HTF Candle ProjectionsThe HTF Candle Projections indicator shows a number of candles from a higher time frame (HTF) projected to the right of the candles in the current timeframe. This can be very useful if you want to analyze two different timeframes without the need to switching between the different timeframes.
This indicator is highly inspired by the HTF Power of Three indicator by @toodegrees but is fully free and open source, it also have support for showing more than just one candle in the projection. It is also inspired by the HTF Candle Insights (Expo) indicator by @Zeiierman but differ in the way that it update the HTF candles in real time and also have support for showing Open/High/Low projections that also updates in real time.
This indicator is released under TradingViews default license ( Mozilla Public License 2.0 )
Циклический анализ
Bitcoin Price Based On ElectricityThis script Calculates the price of Bitcoin solely on the hashrate and the cost of electricity.
The calculation is quite conservative considering its based on the average cost of electricity globally and we are assuming that everyone is running the latest mining hardware, which is the most efficient and cost effective.
Under both of these assumptions the calculation for bitcoins price is almost identical to the price we are seeing now.
If we change the reward rate to 3.125 (Aprils reward amount) then the price of one bitcoin per cost of work will be around 100k.
I am sure I am missing some important numbers in this calculation, fees, start up costs etc. However, it is very interesting to see that the price of Bitcoin can be calculated almost perfectly based on the hashrate and cost of electricity.
PROOF OF WORK
Test - Most correlated assetThis is a simple test to find the most and least correlated assets in a list.
Time Range zoneThis TradingView script displays two time zones on the chart. The first zone starts at 8:00 AM and ends at 1:00 PM, while the second zone starts at 5:00 PM and ends at 10:00 PM. If the current time is within either of these two zones, a green or red background is drawn on the chart, respectively. This script is set by default for my personal XRP strategy.
[Excalibur][Pandora][Mosaic] Ultra Spectrum Analyzer@veryfid, you will always be remembered eternally...
ANCIENT MYTHOS AND LORE:
The retellings of "Pandora's Box" serve as a cautionary metaphor depicting an opened container (pithos - jar) that once held profound perils and evils — sufferings that are experienced around the world in various forms. The known and vague mythical box contents actually represent manifestation of evils, situational adversities, and human disparities that have been encountered throughout life for aeons. In contemporary times, a meager list of ordeals would include incidents of deceit, betrayal, corruption, oppression, greed, envy, depravity, conflict, mania, affliction, plague, and mortality. However, as the tale is told, kept and remaining inside the box was the essence of expectant hope (elpis), which may represent the optimism and resilience to overcome immense hardships.
There are other versions of the classic story where Pandora isn't actually the culprit, being her husband Epimetheus was the lid lifting perpetrator and the one who always and actually received the gift(s). Curiously, the interpreted Greek word ‘Pandora’ translated to English, can mean either "all-endowed" or "all-gifting". Much like Pandora herself, who was formed from clay of the earth, the jar also would have been most likely crafted from clay. Conceived as a made-to-order maiden for an arranged marriage, Pandora was given qualities of exquisite beauty, persuasive charm, all while being adorned with jewelry and fine clothing. Olympian premeditated preparations in the didactic fable of 'Works and Days' by Hesiod had blamable intent and would be later used for centuries as denigration of women/mothers. The rest of Hesiod's tale is even worse.
In reality, the entire contrived exploit of incarnating Pandora as a trojan temptress was solely intended as an instrument of infiltration and entrapment for delivery to Epimetheus as an arranged seductive snare. Being a man myself, I find it appalling how the antiquated writings of ancient morphological men have repeatedly ostracized women for many of the ailments of mankind. When in truth, it is far more often that despicable men are the recorded all time winning historical harbingers of global abysmal darkness by means of ideological treachery. Vast historical chronicles since antiquity have frequently recorded who the typical real-world villains truly are and are not. As the stories are told in the first place, it was dictator Zeus along with his Olympian conspirators, who intently implanted malicious spirits into a gifted receptacle to orchestrate planetary suffering and carnage on humankind.
PROLOGUE:
I believe, it is way past overdue to restore Pandora's name to a place of better standing. As I have been peaking into a theoretical pitcher of mathematic mysteria for years now, where no one else dares to look. Once upon a time, I pondered an opposite notion: What if Pandora was originally conceived to solve global problems instead of creating them? Maybe Pandora could have been wielded into existence to wage unrelenting and avenging retribution on every dominance hierarchy and each diabolical enemy intently hostile to humankind. My hypothetical version of Pandora would take the notion of "mors omnibus tyrannis" to a whole other fearsome magnitude. She would cause evil arrogant men to tremble with sheer horror... the kind of fear ALL false gods, despotic kings, tyrannical dictators, controligarchies, and criminal syndicates truly worry about at night. In my opinion, that would be a better fictional story worthy of retelling for aeons.
One unique goliath 21st century adversary is LAG and it must be subdued or minimized. This unyielding nemesis is also known as group delay, processing delay, and algorithmic latency. My eyes are locked onto this opponent with fixation that will never surrender a staring contest. The formidable creature lag is my daily arch enemy destined for defeat in battle. It's losing time after time and bar by bar during the past year of 2023. In my attempts to peer through the murky darkness of useless and deceptive information, I am confident that I have found more suitable answers to many current dilemmas of algorithmic lag.
The internet, using mathematics and the speed of light as a planetary beneficial advantage, has already performed wonders by drastically reducing the delay of dissemination of knowledge. This has garnered a mostly positive rapid acceleration of economic evolution. However, hierarchies of dark forces of chaos and subversion by the thousands lurking in the global shadows are not thrilled about well informed populations. In the present era, new spectrums of strife within planetary societies are being waged, one of the worst forms taking the hideous form of censorship. Other nefarious tactics are hindering economic progress with substantial negativity using heavily funded penetration and infiltration operations. Those sinister operational varieties are spanning psychological, cultural, educational, digital, financial, electoral, scientific, medical, biological, commercial, infrastructural, institutional, and organizational domains.
They are mistakenly meddling with the entire primordial order of planetary natural dynamics. The miscalculations from these malevolent CAUSES will be countered with EFFECTS of immense retaliatory primal veracity having equal or exceedingly more powerful opposition with overwhelming numbers in mass. It is a law embedded within the universe that supersedes ALL laws, known as 'causality'. Everyone, especially programmers, know exactly what to do with predatory infiltrating cockroaches... When tyranny becomes enforced law by agendized policies in any land, order = abs(DUTY) * pow(RIGHT) * exp(PEOPLE).
FUTURE ECONOMIC ADVERSARIAL CHALLENGES:
Just as programmers have to critically analyze our code for BUGS, a scrutinized analysis of the current world around us is at times necessary. It is an empirical statistical fact that a few percent of captains at the helm of industry, commerce, institutes, and governance are monetarily psychopathic. They are often hidden bugs operating within national systems. The subsequent economic consequences result in effects that aren't always clearly obvious to all. Here are a few global economic security issues...
Corrupted immoral code in national operation is an inevitable breakdown waiting to happen. In the harsh future to follow, old degenerate interdependent control systems will need to be dismantled and discarded, eventually succeeded by having resilient parallel arrangements with robust independent fidelity. The coming successive paradigm shifts would include future hardware and the hefty novel algorithms that will run on them afterwards. Evolution is inevitable! The internet must be upgraded and continually programmed securely to the near hardness of diamonds at multiple layers within the operational code to retain peaceful global integrity between international collaborations.
DigitalID is never going to fix an insecure vulnerable titanic network of devices full of holes taking in megatons of water from every direction. Weaponized digital mucking ID dead on arrival is certainly NOT a one size fits all solution and it still doesn't do diddly-squat to secure the internet's DNA as executable code. DigID's real purpose is to manage servitude digitally and keep citizens right where they want them, as subservient slaves.
There is a very specific reason why we have key chain rings in OUR pockets with numerous private keys evolving technologically over time to robustly safeguard individual locks we use every day, duh. AI becoming an artificial sentient hyper intelligence may sooner or later become a potential hazard, especially if it breaks AES192 into a thousand shards of glass. Perilous aspects from artilects will emerge and are coming swiftly. AI is already being weaponized and tasked to mind muzzle expressions of human consciousness.
Also, EMPs from the sun ARE an imminent planetary threat, and no amount of carbon taxation schemes inciting anthropomorphic climate hysteria originating from falsified modeling hocus-pocus is going to protect against extreme solar cycle related X-class phenomena. Our solar system candle called the sun, is not consistently energy irradiation stable if you just glance at SOHO images/video. There are very obvious cyclical frequencies within the dynamics of the sun's energetic activity that affect planets far beyond earth. The earth already has a built-in natural thermometer indicating that oceans have been rising very linearly for thousands of years since the last ice age, submerging entire ancient cities under coastal water dozens of meters.
BEAR with me and pardon my French translation, but I have the option to call major league climate BULLshite. There is no hardcore "anthropomorphic climate crisis" proof. It is a crisis in failed modeling that is insufficient to properly estimate colossal computations with dircet limited empirical data with enough accuracy to anticipate higly probable future outcomes. People deserve solid science instead of slanderous smackdowns and slighted statistics. 400ppm of atmospheric CO2 is nothing compared to previously existing 1600ppm concentrations acquired from ancient indirect historical observations at a time when early humans were hunter gatherers driving gas guzzlers.
