have added vertical lines on each halving date, along with labels that have a tooltip if you hover over them, which will show more information about that particular halving.
Important tips:
-This script has been designed to work on the 1-Day timeframe but can also work on the 1-Week timeframe. Any other timeframe will not accurately plot all the information due to the way I have developed the script.
-This script is best used on the ticker I have posted this on, "INDEX:BTCUSD". It can also work on "BLX" or "BITSTAMP:BTCUSD".
-Hide candles when using the script to just show the halving rainbow (hover over the symbol name in the top left and press the eye icon).
-Right-click the price scale and select "Scale price chart only" to get a better view of the plots.
-Right-click the price scale and select "Logarithmic."
-I will update the script as time goes on to show future halvings along with adjusting the next halving date as we get closer (if it changes).
Settings Menu:
Tooltips are included explaining what the settings do, but here's a quick summary:
-'Show Vertical Halving Lines?': Default is true. This allows the user to remove the vertical lines shown on each halving date.
-'Show Halving Labels?': Default is true. This allows the user to remove the info labels shown on each halving date.
-'Halving Line and Label Color': Default is white. This allows the user to change the color of the halving lines and labels to better fit their chart layout.
-'Show Stock to Flow Model Price?': Default is true. This allows the user to remove the S2F model price.
-'Stock to Flow Model Price Color': Default is white. This allows the user to change the color of the S2F model price to better fit their chart layout.
-'Draw Color Table?': Default is true. This allows the user to remove the color table in the top right of the chart.
-'Distance rainbow is away from actual price action': Default is 0 (Plots over candles). This allows the user to adjust where the halving rainbow is plotted if they would like to also see candles on the chart. (Use any value under 0.9)
Feel free to message me or comment on the post with any questions or issues!
Much more to come!
Thanks for reading, enjoy!
basilPort Portfolio Tracker Pro [basilChart]This script is helps giving detailed information about the portfolio.
Prominent features of this portfolio tracking indicator are:
- Chart of your portfolio: This portfolio tracker let’s you view the chart of your portfolio real-time.
- Visualized Profit/Loss: Indicator will let you know of your profit and loss on the chart.
- In-Depth Monitoring: Most Gained 1st, 2nd, 3rd and Most Lost 1st, 2nd, 3rd.
- All Time Highs: Let’s us view All Time Highs on the portfolio chart for each equity on the chart.
- 40 Different Symbols: Supports monitoring 40 different symbols at the same time, real-time.
- 10 Pair Detailed View: For the first 10 symbol in our portfolio, indicator supports viewing detailed info about each of them. Such as: Price, Cost, Qty, Profit Percentage, Chart TF Profit Percentage, Weight
basilPort Portfolio Tracker Pro indicator can be used to:
- Track your investments: The basilPort Portfolio Tracker allows you to enter all your investments and their associated details, such as the ticker symbol, purchase price, and quantity. It then calculates your total portfolio value, including gains and losses.
- Monitor portfolio performance: Provides an overview of your portfolio's performance over time. You can see how your portfolio is performing on a daily, weekly, or monthly basis, and compare it to the performance of the overall market.
- Analyze asset allocation: Helps you analyze your portfolio's asset allocation, which is the percentage of your portfolio invested in different symbols. You can use this information to adjust your portfolio and diversify your holdings.
- Set investment goals: You can use the Portfolio Tracker to set investment goals and track your progress towards achieving them. For example, you can set a goal of achieving a certain rate of return or accumulating a specific amount of wealth by a certain date.
Overall, the Portfolio Tracker is a useful tool for investors who want to monitor their portfolio's performance, evaluate their investment strategies, and make informed investment decisions.
Best and worst 3 performers in our portfolio:
From Data Window, script let’s us see the best and worst 3 performers in our portfolio. To know how to read it we follow this pattern:
- Check 1st Gained value.
- Find the nth symbol from script’s Inputs tab.
- Check 1st Gained to see its Profit Percentage.
An example scenario to reading Data Window is explained at the very end of the description.
Using the script:
- Add this script to the chart from indicators tab
- Set starting date for the basilGrid Portfolio Tracker Pro either by dragging and dropping the vertical line or by the date-time picker from indicator Inputs tab.
- Set symbols and enable them to monitor with this indicator.
- Set quantity and price information for the symbols you have selected.
- Set visual settings to tailor your experience.
basilPort Portfolio Tracker is an indicator that allows you to track and analyze the performance of your investment portfolio over time. It's a helpful tool for investors who want to monitor their holdings and evaluate their investment strategies.
