Blockchain Fundamentals: Liquidity Cycle MomentumLiquidity Cycle Momentum Indicator
Overview:
This indicator analyzes global liquidity trends by calculating a unique Liquidity Index and measuring its year-over-year (YoY) percentage change. It then applies a momentum oscillator to the YoY change, providing insights into the cyclical momentum of liquidity. The indicator incorporates a limited historical data workaround to ensure accurate calculations even when the chart’s history is short.
Features Breakdown:
1. Limited Historical Data Workaround
Function: The limit(length) function adjusts the lookback period when there isn’t enough historical data (i.e., near the beginning of the chart), ensuring that calculations do not break due to insufficient data.
2. Global Liquidity Calculation
Data Sources:
TVC:CN10Y (10-year yield from China)
TVC:DXY (US Dollar Index)
ECONOMICS:USCBBS (US Central Bank Balance Sheet)
FRED:JPNASSETS (Japanese assets)
ECONOMICS:CNCBBS (Chinese Central Bank Balance Sheet)
FRED:ECBASSETSW (ECB assets)
Calculation Methodology:
A ratio is computed (cn10y / dxy) to adjust for currency influences.
The Liquidity Index is then derived by multiplying this ratio with the sum of the other liquidity components.
3. Year-over-Year (YoY) Percent Change
Computation:
The indicator determines the number of bars that approximately represent one year.
It then compares the current Liquidity Index to its value one year ago, calculating the YoY percentage change.
4. Momentum Oscillator on YoY Change
Oscillator Components:
1. Calculated using the Chande Momentum Oscillator (CMO) applied to the YoY percent change with a user-defined momentum length.
2. A weighted moving average (WMA) that smooths the momentum signal.
3. Overbought and Oversold zones
Signal Generation:
Buy Signal: Triggered when the momentum crosses upward from an oversold condition, suggesting a potential upward shift in liquidity momentum.
Sell Signal: Triggered when crosses below an overbought condition, indicating potential downward momentum.
State Management:
The indicator maintains a state variable to avoid repeated signals, ensuring that a new buy or sell signal is only generated when there’s a clear change in momentum.
5. Visual Presentation and Alerts
Plots:
The oscillator value and signalline are plotted for visual analysis.
Overbought and oversold levels are marked with dashed horizontal lines.
Signal Markers:
Buy and sell signals are marked with green and maroon circles, respectively.
Background Coloration:
Optionally, the chart’s background bars are colored (yellow for buy signals and fuchsia for sell signals) to enhance visual cues when signals are triggered.
Conclusion
In summary, the Liquidity Cycle Momentum Indicator provides a robust framework to analyze liquidity trends by combining global liquidity data, YoY changes, and momentum oscillation. This makes it an effective tool for traders and analysts looking to identify cyclical shifts in liquidity conditions and potential turning points in the market.
Фундаментальный анализ
RSI + Fibonacci + Price Action Buy/Sell🔹 Strategy Logic
1. Buy Conditions (Long Entry)
✅ RSI is below 30 (oversold) and crossing up.
✅ Price is near 50% or 61.8% Fibonacci retracement (strong support).
✅ Price action confirmation: Bullish engulfing, hammer, or breakout of resistance.
✅ Entry Level: Current close price when buy conditions trigger.
✅ Stop Loss (SL): Below the 100% Fibonacci retracement level or last swing low.
✅ Targets:
🎯 Target 1 (1:2 RR) = Entry + (Entry - SL) * 2
🎯 Target 2 (1:3 RR) = Entry + (Entry - SL) * 3
2. Sell Conditions (Short Entry)
✅ RSI is above 70 (overbought) and crossing down.
✅ Price is near 38.2% Fibonacci retracement (strong resistance).
✅ Price action confirmation: Bearish engulfing, shooting star, or breakdown of support.
✅ Entry Level: Current close price when sell conditions trigger.
✅ Stop Loss (SL): Above the 0% Fibonacci retracement level or last swing high.
✅ Targets:
🎯 Target 1 (1:2 RR) = Entry - (SL - Entry) * 2
🎯 Target 2 (1:3 RR) = Entry - (SL - Entry) * 3
📌 How This Works
✅ Combines RSI, Fibonacci, and Price Action for Stronger Confirmation.