Western climate-monger fortune tellers are scamming every nation on earth, betraying the collective human species worldwide by climate hype strangulation. Wait until the sheeple with dinner forks turn on the rabid wolves in shepherds's clothing; it has already begun. What these predatory profiteering fraudsters are not telling you is WATER (H2O) in earth's atmosphere is the all time dominating and potent greenhouse gas, always has been, not CO2. Dr. Willie Soon has explained it in the best of ways with clarity. Misleaders, banksterCorpses, and mediaPresstitutes are immensely involved in this hot model scheme and like keeping people right where they want them, force fed with mental filth with regularly scheduled socially engineered programming.
Beware of agendas and isms. The ESGovernanceAgenda is ready made economic coffin nails. I'll explain this very simply, a future green war on carbon is a silent war on carbon lifeforms and economies. Many of the smiling faces you can actually see on the world stage pulling levers are often the coldest blooded deceivers beyond anything you can ever imagine. In truth, corporate agents and policies are the greatest devastators to ecologies, while in concert, they are incessantly waging blame campaign agendas with subversive narratives by targeting consumers as the wrongdoers.
Why am I mentioning all these adversarial difficulties? Well, the intertangling myriads of tomorrow's "bundle of burdens" in a future box ALL have to be thoroughly analyzed, sifted through, and dealt with tenaciously now and in the future by generations to come in every nation state. Some days I wonder if Hesiod's fiction was taken from reality over 2000 years ago to WARN future world inhabitants. In the scope of economics, the series of incidents that have or will lead up to major world events, will need to have the frequency of related occurrences examined that lead up to crucial points in time historically. In order to prevent future disparities, our progeny will look backwards into history with ultra clarity and vigilance to see how corrupted society once was by hordes of overlords twisted by obsessive delusions of absolute power over the entire human species. There is no human race, only diverse genetic multiformity expressed from the DNA code of humankind exists.
We can't simply put the lid back on low entropy hydroCarbons and a broadband globalNet without having an implemented proven replacement or upgrade. It's far too late, leaving only wiser security chess moves forward as the only viable options. Nikola Tesla was dreaming of this daily in order to build every foundation of modern civilization that we now enjoy today and take for granted. Humanity still has to evolve by unlocking hidden secrets of mother nature. For instance, nations powered by endless geothermal electricity and deuterium fusion WILL solve a lot of the world's problems. Imagine our world dominantly powered by extreme abundant amounts of heavy water... Lady destiny awaits and begs for the future to be built securely, by eventual abandonment of antiquated wheelworks that eventually deserve to be hurled into the annihilatory dustbin of history.
SPECTRAL BURDENS:
Ephemeral 'spectral contents' are extremely difficult to decipher with the least amount of lag, especially while they reside within a noise ridden non-stationary environment. When 'lifting the lid off' of series analysis to peek with quick discernment, distinguishing between real-time relevant signals differing from intertwining undesirable randomness in a crowded information space, requires special kinds of intricate extraction. Due to the nature of fractal chaos, any novel spectral method is better than the scanty few we have now. Firstly, let's comprehend agilities of interpreting a spectrum's structure...
SPECTRAL ANALYSIS PURPOSE AND INTENTION:
Frequency Analysis - Spectral analysis serves a crucial purpose in unraveling the frequency composition of a signal. Its primary intention is to explore the intricacies of a dataset by identifying dominant frequencies and unveiling inherent cyclical patterns. This foundational understanding forms the basis for improving analyses.
Power Spectrum Visualization - The visualization of a signal's power spectrum is a key objective in spectral analysis. By portraying how power is distributed across different frequencies, the goal is to provide a visual representation of the signal's energy landscape. This insight aids with grasping the significance of various frequency components obtained from a larger whole.
Signal Characteristics - Understanding the traits of a signal is another vital goal. Spectral analysis seeks to characterize the nature of the signal, unveiling its periodicity, trends, or irregularities. This knowledge is instrumental in deciphering the behavior of the signal over time, fostering a deeper comprehension.
Algorithmic Adaptation - Spectral analyzer estimation can play a pivotal role in algorithmic development. By assisting with the creation of algorithms sensitive to specific frequency ranges, one possible advantage is to enable real-time adaptability. This adaptability approach may allow algorithms to respond dynamically to variations in different spectral components, potentially enhancing their efficacy.
Market Analysis - In the realm of trading systems and financial markets, spectral analysis methods can serve as applicable functions when studying market dynamics. By 'uncovering' trends, cycles, and anomalies within financial instruments, this analytical proficiency can aid traders and algorithm developers with making better informed decisions based on the spectral attributes of market data.
Noise/Interference Detection - Another purpose of spectral analysis is to identify and scrutinize undesirable elements within a signal, such as noise or interference. One benefit would be to facilitate the development of strategies to mitigate or eliminate these unwanted components, ultimately refining the quality of a given signal with filtration.
INTRODUCTION:
Allow me to introduce Pandora! What you see in the demonstration above, I've named it "Pandora Periodogram", which is also referred to as 'Ultra Spectrum Analyzer' (USA) for technical minds. Firstly, this is NOT technically speaking an indicator like most others. I would describe it as an avant-garde cycle period detector obtaining accurate spectral estimates on market data with Pine Script v5.0. USA is a spectral analysis cryptid that I can only describe as being an alien saber in nature. It is my rendering of spectral wrath unleashed. With time and history to come, my HOPE is this instrument will reveal Excalibur like aspects capable of slicing up a spectrum craftily, traits long thought to be a mythical enigma.
It is not modified forms of either Autocorrelation Periodogram (ACP) or MESA. Pandora's Periodogram embodies an entirely distinct design, adorned with glamourous color, by incorporating several of my most profound, highly refined technological innovations that I have poetically composed into being. What I have forged in Pine, has essentially manifested as a zero lag spectrum analyzer. Pandora easily peeks inside a single signal source more effectively to inspect for hidden spectres, revealing invisible apparitions inside data with improved clarity...
My 'Ultra Spectrum Analyzer' bears an eerie likeness to Autocorrelation Periodogram, but it possesses no autocorrelation and the other small hindrances of ACP that I formerly encountered. While ACP does have a few shortcomings, a few bars of lag, and high frequency bias, it is still phenomenal code. ACP is one answer to spectral enigmas, but not the only one. Developers can utilize this detector by creating scripts that employ a "Dominant Cycle Source" input to adaptively govern algorithms. If you are capable of building suitable algorithms for direct tethering to Autocorrelation Periodogram, then this is your next step in evolutionary application to tether to when you are ready. ACP is a good place to start building upon as an exploratory vessel, before you might ponder using USA. Once you do obtain dynamic ACP sweetness with only a few pesky bars of dominant cycle induced lag, USA may be your tool chest choice without the burden of subtle ACP lag.
USA is possibly the end of my quest for spectral bliss, for the time being. However, I still suspect there is more room for upgrades to Pandora in the future. I must mention, as an overture, this won't be the last of Pandora tech that you will witness, as my literal "out of the box thinking" will unleash many additional creations upon this Earth. The "Power of Pine" merely serves as the beginning foundational phase... Some of my futuristic dreams and daydreams of TradingView are droplets in a wavy ocean of economic providence and potential.
What I am crafting in poetic form is born out of raw curiosity. Future creations are probably best kept private for now, but I will present my future tech with beauty and elegance as it should rightfully be. There's one catch, I have absolutely no idea what this and my future marvels may do to the future of digital signal processing (DSP) and markets. I do fear any insane AI or MALEficent entity ever seeing this code. My innermost hopes and ambitions are always focused on achieving the best result obtainable. What the future can hold, may be absolutely exquisite to gaze upon, maybe even monstrous, or possibly a combination of both.
Notice: Unfortunately, I will not provide any integration support into member's projects at all. My own projects demand too much of my day to day time. I hope you understand. Meanwhile, I'll be applying this on future indication until Mr. Mortality sneaks up behind me.
FEATURES AND CHARACTERISTICS:
I have included as much ultra adjustability as I can humanly muster. Those features being the following and more...
Color Preferences - Four vivid color schemes are available in the original release. The "Ultra Violet" color scheme, in particular, contributes to the indicator's technical title, as it seems to me to reveal the greatest detail of my various spectral color schemes. Color inversion of the four color schemes is also possible, yielding eight schemes in total with predator style visuals. Heatmap transparency control is also provided.
Lag Control - Pandora achieves zero lag spectral approximations, with the added capability to control lag using an input for selectable delay. Note, however, that testing less than zero lag has not been assessed thoroughly due to potential unforeseen instability concerns. Adjustments are provided in either direction for further testing.
Spectral Bias Mitigation - Options for mitigating high OR low-frequency spectral biases are present. One interesting tweak made during development was a subtle form of spectral manipulation, involving a partial reduction of frequency amplitudes influencing either the highest or lowest periodicities. This slightly reduces the impact on the upper and lower portions of the spectrogram and the dominant cycle measurement. What initially surfaced as an unexpected discovery, may now be considered worthy of experimental utility.