In this example we used pair BTCUSDT 1h timeframe, our settings are:
Inputs Tab:
- Start Date: 2022-12-13 13:00
- Show All Time Highs: Unchecked
- Show Pair Data (First 10): Checked
- Show Total Data: Checked
Symbols:
- BINANCE:ETHUSDT Qty 4.2 Price 1 332
- BINANCE:BTCUSDT Qty 0.5 Price 17 469
- BINANCE:BNBUSDT Qty 20 Price 270
- BINANCE:AVAXUSDT Qty 200 Price 13.61
- BATS:PYPL Qty 50 Price 78.5
- BATS:AMZN Qty 40 Price 95.4
- BATS:ETSY Qty 40 Price 135.64
For example, if you check Data Window, you'll see the following:
An example scenario:
- Bought Portfolio Value 39142.98 => The cost of the portfolio
- Current Portfolio Value 39142.98 => The current value of the portfolio
- 1st Gained 2.00 => The most gained symbol's index. (Checking the Symbols what we see on the 2nd spot is this symbol, we can see this value indicates BINANCE:BTCUSDT)
- 1st Gained 28.09 => Means BINANCE:BTCUSDT is +%28.09
- 2nd Gained 4.00 => Again, after checking the Symbols, we now know what this value indicates. It is AVAXUSDT.
- 2nd Gained 18.59 => Means BINANCE:AVAXUSDT is +%18.59
..
And so on to Lost section. Only difference between Gained and Lost section indicates Lost equities.
This script's purpose is to make easier to have more control over the portfolio. With in depth data that’ll help with decision-making.
ATR fluctuation abnormal warning RTA77 1.0//en
ATR fluctuation abnormal warning RTA77 1.0
COINBASE:BTCUSD
"coming? "
A classic technical term for impending volatility. But "coming" generally means that the question of whether volatility or a trend is coming is asked only after volatility has been observed.
By combining short-term volatility, long-term volatility, and abnormal changes in relative cycles, this indicator identifies potential changes in upcoming volatility (volatility changes) at an earlier stage, allowing the market to be asked the question "Is it coming?
Since volatility itself has a lag, and the longer the period, the more lagged the detection of abnormal volatility will be, so this indicator is only suitable for short-term, small period (15M - 1H) best. Because volatility is passed from small to large, there is a chance to detect large volatility quotes by catching potential volatility abnormal changes in small cycles.
The "volatility warning" of this indicator all refers to the plate is in abnormal volatility, or is about to occur volatility anomaly, can be used as a precursor warning of the emergence of volatility anomaly in the later market. When a golden cross between short-term volatility and long-term volatility is observed, it means that in a short period of time, or in the future, a high volatility market will be profitable in contrast to the previous low volatility market.
(Alert triggering is not only limited to a single time, if it is confirmed several times in a short period of time, if volatility has not yet occurred, the probability of volatility in the future market increases in the short term)
This indicator of "shock warning" all refers to the plate may have been from the previous state of high volatility, into a low volatility of the shock state, orderly or disorderly, suggesting that volatility in the short term appeared to reduce the higher the volatility of the previous section of the market, when the shock warning signal, the probability of starting to enter the shock adjustment market.
The ATR of two different cycles can be changed as needed, but must maintain the relationship between short-term and long-term correspondence, each subject has a different cycle, you need to judge and find the optimal parameters
Continuously updated.
//ch
ATR波动异常预警 RTA77 1.0
《来了？》
一个经典代表波动即将来临的专业术语。但“来了”一般情况下指有当人们观察到波动以后，才会发出对市场的提问，波动或趋势是否到来？
本指标通过结合短期波动率，长期波动率，在相对周期内的异常变化表现，从而在更早的阶段发现即将出现波动的潜在变化（波动率变化），使得能够更早的向市场提出疑问《来了？》
由于波动率本身具有滞后性，且周期越长，发现波动异常的时候就会越滞后，所以本指标仅适合在短期，小周期里使用（15M - 1H）最佳。因为波动是从小到大传递，所以通过抓取小周期内潜在的波动异常变化，从而有机会发现大波动行情。
本指标的 “波动预警” 皆指的是盘面正处于异常波动，或者即将发生波动异常，可做为对后市出现波动异常的前兆预警。当观察到短期波动与长期波动金叉时，意味着在短时间内，或者未来将盈利与之前低波动行情相反的高波动行情。
（警报触发不仅限单次，如在短期内多次确认时，如还未发生波动，则后市短期内出现波动概率增大）
本指标的 “震荡预警” 皆指的是盘面可能已经从之前的高波动状态，转变为低波动的震荡状态，有序或无序，提示短期内波动率出现降低，前段波动幅度越高的行情，当出现震荡预警信号时，则大概率开始进入震荡调整行情。
两条不同周期的ATR可以按需要更改，但必须保持短期和长期对应的关系，每个标的有着不同的周期，需要自行判断并找出最优参数
持续更新中。。
BTC / DXY, BTC / US10Y
The combination of the DXY and US02Y can be used to gauge market sentiment and assess the state of the global economy.