✅ Uses Candlestick Patterns (Engulfing, Hammer, Shooting Star) for Entry.
✅ Plots Entry, Stop Loss, and Targets (1:2 & 1:3 RR).
✅ Triggers Alerts When a Buy/Sell Signal is Confirmed.
🚀 How to Use:
1️⃣ Apply this script to Nifty (or any stock/crypto) chart in TradingView.
2️⃣ Works best on 15m, 1H, or daily timeframes.
3️⃣ Confirm with trendlines, volume, and market structure.
4️⃣ Adjust lookback period based on volatility.
RISK YGR ICT 📌 Descripción del Script - "Risk"
Este indicador te permite calcular el riesgo y beneficio de una operación en función de los parámetros ingresados, mostrando los valores en un panel en la esquina inferior derecha de la pantalla. Es ideal para gestionar el riesgo y planificar operaciones en función del tamaño de la cuenta y la relación riesgo/beneficio (RR).
🛠️ Funcionalidades
✔️ Cálculo automático del Stop Loss, Take Profit y relación RR.
✔️ Personalización de parámetros como el capital total, tipo de contrato (Mini/Micro) y compañía de fondeo.
✔️ Gestión de contratos basada en el capital disponible y riesgo asumido.
✔️ Diseño profesional con una tabla organizada y colores diferenciados (negro/gris).
✔️ Compatible con TradingView, sin necesidad de modificar el código.
📊 Parámetros Incluidos
Precio de Entrada: Nivel al que se planea abrir la operación.
Stop Loss: Nivel de pérdida máxima aceptada.
Take Profit: Nivel de ganancia objetivo.
Capital Total: Monto total de la cuenta.
Riesgo %: Porcentaje de capital arriesgado por operación.
Tipo de Contrato: Elección entre Mini o Micro contratos.
Compañía de Fondeo: Nombre de la empresa de fondeo utilizada.
📌 Cálculos
Cantidad de contratos posibles según el riesgo definido.
Stop Loss y Take Profit expresados en dólares.
Relación Riesgo/Beneficio (RR) para evaluar la viabilidad de la operación.
Ganancia Total si el TP es alcanzado.
📍 Ubicación en el gráfico
📌 La tabla se muestra en la esquina inferior derecha de la pantalla, con un fondo negro en la columna izquierda y gris en la derecha para una mejor visualización.
🚀 Cómo Usarlo
1️⃣ Configura tus valores en los inputs del script.
2️⃣ Verifica el cálculo de contratos, Stop Loss y Take Profit.
3️⃣ Evalúa la relación Riesgo/Beneficio antes de ejecutar la operación.
4️⃣ Usa los datos para tomar mejores decisiones de trading.
🔥 Este indicador es perfecto para traders que buscan controlar su riesgo de forma efectiva y operar de manera profesional. 🚀
RSI & Fibonacci Buy/Sell SignalsRSI Conditions:
Buy Signal: RSI crosses above 30 from below (oversold region).
Sell Signal: RSI crosses below 70 from above (overbought region).
Fibonacci Retracement Levels:
Key levels: 0.382, 0.5, 0.618
Buy Confirmation: If price is near a Fibonacci support level & RSI is oversold (<30), a strong buy signal is generated.
Sell Confirmation: If price is near a Fibonacci resistance level & RSI is overbought (>70), a strong sell signal is generated.
How This Works:
RSI Calculation: Uses the 14-period RSI.
Fibonacci Levels: Dynamically calculates key Fibonacci retracement levels based on the last 50 bars.
Buy Signal: Triggers when RSI is below 30 & price is near 61.8% retracement.
Sell Signal: Triggers when RSI is above 70 & price is near 38.2% retracement.
Plots:
Fibonacci levels are displayed.
Buy/Sell markers appear on the chart when conditions are met.
Usage Tips:
Use on 5m, 15m, or 1H charts for intraday trading.
Confirm signals with price action & volume.
Avoid trading in sideways markets.
Pablo_Cyrpto RSI Long/Short Strategy v6Explanations:
RSI Calculation: The RSI value is calculated using the ta.rsi function.
Long Condition: A long signal is generated when the RSI falls below 23 and then rises above 25.
Short Condition: A short signal is generated when the RSI rises above 78 and then falls below 75.
Signals on the Chart: Long and short signals are displayed on the chart using the plotshape function.