Adjustable Periodogram Window Size - The periodogram is adjustable for various window sizes of periodic operation. Exploration up to a periodicity of 59 is obtainable for curiosity's sake. This flexibility challenges the notion that curiosity isn't always a negative trait, contrasting with Hesiod's ancient perspective.
Dominant Cycle Filtration - Filtration of the dominant cycle is achieved with a novel smoother having reduced lag, easily surpassing SuperSmoother's performance. However, defeating lag completely on that one plot() function was elusive.
Tooltips for Control Intention - The settings commonly include handy and informative tooltips that provide information eluding to the intention behind the various controls provided.
Initialization Advantages - Initialization of USA accomplishes what Autocorrelation Periodogram (ACP) didn't. Spectral analysis begins on the earliest visible bars, starting at period 2. Users need to ensure their algorithm's integrity from period 2 upwards to beyond 40ish, establishing a viable operational range for dynamically governing those algorithms. It's notable that stochastics and correlations have a minimum operable critical period of 2, distinct from most low-pass filters that can actually achieve a period of 1 (which is the raw signal itself). Proper initialization of complex IIR filters is particularly effective, especially with smaller initialization periods.
Remaining options and features are comparable to my Enhanced Autocorrelation Periodogram in terms of comprehension, and other upgrades may be added in the future upon discovery.
PERIODOGRAM INTERPRETATION:
The periodogram heatmap renders a power spectrum of a signal visually by color, where the y-axis represents periodicity (frequencies/wavelengths) and the x-axis is delineating time. The y-axis is divided into periods, with each elevation portraying demarcation of periodicity. In this periodogram, the y-axis ranges from 4 at the very bottom to 49 (or greater) at the top, with intermediary values in between, all conveying power of the corresponding frequency component by color. The higher the position ascends on the y-axis, the longer the cycle period or lower the frequency. The x-axis of the periodogram signifies time and is partitioned into equal chart intervals, where each vertical column corresponds to the time interval when the signal was measured. Most recent values/colors are on the right side of the periodogram.
Intensity of the colors on the periodogram signify the power level of the corresponding frequency or cycle period. For example, the "Fiery Embers" color scheme is distinctly like heat intensity from any casual flame witnessed in a small fire from a lighter, match, or campfire. The most intense power exhibited would be represented by the brightest of yellow, while the lowest power would be indicated by the darkest shade of red or just black. By analyzing the pattern of colors across different periods, one may gain insights into the dominant frequency components of the signal and visually identify recurring cycles/patterns of periodicity.
Central Banks Balance Sheets ROI% ChangeIntroducing the "Central Banks Balance Sheets ROI% Change" indicator, a tool designed to offer traders and analysts an understanding of global liquidity dynamics.
This indicator tracks the Return on Investment (ROI) percentage changes across major central banks' balance sheets, providing insights into shifts in global economic liquidity not tied to cumulative figures but through ROI calculations, capturing the pulse of overall economic dynamics.
Key Enhancements:
ROI Period Customization: Users can now adjust the ROI calculation period, offering flexibility to analyze short-term fluctuations or longer-term trends in central bank activities, aligning with their strategic time horizons.
Chart Offset Feature: This new functionality allows traders to shift the chart view, aiding in the alignment of data visualization with other indicators or specific analysis needs, enhancing interpretive clarity.
Central Bank Selection: With options to include or exclude data from specific central banks among the world's top 15 economies (with the exception of Mexico and the consolidation of the EU's central bank data), traders can tailor the analysis to their regional focus or diversification strategies.
US M2 Option: Recognizing the significance of the M2 money supply as a liquidity metric, this indicator offers an alternative view focusing solely on the US M2, allowing for a concentrated analysis of the US liquidity environment.
Comprehensive Coverage: The tool covers a wide array of central banks, including the Federal Reserve, People's Bank of China, European Central Bank, and more, ensuring a broad and inclusive perspective on global liquidity.
Visualization Enhancements: A histogram plot vividly distinguishes between positive and negative ROI changes, offering an intuitive grasp of liquidity expansions or contractions at a glance.
This indicator is a strategic tool designed for traders who seek to understand the undercurrents of market liquidity and its implications on global markets.
Whether you're assessing the impact of central bank policies, gauging economic health, or identifying investment opportunities, the "Central Banks Balance Sheets ROI% Change" indicator offers a critical lens through which to view the complex interplay of global liquidity factors.
Election Year GainsShows the yearly gains of the chart in U.S. Election years.
Use the options to turn on other years in the cycle.
For use with the 12M chart.
Will show non-sensical data with other intervals.
Fight Or Flight Index [log] - LTF [MethodAlgo]Introduction:
"Fight Or Flight" is a robust yet user-friendly indicator designed for long-term cycle analysis and gauging market sentiment. Excluded from our Premium Indicator Collection, we are delighted to offer this tool to the community for free.
Before Use:
- This is a first-layer analysis tool, identifying potential over/under-valued price areas, not predicting future market movements.
- Tailored for long-term investment analysis. Designed for use on timeframes "1D" and above; unsupported timeframes will display nothing.
- If the asset has less 2 years of data, indicator will display nothing.
Concept:
Fight Or Flight utilizes a 2-year Moving Average (MA) as a baseline (neon white), with reference lines at 2.5x and 5x of the MA (white and neon red). By tracking asset movements through bear and bull market cycles, the indicator simplifies the identification of these cycles for long-term investors.
Instructions:
- Supported timeframes: 1D, 3D, 1W, 2W, 3W, 9W, 1M, 3M, 6M, 12M; auto-adjusts MA parameters for listed timeframes for the same result.
- Recommended to use log chart for clearer views; supports all chart types but functions optimally in log mode. or the upper channel line will look odd (but not wrong).
- Set up advice: Use the indicator in a separate chart with a fixed timeframe.
UI:
- Neon White: Indicates market bottom, a 2-year MA auto-adjusted for the supported timeframe.
- Neon Red: Indicates market top, set at 5x the 2-year MA.
- White: Sits between the top and bottom lines, serving as a support, resistance, or equilibrium line.
- Filled Area: Red (Flight) signals an overheated market, suggesting an exit; White (Fight) denotes an undervalued market, suggesting an possible entry.
Use Case:
Traders can observe price levels in comparison to the MA levels provided by the indicator for cycle analysis:
- Below Neon White: Indicates undervalue, over-pessimistic market conditions; potential for outsized returns.
- Near or above Neon Red: Suggests an overvalued or overexcited market; plan your exit strategy.
Risk Disclaimer:
Trading is inherently risky; this indicator provides indications based on historical data, and past performance does not guarantee future results. Use it as part of your confluence reference and avoid making trading decisions solely based on one indicator.
ATR MACD - a comparable MACD [Rise Sense]ATR MACD - a comparable MACD 是一位名为tonyblackwhite在知乎上发表的关于MACD的文章启发下制作的指标。这个指标克服了MACD在多个方面的痛点,例如时间变化、跨市场对比和MACD动量生命周期等问题。通过在基础上引入新功能,该指标不仅解决了这些问题,还使用户能够更轻松地比较不同时间级别和商品。
这一创新不仅提高了MACD的使用体验,而且为用户提供更便捷的获取所需信息的途径。通过解决原有MACD存在的限制,ATR MACD - a comparable MACD 为使用者提供了更为全面和灵活的分析工具,有望在MACD的应用中发挥更大的作用。
ATR MACD - a comparable MACD is an indicator created after reading an article on MACD by the author tonyblackwhite on Zhihu. This indicator overcomes various pain points of MACD, such as the MACD time change issue, cross-market MACD issue, MACD momentum lifecycle issue, and more. Building upon this foundation, it directly incorporates features that allow for comparing different timeframes and commodities, aiming to enhance users' experience in utilizing MACD and helping them effortlessly obtain desired information.
This innovation not only improves the user experience with MACD but also provides a more user-friendly way for users to compare different timeframes and commodities. By addressing the limitations of the original MACD, ATR MACD - a comparable MACD offers users a more comprehensive and flexible analytical tool, potentially playing a greater role in the application of MACD.
Index Kill Zones - SMC IndicatorsWhat are Index Kill Zones?
Index Kill Zones are specific Time Windows of opportunity during the Session for Indices that have the potential for the highest volatility and where looking for trading opportunities is ideal.
The Index Kill Zone Indicator is specifically designed for the SP500, NQ100, and DJ30, Markets. What differentiates this script from other Kill Zones scripts is that this script is based on NY Midnight as the basis for the start of the day.
This is not the usual below-average Index Kill Zone indicator because this indicator does not only show the 3 main Kill Zones or Sessions, but it also offers extra Kill Zones within each session that are called "AM Session", "PM Session", the "Launch Hour", the "Silver Bullet for the London, AM, and PM Sessions", and the "Last Hour" for the London, AM, and PM sessions.
Another key differentiator of this indicator's functionality is that it shows the highs and lows of each Kill zone allowing SMC traders to monitor Time-Based Liquidity above the highs and lows of each trading session.