When the DXY is rising, it indicates that the U.S. dollar is strengthening relative to other currencies, which can lead to increased risk aversion among investors as the U.S. dollar is often seen as a safe-haven currency.
When the US02Y is rising, it suggests that market expectations for future inflation and interest rate increases are increasing, which can lead to a decrease in the value of riskier assets such as stocks.
In general, the combination of the DXY and US02Y can provide important information on the direction of global market trends and the state of the economy, and as such, they are important indicators to consider when making investment decisions.
Price Distance RatioThis study plots the ratio between current price and the price N days ago.
With N input that is configurable, users can find optimal long/short entries when price is in an established trend and price has diverge far from a given local peak or all time high.
With many years of stock trading the analysis indicates a connection between the distance of price and subsequent returns.
Portfolios of stocks with lower price to local highes ratios generally underperformed portfolios of stocks with higher prices to peaks reached similar N days ago.
The highest returns to previous peak are recorded when buying at the biggest dip.
For example, the purchase at 20% drawdown could generate 25% when price returns to the peak. The purchase at 50% drawdown could generate bigger, i.e. 100% return, when price returns to the peak. And the purchase at 90% drawdown could generate much bigger, i.e. 900% return, in a case the price returns to the peak.
However, buying very far below local peaks on almost all holding periods produces lower CAGR returns because of "timing adjustment". In simple words, typically the drawdown takes less time vs. further recovery.
For example:
👉 The largest BTC drawdown in 2013-2015 took 410 days (Peak-to-Valley) . And the recovery of BTC to new highs took 771 days (Valley-to-Peak) after that.
👉 The 3rd longest drawdown in BTC took 363 days (observed from December 17, 2017 to December 15, 2018). And further recovery in BTC to its new high took almost two years - 716 days .
👉The 4th longest drawdown in BTC took 162 days (observed from June 08, 2011 to November 17, 2011). And further recovery in BTC to its new high took more than a year - 469 days .
The concept of this study could recognizes at least 4 different modes of action.
👉 In a clearly established upward trend traders should be buying (following the trend) when Ratio is above 100% and reducing the size when Ratio turns below 100%.
👉 Conversely, in a clearly established downward trend traders should be shorted when Ratio is below 100% and covering when the Ratio turns back to 100%.
👉 In a sideways movement traders are advised to wait carefully if the Ratio near 100% for a long time, and take a position the trend is clear.
👉 Chartists can analyze the dynamic of the indicator - both in terms of trends and overall level. For example as it shown at the chart.
The understading of the study and rules of "timing adjustments" could genarate the awesome opportunities for stock options traders also, with strategies of selling uncovered call options and vertical call spreads.
// Many thanks to @HPotter and @Wheeelman wizards for their continious support and assistance.
BTC Net Volume (Spot) (by JaggedSoft, fixed by SLN)• WHAT:
This indicator plots the aggregated net volume delta of BTC spot pairs from 8 exchanges over the last 60 periods (default settings).
Tracks the following pairs:
"BINANCE:BTCUSDT"
"BITFINEX:BTCUSD"
"POLONIEX:BTCUSDT"
"BITTREX:BTCUSDT"
"COINBASE:BTCUSD"
"BITSTAMP:BTCUSD"
"KRAKEN:XBTUSD"
"BITGET:BTCUSDT"
"GEMINI:BTCUSD"
• HOW TO USE:
Used for confirmation when watching futures that can experience quick movements in the form of liquidation-events. If the oscillator is green or trending upward, it's confirming a positive bias. The inverse is true for a negative bias. This is especially true on higher timeframes.
Can also be used to find correlations between different tech-assets.
• NOTES:
I forked JaggedSofts indicator to fix the data-source error it was having. Let me know if you want to customize exchanges or add more pairs, maybe I can add that in the future!
This indicator replaces the outdated alternative linked here : Please only use this one
• LIMITATIONS:
Only tested with normal japanese candlesticks .
• THANKS:
to the creator of this script, JaggedSoft. It's a great indicator!
• DISCLAIMER:
Not financial Advice, use at your own risk.