Alarms: Alarms are set for long and short signals using the alertcondition function.
Global Liquidity IndexGlobal Liquidity Index offers a consolidated view of all major central bank balance sheets from around the world. For consistency and ease of comparison, all values are converted to USD using their relevant forex rates and are expressed in trillions. The indicator incorporates specific US accounts such as the Treasury General Account (TGA) and Reverse Repurchase Agreements (RRP), both of which are subtracted from the Federal Reserve's balance sheet to give a more nuanced view of US liquidity. Users have the flexibility to enable or disable specific central banks and special accounts based on their preference. Only central banks that both don’t engage in currency pegging and have reliable data available from late 2007 onwards are included in this aggregated liquidity model.
Global Liquidity Index = Federal Reserve System (FED) - Treasury General Account (TGA) - Reverse Repurchase Agreements (RRP) + European Central Bank (ECB) + People's Bank of China (PBC) + Bank of Japan (BOJ) + Bank of England (BOE) + Bank of Canada (BOC) + Reserve Bank of Australia (RBA) + Reserve Bank of India (RBI) + Swiss National Bank (SNB) + Central Bank of the Russian Federation (CBR) + Central Bank of Brazil (BCB) + Bank of Korea (BOK) + Reserve Bank of New Zealand (RBNZ) + Sweden's Central Bank (Riksbank) + Central Bank of Malaysia (BNM).
This tool is beneficial for anyone seeking to get a snapshot of global liquidity to interpret macroeconomic trends. By examining these balance sheets, users can deduce policy trajectories and evaluate the global economic climate. It also offers insights into asset pricing and assists investors in making informed capital allocation decisions. Historically, riskier assets, such as small caps and cryptocurrencies, have typically performed well during periods of rising liquidity. Thus, it may be prudent for investors to avoid additional risk unless there's a consistent upward trend in global liquidity.
BOĞA VE AYI GÜCÜ-TREND ÖLÇEN GÖSTERGE //@version=5
indicator("Boğa ve Ayı Etkinliği - Multi-Timeframe", overlay=true)
// Parametreler
rsiPeriod = input.int(14, title="RSI Periyodu")
emaShortPeriod = input.int(9, title="Kısa EMA Periyodu")
emaLongPeriod = input.int(21, title="Uzun EMA Periyodu")
macdShort = input.int(12, title="MACD Kısa Periyot")
macdLong = input.int(26, title="MACD Uzun Periyot")
macdSignal = input.int(9, title="MACD Sinyal Periyodu")
// Her Zaman Dilimi İçin Hesaplamalar
// 1 Dakika (1M) verisi
rsi1M = request.security(syminfo.tickerid, "1", ta.rsi(close, rsiPeriod))
emaShort1M = request.security(syminfo.tickerid, "1", ta.ema(close, emaShortPeriod))
emaLong1M = request.security(syminfo.tickerid, "1", ta.ema(close, emaLongPeriod))
= request.security(syminfo.tickerid, "1", ta.macd(close, macdShort, macdLong, macdSignal))
// 5 Dakika (5M) verisi
rsi5M = request.security(syminfo.tickerid, "5", ta.rsi(close, rsiPeriod))
emaShort5M = request.security(syminfo.tickerid, "5", ta.ema(close, emaShortPeriod))
emaLong5M = request.security(syminfo.tickerid, "5", ta.ema(close, emaLongPeriod))
= request.security(syminfo.tickerid, "5", ta.macd(close, macdShort, macdLong, macdSignal))
// 1 Saat (1H) verisi
rsi1H = request.security(syminfo.tickerid, "60", ta.rsi(close, rsiPeriod))
emaShort1H = request.security(syminfo.tickerid, "60", ta.ema(close, emaShortPeriod))
emaLong1H = request.security(syminfo.tickerid, "60", ta.ema(close, emaLongPeriod))
= request.security(syminfo.tickerid, "60", ta.macd(close, macdShort, macdLong, macdSignal))
// 4 Saat (4H) verisi
rsi4H = request.security(syminfo.tickerid, "240", ta.rsi(close, rsiPeriod))
emaShort4H = request.security(syminfo.tickerid, "240", ta.ema(close, emaShortPeriod))
emaLong4H = request.security(syminfo.tickerid, "240", ta.ema(close, emaLongPeriod))