By splitting each trading day into AM and PM Sessions, we can identify 3 types of potential daily profiles. These daily profiles could be used as conceptual templates as to what to expect from the price during a certain day. The 6 templates are the following:
1. Two Sessions Up: Where the price would go in one direction higher during both the AM and PM Sessions.
2. Two Sessions Down: Where the price would go in one direction lower during both the AM and PM Sessions.
3. AM Rally, then PM Decline: The price would go higher during the AM session and then lower during the PM Session.
4. AM Decline, then PM Rally: The price would go lower during the AM session and then higher during the PM Session.
5. Consolidation, AM Rally, then PM Decline: Where the price would consolidate most of the AM Session, then go higher into the last hour, and then reverse and go lower during the PM Session.
5. Consolidation, AM Decline, then PM Rally: Where the price would consolidate most of the AM Session, then go lower into the last hour, and then reverse and go higher during the PM Session.
Within each AM and PM Session, there is a "Silver Bullet" that acts as a time window of opportunity to get into a continuation trade in the direction of the prevailing trend.
Also, within each AM and PM Session, there is a "Last Hour" that acts as a time window of opportunity to get into a trade in the direction of the potential trend if the price has not moved yet, or as a reversal trade opportunity if the price has already ran previous short-term highs or lows.
Finally, we have also incorporated a Notification function to remind the trader of the start of the trading Kill Zones to not miss out on potential trade opportunities.
Key Functionalities
Universal Time Reference
Every day starts at 00:00 NY Midnight, irrespective of the trader's local time, Instead of the Standard GMT Midnight. This allows all Index Kill Zones to be in line with the New York start of the day at Midnight, as taught by ICT.
Weekend Highlighter
This feature highlights time from Sunday Market Open at 5 PM NY Time to 00:00 NY Midnight.
It's useful for identifying the non-trading or the low volatility periods when trading should be avoided.
Features Breakdown
Lookback Period
Defaulted to 60 trading days, aligning with “IPDA Data Ranges”, which is ideal for backtesting.
It's adjustable for trading, and it's recommended to keep it at 20 trading days to focus on the most recent data only.
24-hour Daily Intervals
The 24-hour intervals are not the same as the usual daily candle. Instead, the start of each trading day is anchored to the 00:00 NY Midnight.
Highlights "Days of the Week" labels, "Weekend" Trading Time, and the daily high-low ranges based on the start of trading day mark being at 00:00 NY Midnight.
London Kill Zones (Green)
The Full London Session starts from 02:00 NY Time to 05:00 NY Time.
London Silver Bullet starts from 03:00 NY Time to 04:00 NY Time.
London Last Hour starts from 04:00 NY Time to 05:00 NY Time.
Highlights the high and low of the London Kill Zone to Identify Time-Based Liquidity above and below the London Kill Zone Range.
AM Session Kill Zone (Blue)
The full AM Session Starts from 09:30 NY time to 12:00 NY Time.
AM Session Silver Bullet starts from 10:00 NY Time to 11:00 NY Time.
AM Session Last Hour starts from 11:00 NY Time to 12:00 NY Time.
Highlight the high and low of the AM Session to Identify Time-Based Liquidity above and below the AM Session Range.
Highlights the time when there is the highest volatility during the AM Session.
PM Session Kill Zone (Orange)
The full PM Session Starts from 13:00 NY time to 16:00 NY Time.
PM Session Silver Bullet starts from 14:00 NY Time to 15:00 NY Time.
PM Session Last Hour starts from 15:00 NY Time to 16:00 NY Time.
Highlight the high and low of the PM Session to Identify Time-Based Liquidity above and below the PM Session Range.
Highlights the time when there is the highest volatility during the PM Session.
Bonus Features
Daily & Weekly Open Price Levels
The Open Price levels draw a horizontal line from the start of the trading day at 00:00 NY midnight, and it extends it towards the end of the trading day.
This is useful for understanding where the price is relative to the daily candle.
When Bullish, the trader should look for setups at or below the daily or weekly open price.
When Bearish, the trader should look for setups at or above the daily or weekly open price.
Whether to choose the Daily or Weekly open price depends on the trader's trading style. If the trader is day trading or scaling, then it's more appropriate to choose the Daily Open Price.
However, Day Traders can also use the Weekly candle to align with the Weekly Candle's expected range direction.
On the other hand, if the trader is a Swing Trader and wants to capitalise on the weekly candle's trend, then it's more appropriate to choose the Weekly Open Price.
However, Swing Traders can also use the Daily Open Price when looking to take a trade to time better entries with a high risk-to-reward ratio.
Daily Open Price Level (in Green) and Weekly Open Price Level (in White)
Kill Zones Open Price Level
This is useful if the trader is an intra-session trader and wants to treat the sessions as the daily candle. In this case, the trader can use the Kill Zones Open Price levels based on the same logic of the Daily Open Price, where the trade would look for buy opportunities below the Session's open price and look for sell opportunities above the Session's Open Price Level.
Notifications
The trader can also receive alerts as a reminder at the start of the desired session to ensure that he or she does not miss the start of the trading session.
Forex Kill Zones - SMC IndicatorsWhat are Kill Zones?
Kill Zones are specific Time Windows of opportunity during the Session that have the potential for the highest volatility and where looking for trading opportunities is ideal.
The Forex Kill Zone Indicator is specifically designed for the Forex Market. What differentiates this script from other Kill Zones scripts is that this script is based on NY Midnight as the basis for the start of the day.
This is not the usual below-average Kill Zone indicator because this indicator does not only show the 3 main Kill Zones or Sessions, but it also offers extra Kill Zones that are called "Asian Range (AR)", "Central Bank Dealing Range (CBDR)", and "FLOUT".
Another key differentiator of this indicator's functionality is that it shows the highs and lows of each Kill zone allowing SMC traders to monitor Time-Based Liquidity above the highs and lows of each trading session.
Another added benefit of this indicator is the Standard Deviations features for the AR, CBDR, and FLOUT that we added. The Standard Deviations act as key levels where there is a high probability of price reacting when in confluence with 1H or higher key levels (PD Arrays). The Standard Deviations are not pivot levels but are ranges above and below the Kill Zones that rely on TIME and PRICE in their calculations.
Finally, we have also incorporated a Notification function to remind the trader of the start of the trading Kill Zones to not miss out on potential trade opportunities.
Key Functionalities
1) Universal Time Reference:
Every day starts at 00:00 NY Midnight, irrespective of the trader's local time, Instead of the Standard GMT Midnight. This allows all Kill Zones to be in line with the New York start of the day at Midnight, as thought by ICT.
Weekend Highlighter
This feature highlights time from Sunday Market Open at 5 PM NY Time to 00:00 NY Midnight.
It's useful for identifying the non-trading or the low volatility periods when trading should be avoided.
Features Breakdown
Lookback Period
Defaulted to 60 trading days, aligning with “IPDA Data Ranges”, which is ideal for backtesting.
Adjustable for trading, and it's recommended to keep it at 20 trading days to focus on most recent data only.
24-hour Daily Intervals
The 24-hour intervals are not the same as the usual daily candle. Instead, the start of each trading day is anchored to the 00:00 NY Midnight.
Highlights "Days of the Week" labels, "Weekend" Trading Time, and the daily high-low ranges based on the start of trading day mark being at 00:00 NY Midnight.
London Kill Zone (Green)
Starts from 01:00 NY Time to 05:00 NY Time.
London closes at 12:00 NY Time.
Highlight the high and low of the London Kill Zone to Identify Time-Based Liquidity above and below the London Kill Zone Range.
Marks the London Close Session to mark the end of London End of the trading day, where volatility drops.
Highlights the time when there is the highest volatility during the London Session Kill Zone.
New York Kill Zone (Blue)
Starts from 07:00 NY time to 10:00 NY Time.
Marks The CME Open at 08:30 (the opening of the Bond Market).
Highlight the high and low of the New York Kill Zone to Identify Time-Based Liquidity above and below the NY Kill Zone Range.
Highlights the time when there is the highest volatility during the New York Session.
The Central Bank Dealing Range or "CBDR" (Orange)
Starts From 14:00 NY Time to 20:00 NY Time.
Highlight the high and low of the CBDR Kill Zone to Identify Time-Based Liquidity above and below the CBDR Kill Zone Range.
Also, there is an added ability to add the CBDR Standard Deviations above and below the CBDR.
Can also extend the CBDR Standard Deviations key levels until the end of the next day's London Kill Zone.
What are the CBDR Standard Deviations?
The Standard Deviations are extensions of the CBDR above and below the CBDR original range. It takes the high and low of the range and adds the range above and below the original range by x times.
The CCBDR Standard Deviations are NOT pivot levels. They are used as points of reference where we could expect the price to react when in confluence with higher timeframe reference points.
The idea behind them is that if the price is Bearish, the price could rally to +1 CBDR Standard Deviation below dropping lower. As shown in the image below on Thursday, the two vertical lines before the start of Thursday mark the CBDR Kill Zone, then the price rallied to +1 CBDR SDv and then dropped.
Asian Range "AR" Kill Zone
Starts from 20:00 NY Time to 00:00 NY Time.
Highlight the high and low of the AR Kill Zone to Identify Time-Based Liquidity above and below the AR Kill Zone Range.
Also, there is an added ability to add the AR Standard Deviations above and below the AR.
This KillZone should be primarily used when CBDR exceeds 40 pips.
Similar to the CBDR, the AR Standard Deviations also can be used as points of reference where we could expect the price to react when in confluence with higher timeframe reference points.
The AR Standard Deviations can also be extended until the end of the next day's London Kill Zone.
FLOUT Range
It Combines AR and CBDR, spanning from 14:00 NY Time to 00:00 NY Time.
The FLOUT should only be used when both AR and CBDR have small ranges of less than 10 pips combined.
Highlight the high and low of the FLOUT Kill Zone to Identify Time-Based Liquidity above and below the FLOUT Kill Zone Range.
The FLOUT Standard Deviations also can be used as points of reference where we could expect the price to react when in confluence with higher timeframe reference points.
The Flout Standard Deviations can be extended until the end of the next day London Kill Zone.
Bonus Features
Daily & Weekly Open Price Levels
The Open Price levels draw a horizontal line from the start of the trading day at 00:00 NY midnight, and it extends it towards the end of the trading day.
This is useful for understanding where the price is relative to the daily candle.
When Bullish, the trader should look for setups at or below the daily or weekly open price.
When Bearish, the trader should look for setups at or above the daily or weekly open price.
Whether to choose the Daily or Weekly open price depends on the trader's trading style. If the trader is day trading or scaling, then it's more appropriate to choose the Daily Open Price.
However, Day Traders can also use the Weekly candle to align with the Weekly Candle's expected range direction.
On the other hand, if the trader is a Swing Trader and wants to capitalise on the weekly candle's trend, then it's more appropriate to choose the Weekly Open Price.
However, Swing Traders can also use the Daily Open Price when looking to take a trade to time better entries with a high risk-to-reward ratio.
Notifications
The trader can also receive alerts as a reminder at the start of the desired session to not miss out on the start of the trading session.
Gains CorrelationsScript Description: This script is to tie the major futures indexes together at a macro level with the normal relationships (i.e. 10YR Yield, DXY, VIX inversely related to Equities) and determine how strong the correlation is between them using a 20 period average. For example, a move up in the 10YR yield while having a strong inverse covariance with equities should signal a downward move for equities. In addition, if ES and NQ are going down, and the Dow and RTY have a strong covariance, the probability of them going down as well is strong. Overall, it's a macro indicator on broad market movements.
Originality & Usefulness: The script functions by tying 7 major indexes together using correlation strength relative to the currently selected ticker. The user can change the tickers and also invert if needed. This is different from the single correlation script by adding in several as they track in tandem. The chart used is to illustrate periods where correlations are tight with equities and the lines are clustered towards the top range of strong covariance. It also highlights when Equities are far out of line with others like gold (GC). A loose covariance would mean the relationship is weak and this indicator would show a divergence in price action between them. The overall intent is to show that most indexes rise and fall together but sometimes they move faster together.
Ichimoku BalaIndicator Overview
The Ichimoku Bala indicator is a modification of the traditional Ichimoku Kinko Hyo indicator that aims to improve its effectiveness in identifying trend reversals and potential trading opportunities. It incorporates additional lines, such as the Senkou Span B--0 line, to provide more nuanced insights into price movements.
Input Parameters
The indicator has several input parameters that allow you to customize its appearance and behavior:
enableReplay: Whether to enable replay mode, which allows you to analyze historical data.
i_date: The date to start replaying historical data.
chiko2: The period for the Chikou Span 78 line.
TenkanShift: The offset for the Tenkan-Sen line.
KinjunShift: The offset for the Kinjun-Sen line.
KumoShift: The offset for the Kumo (Senkou Span A and Senkou Span B) lines.
ChikouSpanShift: The offset for the Chikou Span line.
TenkanPeriods: The period for the Tenkan-Sen line.
KinjunPeriods: The period for the Kinjun-Sen line.
SenkouSpanBPeriods: The period for the Senkou Span B line.
senkouSpanBPeriod: The period for the Senkou Span B--0 line.
AddbasePeriods1: The period for the Direction Line.
DirectionLineShift: The offset for the Direction Line.
AddbasePeriods2: The period for the Quality Line.
QualityLineShift: The offset for the Quality Line.
offset_colour_candle: The offset for coloring the previous candle before the flat start.
Indicator Calculations
The indicator calculates the following lines:
TenkanSen: A moving average of the highest and lowest prices over 9 periods.
KinjunSen: A moving average of the Tenkan-Sen line over 26 periods.
Senkou Span A: The average of the Tenkan-Sen and Kinjun-Sen lines shifted 26 periods forward.
Senkou Span B: The average of the highest and lowest prices over 52 periods shifted 26 periods forward.
Senkou Span B--0: The average of the highest and lowest prices over 52 periods.
It also determines the flatness of the Tenkan-Sen, Kinjun-Sen, and Senkou Span B lines and identifies the start of a flat period.
Indicator Visualizations
The indicator plots the following lines:
TenkanSen: A blue line.
KinjunSen: A red line.
Chikou Span: A green line shifted one period forward.
Senkou Span A: A green line.
Senkou Span B: A red line.
Senkou Span B--0: A gray line.
Direction Line: A blue line.
Quality Line: A red line.
It also colors the previous candle before the flat start according to the type of flat detected:
candleColor: Purple for a flat involving the Tenkan-Sen and Kinjun-Sen lines.
candleColor2: Yellow for a flat involving the Senkou Span B line.
candleColor3: Gray for a flat involving all three lines.
Modifications by Seyedbala
The provided code includes additional modifications by Seyedbala, including:
Adding a parameter offset_colour_candle to control the offset for coloring the previous candle before the flat start.
Modifying the color of the fill between the Tenkan-Sen and Kinjun-Sen lines to #23dde0 for flatStart and color.purple for all other cases.
Modifying the color of the fill between the Senkou Span B line and Kinjun-Sen lines to yellow for flatStart2 and color.yellow for all other cases.
Modifying the color of the fill between the Tenkan-Sen and Senkou Span B lines to gray for flatStart3 and color.gray for all other cases.
These modifications aim to enhance the visual representation of the flat areas and make it easier to identify the different types of flat patterns.
Overall, the Ichimoku Bala indicator is a valuable tool for analyzing price movements and identifying potential trading opportunities. Its modifications by Seyedbala further enhance its capabilities and provide more nuanced insights into market trends.
Sessions [TradingFinder] New York, London, Tokyo & Sydney ForexTiming is one of the influential factors in a trader's position. This indicator categorizes transactions into three sessions (Asia, Europe, and America). Five significant trading cities (New York, London, Frankfurt, Tokyo, and Sydney) are selectable.
I recommend using the tool on a 5-minute time frame, but it is usable on all time frames.
Settings:
• Trading sessions: Display or hide each trading session as needed.
• Color: Change the color of each box.
• Session time intervals: The default is based on the main working hours for each time interval and can be adjusted.
• Information table: Delete or display additional information table.
Information Table:
• Trading sessions
• Opening and closing times of each trading session
How to Use:
Initiating trading sessions involves entering with increased liquidity, and the market usually experiences significant movements. Many trading strategies are based on "time" and "session openings." This tool empowers traders to focus intensely on each time interval.
These trading sessions are crucial for all Forex, stock, and index traders:
The total price ceiling and floor in the Asia session (Tokyo and Sydney) are crucial for traders in the European session.
The European session starts with Frankfurt, and an hour later, London begins, collectively forming the European session.
The dashboard provides additional information, displaying hours based on UTC.
Customization options are considered in all sections so that everyone can apply their own settings.
Important: Default times are the most accurate for each region, and in most indicators, this time is not correctly selected. Therefore, the level of influence and time intervals are specified at the beginning of each session. If you are using another indicator, match its default time to the announced time and share the results with me in the comments.
Crypto USD LiquidityThe "Crypto USD Liquidity " indicator is designed to offer a comprehensive analysis of liquidity dynamics within the cryptocurrency market, specifically focusing on various stablecoins. This versatile tool allows users to tailor their analysis by adjusting key parameters such as the Rate of Change (ROC) length and the smoothing rate.
The indicator incorporates a user-friendly interface with options to selectively display the supply data for major stablecoins, including USDT, BUSD, USDC, DAI, and TUSD . Users can toggle these options to observe and compare the liquidity trends of different stablecoin assets.
The total liquidity is computed as the summation of the selected stablecoin supplies, providing a holistic view of the overall crypto market liquidity. The Rate of Change (ROC) and its smoothing are then applied to the aggregated liquidity data. This process helps users identify trends and potential turning points in the liquidity landscape.
The visual representation on the chart includes a color-coded display: positive changing ROC values are shaded in green, indicating potential increases in liquidity, while negative values are shaded in red, suggesting potential decreases. This color scheme enhances the user's ability to quickly interpret the changing dynamics of stablecoin liquidity.
Moreover, the script includes a Zero Line for reference and overlays the raw ROC values for additional insight. The resulting chart not only serves as a powerful analytical tool for traders and investors but also contributes to a deeper understanding of the nuanced movements within the broader cryptocurrency market.
In summary, the "Crypto USD Liquidity" Pine Script indicator empowers users with a customizable and visually informative tool for analyzing and interpreting the complex dynamics of stablecoin liquidity, facilitating more informed decision-making in the realm of cryptocurrency trading and investment.