= request.security(syminfo.tickerid, "240", ta.macd(close, macdShort, macdLong, macdSignal))
// Günlük (1D) verisi
rsi1D = request.security(syminfo.tickerid, "D", ta.rsi(close, rsiPeriod))
emaShort1D = request.security(syminfo.tickerid, "D", ta.ema(close, emaShortPeriod))
emaLong1D = request.security(syminfo.tickerid, "D", ta.ema(close, emaLongPeriod))
= request.security(syminfo.tickerid, "D", ta.macd(close, macdShort, macdLong, macdSignal))
// Trend Yönü Hesaplamaları
isBullish(rsi, emaShort, emaLong, macdLine, signalLine) =>
(rsi > 50) and (emaShort > emaLong) and (macdLine > signalLine)
isBearish(rsi, emaShort, emaLong, macdLine, signalLine) =>
(rsi < 50) and (emaShort < emaLong) and (macdLine < signalLine)
// Durumları Belirleme
trend1M = isBullish(rsi1M, emaShort1M, emaLong1M, macdLine1M, signalLine1M) ? "Boğalar Etkin" : isBearish(rsi1M, emaShort1M, emaLong1M, macdLine1M, signalLine1M) ? "Ayılar Etkin" : "Kararsız"
trend5M = isBullish(rsi5M, emaShort5M, emaLong5M, macdLine5M, signalLine5M) ? "Boğalar Etkin" : isBearish(rsi5M, emaShort5M, emaLong5M, macdLine5M, signalLine5M) ? "Ayılar Etkin" : "Kararsız"
trend1H = isBullish(rsi1H, emaShort1H, emaLong1H, macdLine1H, signalLine1H) ? "Boğalar Etkin" : isBearish(rsi1H, emaShort1H, emaLong1H, macdLine1H, signalLine1H) ? "Ayılar Etkin" : "Kararsız"
trend4H = isBullish(rsi4H, emaShort4H, emaLong4H, macdLine4H, signalLine4H) ? "Boğalar Etkin" : isBearish(rsi4H, emaShort4H, emaLong4H, macdLine4H, signalLine4H) ? "Ayılar Etkin" : "Kararsız"
trend1D = isBullish(rsi1D, emaShort1D, emaLong1D, macdLine1D, signalLine1D) ? "Boğalar Etkin" : isBearish(rsi1D, emaShort1D, emaLong1D, macdLine1D, signalLine1D) ? "Ayılar Etkin" : "Kararsız"
// Tabloyu Göster
var table trendTable = table.new(position.top_right, 2, 5)
if (bar_index % 10 == 0) // Tabloyu her 10 bar'da bir güncelle
table.cell(trendTable, 0, 0, "1M Trend", text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 1, 0, trend1M, text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 0, 1, "5M Trend", text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 1, 1, trend5M, text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 0, 2, "1H Trend", text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 1, 2, trend1H, text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 0, 3, "4H Trend", text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 1, 3, trend4H, text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 0, 4, "1D Trend", text_color=color.white, bgcolor=color.blue)
table.cell(trendTable, 1, 4, trend1D, text_color=color.white, bgcolor=color.blue)
// İndikatörleri Ekle
plot(emaShort1H, color=color.blue, title="Kısa EMA 1H", linewidth=2)
plot(emaLong1H, color=color.orange, title="Uzun EMA 1H", linewidth=2)
plot(macdLine1H - signalLine1H, color=color.purple, style=plot.style_histogram, title="MACD Histogram 1H")
Pin Bar - BTC/USDT//@version=6
strategy("Estratégia Aprimorada - Pullback c/ RSI, MACD, ATR, Volume e Pin Bar - BTC/USDT", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=2)
// === 1. Confirmação de Tendência em Multi-Timeframe ===
// Usamos o timeframe diário para confirmar que o preço está acima da MA200
dailyClose = request.security(syminfo.tickerid, "D", close)
dailyMA200 = request.security(syminfo.tickerid, "D", ta.sma(close, 200))
trendUpHigherTF = dailyClose > dailyMA200
// === 2. Indicadores no Timeframe Atual ===
ma5 = ta.sma(close, 5)
rsiValue = ta.rsi(close, 14)
= ta.macd(close, 12, 26, 9)
atrValue = ta.atr(14)
avgVolume = ta.sma(volume, 20)
volumeFilter = volume > avgVolume
// === 3. Detecção de Pullback ===
// Conta candles consecutivos com fechamento menor que o anterior
var int consecDown = 0
if close < close
consecDown += 1
else
consecDown := 0
pullback = (consecDown >= 3)
// === 4. Padrão de Reversão (Bullish Pin Bar) ===
body = math.abs(close - open)