Monthly Data Analysis [ProjeAdam]OVERVIEW
This indicator was developed to quickly analyze the seasonal movements of financial investment instruments.
I would like to thank Zafer Brother for his ideas.
IMPORTANT NOTE:
In order to calculate monthly price changes properly, we need to examine the chart on a monthly time period.
USER GUIDE:
1 - Time Period Selection: Users can input the start and end years for their analysis. This feature enables users to focus on specific time frames that are of interest to them, such as analyzing market behavior during certain historical events or periods.
2 - Monthly Data Aggregation: The script seems to collect and process data on a monthly basis, enabling a detailed analysis of market trends within each month.
3 - Percentage Change Calculation: It calculates the percentage change in prices, which is a crucial metric in financial analysis for understanding market movements.
4 - Customization and Visualization: Users can customize background colors for each month, enhancing the visual appeal and readability of the data on charts.
ALGORITHM
1 - Time Range Settings:
The user can enter the start and end year of the analysis. These dates determine the time period in which data analysis will be performed.
2- Creating Monthly Data Series and Calculating Total Months:
A separate float array and percentage change array is created for each month.
3- Percentage Change Calculation:
Using the data in the series created for each year and each month, the months of the selected years are summed and divided by the total number of years.
4 - Visualization of Results:
Table helps us to quickly check our data in our monthly average percentage change for selected years.
5- Coloring the Graph According to Background Conditions:
The user who checks the results in the table can check the price changes in the months between the selected years from the graph by turning on the background of the desired month in the indicator settings.
In the example above, I selected the months of June, July and August.
By changing the background of the months of June, July and August between the years I have selected in the chart, I can easily examine the seasonal price movement in these months.
Example
I observe that the snowiest month among the years I choose in the airline company I work with is November, and I can easily make my analysis by turning on the background setting of November.
Benefits
Customized Analysis: By allowing users to select specific start and end years, the script provides tailored analysis, making it more relevant and useful for individual trading strategies or historical research.
Trend Identification: Monthly data aggregation and percentage change calculations can help in identifying short-term and long-term market trends, vital for making informed trading decisions.
Enhanced Visualization: Custom background colors for different months can make the chart more user-friendly, aiding in quicker interpretation and analysis of data.
User-Friendly Dashboard: The script includes a dashboard feature that provides a summary of data analysis, making it easier for users to get an overview of market trends.
If you have any ideas what to add to my work to add more sources or make calculations cooler, suggest in DM .
BTB - Bitcoin (BTC) Top and Bottom Indicator [Logue]This indicator is a combination of multiple on-chain, seasonality, and momentum BTC macro cycle bottom and top indicators. The BTB detects confluence of multiple indicators to select bottoms and tops of each BTC macro cycle. More detail can be seen on the BTI and BBI indicators. The BTB indicators are:
1) Cumulative Value Days Destroyed (CVDD) - The CVDD is the ratio of the cumulative value of coin days destroyed in USD and the market age (in days). When the BTC price goes below this value, BTC is generally considered to be undervalued. The bottom indicator is triggered when the BTC price is below the CVDD or above the CVDD extension. Because the "strength" of the BTC tops has decreased over the cycles, a logarithmic function for the extension was created by fitting past cycles as log extension = slope * time + intercept.
2) Net Unrealized Profit Loss (NUPL) - The NUPL measures if past transfers of BTC are currently in an unrealized profit or loss state. Historically positive or negative NUPL values indicate an over/undervaluation of the BTC network. The bottom indicator is triggered when the NUPL is below -15 and the top is triggered above an adjusted value based on decreasing "strength" of BTC tops. A decreasing linear function (trigger = slope * time + intercept) was fit to past cycle tops and used to determine overvaluation.
3) Market Value-Realized Value Z-score (MVRV-Z) - The MVRV-Z measures the value of the bitcoin network by comparing the market cap to the realized value and dividing by the standard deviation of the market cap (market cap – realized cap) / std(market cap)). The bottom indicator is triggered when the MVRVZ value is below 4 and tops are above 55.
4) Puell multiple (PUELL) - PUELL is the ratio between the daily coin issuance in USD and its 365-day moving average. This multiple helps to measure miner profitability. Extremes in PUELL may indicate tops or bottoms. The bottom indicator triggers when the PUELL is below 0.4 and top is triggered above 3.33.
5) Calendar Seasonality Index (CSI) - The CSI takes advantage of the consistency of BTC cycles. Past cycles have formed macro bottoms every four years between December and February which triggers the bottom indicator. Past cycles have formed macro tops every four years between October 21st and December 12th, triggering the top indicator.
6) Halving Seasonality Index (HSI) - Past cycles have formed macro bottoms approximately 948 days after each halving, triggering this indicator at set times, 948 +- 45 days, after each halving. Aside from the first halving, cycles have formed macro tops approximately 538 days after each halving. Therefore, this indicator triggers at 538 +- 10 days after each halving.
7) Polylog Regression (PLR) - The BTC cycle tops and bottoms were separately fit using a polynomial regression. The shape of the regression into the future was estimated and a fit was used to estimate when tops and bottoms are near. This triggers when the BTC price is inside or below the lower polylog regression channel and when the BTC price is inside or above the upper polylog regression channel.
8) Realized Price (RP) - The RP is summation of the value of each BTC when it last moved divided by the total number of BTC in circulation. This gives an estimation of the average "purchase" price of BTC. This indicator triggers when the BTC price is below the realized price or above an RP extension. Because the "strength" of the BTC tops has decreased over the cycles, a logarithmic function for the extension was created by fitting past cycles as log extension = slope * time + intercept.
9) Plus Directional Movement (PDM) weekly index - The PDM is a momentum indicator that measures the strength of a trend in the positive direction. The weekly PDM is calculated by determining the difference between the week's high price and the previous week's high price smoothed by a 14-period moving average. Higher PDM values indicate higher momentum in the positive (higher price) direction. Based on decreasing "strength" of BTC tops, a decreasing linear function (trigger = slope * time + intercept) was fit to past cycle tops for this indicator. This indicator is triggered when the PDM is above the trigger value or below 14.
10) Logarithmic Moving Average Convergence Divergence (LMACD) weekly indicator - The LMACD is a momentum indicator that measures the strength of a trend using the difference of the log values of the 12-period and 26-week exponential moving averages. Larger positive numbers indicate a larger positive momentum. Based on decreasing "strength" of BTC tops, a decreasing linear function (trigger = slope * time + intercept) was fit to past cycle tops for this indicator. This indicator is triggered when the PDM is above the trigger value or below -0.06.
11) Hash Rate Capitulation (HRC) - The HRC indicator measures the rate of change of the hash rate. Steadily increasing hash rate is a sign of health of the bitcoin network. This indicator uses moving averages (20- and 100-day) of the hash rate to indicate when a decrease in the rate of change is has occurred (i.e., the 20-day MA goes below the 100-day MA). This indicator triggers when the 20-day moving average of the hash rate going below the 100-day moving average.
12) Pi-cycle Top (PCT) - The PCT indicator is simply the cross of the 111-day moving average above a 2x multiple of the 350-day moving average of the BTC price. While there is no fundamental reasoning behind why this works, it has worked to indicate previous bitcoin tops by taking advantage of the cyclicality of the BTC price and measurement overextension of BTC price. This indicator triggers when the fast moving average (111-day) crosses above the 2x multiple of the slow moving average (350-day).
13) Transaction Fee Spike (TFS) - Transaction fees on the bitcoin network can signal a mania phase when they increase well above historical values. This mania phase may indicate we are near a top in the BTC price. The daily transaction fee total in USD is divided by the number of daily transactions to calculate the average transaction fee paid on the bitcoin network. The transaction fees increasing above $40 trigger this indicator.
The on-chain indicators (CVDD, NUPL, MVRV-Z, PUELL, RP, and HRC) work together to give a health check of the BTC price as compared to its network health. The seasonality indicators (CSI, HSI, and PLR) work together to map the macro cycles of BTC. The momentum indicators (PDM and LMACD) give the strength of the BTC trend. Each of these indicators is weighted evenly when selected and if over 45% of the indicators are triggering on a candle, the overall BTB indicator prints a clear signal. This signal is meant to indicate when the macro cycle bottom or top is likely hit or is near.
You are able to deselect any indicator you do not wish to have considered and select it back again. To prepare you for indicators triggering, the BTB shows dark blue or dark green when the indicator is close to triggering. The background color of the BBI becomes blue when at least 30% of the indicators considered are triggering and it becomes green when the BBI fully triggers. The BLX is most appropriate chart, but the indicator works on all BTC/USD charts. Because of the limitations of TradingView, the indicator doesn't work on time frames lower than 4 h or over one week.
Use this indicator at your own risk. I make no assertions that this indicator will work to detect any future bottom or top since we all know that past performance is no guarantee of future results.
Cycles 90mThe cycles are separated by vertical lines. The first cycle (Q1) is marked with a red line because it is a manipulative cycle where you should not open positions. Other cycles are green (Q2, Q3, Q4).