lowerWick = math.min(open, close) - low
bullishPinBar = (lowerWick > 2 * body) and (close > open)
// === 5. Condições Técnicas Adicionais ===
rsiCond = rsiValue < 30
macdCrossover = ta.crossover(macdLine, signalLine)
// Para maior confirmação, exige que o fechamento esteja acima de uma MA curta
shortMACond = close > ma5
// === 6. Condição de Entrada ===
entryCond = trendUpHigherTF and pullback and volumeFilter and rsiCond and macdCrossover and bullishPinBar and shortMACond
// === 7. Plotagens para Visualização ===
plot(ma5, color=color.orange, title="MA5")
dailyMAPlot = request.security(syminfo.tickerid, "D", ta.sma(close,200))
plot(dailyMAPlot, color=color.blue, title="Daily MA200")
hline(30, color=color.red, title="RSI 30")
plotshape(entryCond, title="Sinal de Compra", location=location.belowbar, color=color.green, style=shape.labelup, text="BUY", size=size.small)
// === 8. Execução da Estratégia com Gestão de Risco ===
if entryCond
// Define o nível inicial do stop loss usando ATR (1.5x ATR abaixo do preço de entrada)
stopLevel = close - atrValue * 1.5
strategy.entry("Long", strategy.long)
// Saída com trailing stop: o stop se ajusta conforme o preço sobe, com distância de 1.5x ATR
strategy.exit("Exit Long", "Long", stop=stopLevel, trail_points=atrValue * 1.5)
Revenue & Profit GrowthA simple yet powerful financial tracker that helps you identify fundamental growth trends by visualizing quarterly and TTM (Trailing Twelve Months) revenue and profit data. The script combines bar and line visualizations with a dynamic growth table to provide comprehensive insights into a company's financial performance at a glance.
A business has many metrics, but revenue and profit growths - I would argue - are the primordial ones.
Why is this unique? It overlays profit and revenues in one graph and provides QoQ and YoY growth rates.
Features
Quarterly performance bars overlaid with TTM trend lines for both revenue and profit metrics
Automatic calculation of Year-over-Year (YoY) and Quarter-over-Quarter (QoQ) growth rates
Color-coded visualization: blue for revenue, green/red for profits based on positive/negative values
Alerts for revenue and profit changes
Multi-Strategy Trader v1 by SUNNY GUHA +91 9836021040 oiesu.comMulti-Strategy Trader v1 by SUNNY GUHA +91 9836021040 / www.oiesu.com
Use on Heikin Ashi Candle and for your own pinescript & indicator development, contact us
You can do algo trading with this with TradingView Premium Membership
House of Traders: Show ATR, DTR, Shs Float and Next EarningsMain Features:
ATR (Average True Range):
The script calculates the ATR (Average True Range) over a specified period. ATR measures the volatility of an asset by calculating the average range between the high and low prices over a defined period. The ATR value is always calculated on a daily timeframe.
DTR (Daily True Range as a percentage of ATR):
The DTR is the difference between the daily high and low prices, expressed as a percentage of the ATR. It is used to measure the daily volatility relative to the asset's typical volatility.
The DTR value is color-coded based on defined thresholds:
Below threshold: Colored orange.
Between thresholds: Colored green.
Above threshold: Colored red.
Shares Float (Outstanding Shares):
The script retrieves the shares float (the number of publicly traded shares) for the selected asset and presents it in a readable format (e.g., thousands, millions, or billions).
Next Earnings Date:
The script shows the next earnings date for the selected asset in the format dd-MM-yyyy. This helps traders anticipate upcoming earnings reports.
Display:
The script presents the data in a table on the chart. Depending on the selected options, the table can display:
ATR: The calculated value.
DTR: The percentage of the daily true range relative to the ATR.
Shares Float: The number of outstanding shares.