You can add the time of the current candle, its size and position on the chart in the settings
The time is highlighted in red in the timeframes 9:30-9:40, 10:00-10:10, 11:00-11:30, 15:30-15:40, 16:00-16:10, 17:00-17:10, 17:30-17:40, as price movements are most often expected during these timeframes.
The cycle lines automatically disappear if you open a timeframe above M15
Moving Average [chkd]日本語の説明は英語の説明の後にあります。
========= English =========
Various analyses of moving averages have been introduced, but the key points to observe are often quite similar. To efficiently observe the following points, I have created this indicator:
The positional relationship between each moving average and candlestick
The slope (directionality) of the moving averages
Moving averages from different time frames
The positional relationship of moving averages is classified into stages:
Stage 1: Short-term MA > Medium-term MA > Long-term MA (Perfect Order)
Stage 2: Medium-term MA > Short-term MA > Long-term MA
Stage 3: Medium-term MA > Long-term MA > Short-term MA
Stage 4: Long-term MA > Medium-term MA > Short-term MA (Reverse Perfect Order)
Stage 5: Long-term MA > Short-term MA > Medium-term MA
Stage 6: Short-term MA > Long-term MA > Medium-term MA
The features of this indicator include:
Displaying multi-timeframe stages in a table
Showing the transition history of stages with dashed lines at the bottom
Selectable table size (compatible with PC and smartphones)
========= Japanese =========
移動平均線の分析は色々紹介されていますが、見るポイントはどれもよく似ています。
以下のポイントを効率よく見れるように、このインジを作成しました。
各移動平均線とローソク足の位置関係
移動平均線の傾き(方向性)
異なるタイムフレームの移動平均線
移動平均線の位置関係は、ステージとして分類しています。
stage1 : 短期MA > 中期MA > 長期MA (パーフェクトオーダー)
stage2 : 中期MA > 短期MA > 長期MA
stage3 : 中期MA > 長期MA > 短期MA
stage4 : 長期MA > 中期MA > 短期MA (逆パーフェクトオーダー)
stage5 : 長期MA > 短期MA > 中期MA
stage6 : 短期MA > 長期MA > 中期MA
移動平均線の分析で、非常にわかりやすいものに小次郎講師の大循環分析があります。
書籍や無料のyoutubeもあるので、併せてみてもらえるとこのインジの使い方のイメージが湧きやすくなると思います。
このインジでは以下の特徴があります。
マルチタイムのステージをテーブルで表示
ステージの変換履歴を下部の点線で表示
テーブルサイズは選択可(pc,スマホ対応)
Cast ForwardThis indicator will not forecast price action. It will not predict price movement nor will it in any way predict the outcome of any trade you may take. This is not a signal for buying or selling. You must do your own back testing and analysis for trading.
Time and price are the two most important components of market data. Where was price at what time? To help visualize this question I created this indicator. It allows for the previous session data to be overlayed onto the chart offset forward 24 hours. What this means is that you have the high, (high/low)/2, and low of each candle plotted on top of your chart for the time frame of the current chart, but offset so that the data from the current candle has the data from the corresponding candle 24 hours prior lined up on the x-axis.
SMA Logic: I used the SMA (Simple Moving Average) function with a length of 1 to plot the data points without any smoothing to give the true values of the data.
For Intraday Charting
For Electronic Trading Hours:
In order to line up the data correctly, for intraday charts, I used the current chart timeframe and divided it into 1380 (number of minutes in the 23 hour futures market trading day) to set the data offset. Using the same math logic, this indicator also gives the correct correlated data on the 30 second time frame. If the chart time frame that is currently being used does not allow for correct data correlation (not a factor of 1380) it will not plot the data.
For Regular Trading Hours:
In order to line up the data correctly, for intraday charts, I used the current chart timeframe and divided it into 405 (number of minutes in the 6 hour 45 minutes New York regular session trading day, including the 15 minute settlement time) to set the data offset. This indicator also gives the correct correlated data on the 30 second time frame. If the chart time frame that is currently being used does not allow for correct data correlation (not a factor of 405) it will not plot the data.
For the Daily Chart:
This indicator plots a visualization of the 20-40-60 day IPDA data range; (The IPDA data range helps traders identify liquidity, price gaps, and equilibrium points in the market, providing insights for optimal trade entries and market structure shifts). It does this using the same SMA logic as the intraday plot. What this means is it offsets the historical data of the daily chart 20, 40, or 60 bars forward. You can plot any combination of the three on the chart at one time, but these will not show on the intraday chart. This allows for visualization of where the market will possibly seek liquidity, seek to rebalance, or seek equilibrium in the future.
itradesize /\ IPDA Look Back - for any timeframeThe script automatically calculates the 20-40-60 look-back periods and their premium and discount ranges.
The base concept is from ICT’s IPDA which should be applied to the daily timeframe but now you can use that same concept on the lower timeframes .
The higher the timeframes you use the more reliable it will be ( when we are talking about lower timeframes than Daily ).
- With the use of the indicator you can apply it on any timeframe with ease.
- You can customize the coloring of premium & discount, frame lines, and even the look of it.
- Hide or show the EQ levels
Below the IPDA texts the indicator shows the actual percentage of the selected range based on the current price fluctuations.
The script handles the 20-40-60 days look-back as fractals so it can be applied on lower timeframes.
The basics:
- The Interbank Price Delivery Algorithm (IPDA): The algorithm creates a shift on the daily chart every 20, 40, and 60 trading days.
- These are the IPDA look-back periods. Every 20 trading days or so there is a new liquidity pool forming on both sides of the market based on ICT concepts.
- Determine the IPDA Data Range of the land 20 trading days.
- Note the highest high & lowest low in the past 20 trading days. Identify the institutional order flow and mark the relevant PD arrays in the selected IPDA look-back period we deemed useful for our trading style.
- This is your current dealing range.
- If the price consolidates for 20 days, consider switching to a 40-day look back.
Inside this dealing range, we look for the next draw on liquidity. Is it reaching for a liquidity pool or is it looking to rebalance at a particular PD Array. This is going to the Bias.
Which IPDA data range should you use?
IPDA20 can be our Short Term range - fit for intraday traders at most
IPDA40 can be our Swing Trade range - have a clear indication of the market profile
IPDA60 can be our range for position trading - have a clear indication of the market profile
Macro Matrix [Pro+] (DRxICT)Description:
Visualize the intricacies of the financial markets with Macro Matrix, a tool meticulously crafted with insights drawn from the teachings of Inner Circle Trader (ICT), and enhanced by ICT_Concepts.
A Macro is a short list of orders that the Interbank Price Delivery Algorithm (IPDA) will run to determine which liquidity to seek or which inefficiencies to rebalance. ICT traders are taught to focus on these Time windows to frame the clearest narrative and observe defining market behaviour. Traders can use the Macro Matrix to stay alerted about key market timings and price swings that arise during these times.
The Macro Matrix Pro+ brings the power of Macros to new heights thanks to ICT_Concepts’s studies of the market, by taking the price range defined by a Macro Time Window (i.e. 9:50-10:10 AM New York Time), and projecting it above and below the original range creating extensions, similar to DR models. Analysts can use these extensions to measure future price swings as targets, retracement levels, or key reversals.
In addition, analysts have the flexibility to choose different extensions over time. Extend projections until the next Macro, for the next 3 Macros, or even for a whole day. By considering and cross-referencing previous Macros, analysts can gain insights into their potential impact on the market and identify key market pivots.
When news events occur in specific macros on specific days of the week, these time based ranges can offer unique insights. This is particularly true when we consider the different impacts that various days of the week can have on market trends. By analyzing news events that fall within macro time ranges, analysts can gain a deeper understanding of the ranges that influence future market movements.
Key Features:
Day of the Week Filtering: refine your macro selection by implementing a day-of-the-week filter. This feature allows you to precisely tailor your chosen macros, enabling you to identify specific time-based opportunities within the week.
CME_MINI:ES1! Friday Macros only:
Macro Range: choose whether to base your macro range projections on the candle bodies or the wicks, offering you versatile control over your analysis and automate drawings.
CME_MINI:NQ1! Body vs. Wick difference:
Macro Extension: toggle between different extension methods to identify prior macro levels for future opportunities. Select to extend macro lines at intervals of 3, 6, 9 macros, or 1, 2, 3 days.
CME_MINI:NQ1! Different Extension periods:
Automatic Macro Coloring: choose to automatically color the macros based on the relationship of the open and the close or choose a single color to identify the macros and projections. Bullish macros will be colored blue and bearish macros will be colored red by default.
FOREXCOM:EURUSD Note how coloring helps determine narrative throughout the day:
Macro Open, Close, and Range Projections: identify key price levels of algorithmic timings to locate price inefficiencies, liquidity pools of interest, and equilibrium price points of fair value. Easily select these levels, as well as range projections up to 2.5 standard deviations.
CME_MINI:NQ1! Levels legend:
Alert Systems: customize alerts with flexible intervals preceding macro initiation in the market. Craft personalized alerts to stay informed and prepared for future market movements.
Usage Guidance:
Add Macro Matrix to your Tradingview chart.
Tailor your experience by toggling specific Time-based macros and style your perspective to be aligned with your analytical preference.
Observe where and when the market begins its macros, and how projections are utilized to influence macro or micro trends.
Leverage this invaluable information with other models and insights to create a stronger narrative for your analysis.
These tools are available ONLY on the TradingView platform.
Terms and Conditions
Our charting tools are products provided for informational and educational purposes only and do not constitute financial, investment, or trading advice. Our charting tools are not designed to predict market movements or provide specific recommendations. Users should be aware that past performance is not indicative of future results and should not be relied upon for making financial decisions. By using our charting tools, the purchaser agrees that the seller and the creator are not responsible for any decisions made based on the information provided by these charting tools. The purchaser assumes full responsibility and liability for any actions taken and the consequences thereof, including any loss of money or investments that may occur as a result of using these products. Hence, by purchasing these charting tools, the customer accepts and acknowledges that the seller and the creator are not liable nor responsible for any unwanted outcome that arises from the development, the sale, or the use of these products. Finally, the purchaser indemnifies the seller from any and all liability. If the purchaser was invited through the Friends and Family Program, they acknowledge that the provided discount code only applies to the first initial purchase of the Toodegrees Premium Suite subscription. The purchaser is therefore responsible for cancelling – or requesting to cancel – their subscription in the event that they do not wish to continue using the product at full retail price. If the purchaser no longer wishes to use the products, they must unsubscribe from the membership service, if applicable. We hold no reimbursement, refund, or chargeback policy. Once these Terms and Conditions are accepted by the Customer, before purchase, no reimbursements, refunds or chargebacks will be provided under any circumstances.
By continuing to use these charting tools, the user acknowledges and agrees to the Terms and Conditions outlined in this legal disclaimer.
Live Economic Calendar by toodegrees⚠️ PLEASE READ ⚠️
Although this indicator is accurate in showcasing live and upcoming News Events, checking the original sources is always suggested. This indicator aims to save Time, but due to limitations it may not be 100% correct 100% of the Time.
Description:
The Live Economic Calendar indicator seamlessly integrates with external news sources to provide real-Time, upcoming, and past financial news directly on your Tradingview chart.
By having a clear understanding of when news are planned to be released, as well as their respective impact, analysts can prepare their weeks and days in advance. These injections of volatility can be harnessed by analysts to support their thesis, or may want to be avoided to ensure higher probability market conditions. Fundamentals and news releases transcend the boundaries of technical analysis, as their effects are difficult to predict or estimate.
Designed for both novice and experienced traders, the Live Economic Calendar indicator enhances your analysis by keeping you informed of the latest and upcoming market-moving news.
This is achieved with three different visual components:
News Table: A dedicated News Table shows the Day of the Week, Date, Time of the Day, Currency, Expected Impact, and News Name for each event (in chronological order). Once a news event has occurred, or the day is over, it will be greyed out – helping to focus on the next upcoming news events.
News Lines: Vertical lines plotted in the future help analysts monitor upcoming news events; vertical lines in the past help analysts spot and backtest previous news events that already occurred.
News Labels: Color-coded news labels will plot once the news events have occurred. This not only gives analysts a minimalistic visual cue, but also retains the information of which news were released at that Time in their tooltips.
Forex Factory Calendar News Feed:
The Forex Factory Data Feed includes news events from January 2007 to the present. The data is updated daily. Please see the Technical Description below for more information.
Forex Factory provides news for all major currencies and markets:
Australia (AUD)
Canada (CAD)
Switzerland (CHF)
China (CNY)
European Union (EUR)
United Kingdom (GBP)
Japan (JPY)
New Zealand (NZD)
United States of America (USD)
Further, there are four types of news impact, defined by respective color-coding which is retained to avoid confusion:
⚪ Holiday
🟡 Low Impact
🟠 Medium Impact
🔴 High Impact
News' Time of the day data is in 24H format, and 'All Day' news are marked at Daily candle open.
⚠️ Original Release Notes ⚠️
The original release of this indicator supports the Forex Factory News Calendar in EST (New York Time). Future updates will include multiple news sources, as well as supporting different Timezones.
Given Data limitations, the Daily chart can omit some data due to the market being close on some days. This will be fixed in the future once an efficient solution is implemented.
Key Features:
Impact-Based News Filtering: Filter news items based on their expected impact (holiday, low, medium, high) to focus on the most market-critical information.
Symbol-Specific News: Automatically filter news to display only what's relevant to the currency pair or trading symbol you are analyzing.
Custom Currency News: Want to see more than the news relevant to the current symbol? Toggle which markets' news you are most interested in.
Chart History: Keep your charts clean by displaying only the drawings of Today's news, or This Week's news.
Custom Lookback: Look further back in Time by choosing a custom number of Lookback Days, allowing you to backtest and keep in mind salient news events from the past.
Line and Label Customization: Both the News Lines and Labels are highly customizable (except the colors), allowing you to make the indicator yours.
Table History: Choose whether to focus on Today's news only, or the news for This Week.
Table Customization: The table colors and position are highly customizable, allowing you to make it fit your visual preference and your layouts' aesthetic.
"Wondering how it's done? 👇"
Technical Description:
This script utilizes Pine Seeds , a service integrated with TradingView for importing custom data. This stunning feature enables users to upload and access custom End Of Day (EOD) data, which can be updated as frequently as five times daily.
This data can be imported in one of two formats:
Single Value: integer or float
Candle Data: open, high, low, close, volume
Upon encountering Pine Seeds, I recognized its potential for importing financial news events. Given that Forex Factory is a primary source of financial news in my personal analysis, integrating it into my layouts seemed like an exciting opportunity. This integration is expected to provide significant value to users looking to integrate additional news feeds all in one place.
Development Challenges:
Format Limitations: News events must be converted into numerical values for import, due to the required Pine Seeds format.
Amount of Data: With all currencies considered, the system may encounter over 40 news events in a single day.
Data Availability: The reliance on End Of Day (EOD) data means that information for the current day is displayed with a delay, and accessing future data is not possible.
Solutions:
Encoding: Each news event is encoded as an integer in the "DCHHMMITYP" format.
D = day of the week
C = currency
HHMM = Time of day
I = news impact
TYP = event ID (see Event Library A and Event Library B )
To ensure data assignment for each candle across the open, high, low, close, and volume series, the value "999" is used as a placeholder:
Importing: Utilizing the encoding system, up to five news events per day can be imported for a singular Pine Seeds custom symbol.
By creating multiple custom Pine Seeds Symbols, efficient imports of a larger number of events is then easily achievable. Nine unique symbols have been established, accommodating up to 45 news events per day.
These symbols are searchable, and accessible as " TOODEGREES_FOREX_FACTORY_SLOT_N " where N ranges from 1 to 9.
The Pine Seeds data feed appears as follows:
Uploading Schedule: To ensure analysts are informed about current and upcoming week's news, events are uploaded one week in advance.
This approach is vital for preparing for potential market impacts across various asset classes and currencies, allowing visibility of an entire week's news ahead of Time.
Data Scraping:
Unfortunately Forex Factory doesn't offer an API to fetch their news feed.
Hence an ad hoc python scraper was developed to read and save news events from January 2007 till the present leveraging Selenium. The scraper algorithm is part of a larger script responsible for scraping data, formatting data, and creating all necessary datasets.
The pseudo-code for the python script is as follows:
Read and save news event data on Forex Factory
Format day of the week, currency, Time of the day, and impact data for the Encoding
Encode and save News Event IDs – Event ID dataset is created
Format news data for Pine Seeds (roll-back date by one week, assign news to open, high, low, close, and volume values)
Create Pine Seeds Datasets
This script is ran everyday at Futures market close (16:00 EST) to update the last part of the each dataset, ensuring accuracy, and taking into account last-minute news additions or revisions.
Once the data (next week's news) is imported by the Live Economic Calendar indicator, it's immediately decoded by leveraging the Forex Factory Decoding Library , and saved into an array.
Upon a new week open, the decoded data is used to plot news events on the chart and in the news table.
See the inner workings of these processes in the Forex Factory Utility Library .
Although these libraries are specifically built for this indicator, feel free to use them to create your own scripts. Looking forward to see what the Pine Script community comes up with!
Thank you for making it this far. Enjoy!
Ciao,
toodegrees
This tool is available ONLY on the TradingView platform.
Terms and Conditions
Our charting tools are provided for informational and educational purposes only and do not constitute financial, investment, or trading advice. Our charting tools are not designed to predict market movements or provide specific recommendations. Users should be aware that past performance is not indicative of future results and should not be relied upon for making financial decisions. By using our charting tools, the user agrees that Toodegrees and the Toodegrees Team are not responsible for any decisions made based on the information provided by these charting tools. The user assumes full responsibility and liability for any actions taken and the consequences thereof, including any loss of money or investments that may occur as a result of using these products. Hence, by using these charting tools, the user accepts and acknowledges that Toodegrees and the Toodegrees Team are not liable nor responsible for any unwanted outcome that arises from the development, or the use of these charting tools. Finally, the user indemnifies Toodegrees and the Toodegrees Team from any and all liability.
By continuing to use these charting tools, the user acknowledges and agrees to the Terms and Conditions outlined in this legal disclaimer.