Next Earnings Date: The date for the next earnings report.
Settings:
Show ATR: Option to display the ATR value.
Show DTR: Option to display the DTR value.
Show Shares Float: Option to display the number of outstanding shares.
Show Next Earnings Date: Option to display the upcoming earnings date.
Output:
The indicator shows key market data in a table format on the chart, including ATR, DTR, shares float, and the next earnings date. This information assists traders in making informed decisions based on market volatility, asset liquidity, and upcoming earnings reports.
About House of Traders:
House of Traders offers comprehensive coaching and training for day traders, focusing on building consistent trading skills through personalized guidance. Whether you're a beginner or experienced trader, House of Traders provides a proven framework to help you trade with confidence. Join the community and start mastering the U.S. stock market with expert insights and daily trade ideas tailored to your goals.
Important Links
houseoftraders.nl
instagram.com/houseoftraders.nl
instagram.com/casper.wildemast
Forward Curve Visualization ToolProvide the spot symbol and the futures product root, and the script automatically scans all relevant contracts for you—no more tedious manual searches. The result is a clean, intuitive chart showing the live forward curve in real time.
It also detects contango or backwardation conditions (based on spot < F1 < F2 < F3).
Future Features:
Plot historical snapshots of the curve (1 day, 1 week, or 1 month ago) to understand market trends over time.
Display additional metrics such as annualized basis, cost of carry (CoC), and even volume or open interest for deeper insights.
If you trade futures and watch the forward curve, this script will give you the actionable data you need and get more ideas or features you’d like to see. Let’s build them together!
Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.
Custom background color dispAn indicator that highlights periods of significant past economic events. It has a simple design, making it easy to check at a glance.
Blockchain Fundamentals: Liquidity & BTC YoYLiquidity & BTC YoY Indicator
Overview:
This indicator calculates the Year-over-Year (YoY) percentage change for two critical metrics: a custom Liquidity Index and Bitcoin's price. The Liquidity Index is derived from a blend of economic and forex data representing the M2 money supply, while the BTC price is obtained from a reliable market source. A dedicated limit(length) function is implemented to handle limited historical data, ensuring that the YoY calculations are available immediately—even when the chart's history is short.
Features Breakdown:
1. Limited Historical Data Workaround
- Functionality: limit(length) The function dynamically adjusts the lookback period when there isn’t enough historical data. This prevents delays in displaying YoY metrics at the beginning of the chart.
2. Liquidity Calculation
- Data Sources: Combines multiple data streams:
USM2, ECONOMICS:CNM2, USDCNY, ECONOMICS:JPM2, USDJPY, ECONOMICS:EUM2, USDEUR
- Formula:
Liquidity Index = USM2 + (CNM2 / USDCNY) + (JPM2 / USDJPY) + (EUM2 / USDEUR)
[b3. Bitcoin Price Calculation
- Data Source: Retrieves Bitcoin's price from BITSTAMP:BTCUSD on the user-selected timeframe for its historical length.
4. Year-over-Year (YoY) Percent Change Calculation
- Methodology:
- The indicator uses a custom function, to autodetect the proper number of bars, based on the selected timeframe.
- It then compares the current value to that from one year ago for both the Liquidity Index and BTC price, calculating the YoY percentage change.
5. Visual Presentation
- Plotting:
- The YoY percentage changes for Liquidity (plotted in blue) and BTC price (plotted in orange) are clearly displayed.
- A horizontal zero line is added for visual alignment, making it easier to compare the two copies of the metric. You add one copy and only display the BTC YoY. Then you add another copy and only display the M2 YoY.
-The zero lines are then used to align the scripts to each other by interposing them. You scale each chart the way you like, then move each copy individually to align both zero lines on top of each other.
This indicator is ideal for analysts and investors looking to monitor macroeconomic liquidity trends alongside Bitcoin's performance, providing immediate insights.
On-chain Zscore | QuantumResearchQuantumResearch On-chain Zscore Indicator
The On-chain Zscore Indicator by QuantumResearch is a cutting-edge tool designed for traders and analysts who leverage on-chain metrics to assess Bitcoin’s market conditions. This indicator calculates a composite Z-score using three key on-chain metrics: NUPL (Net Unrealized Profit/Loss), SOPR (Spent Output Profit Ratio), and MVRV (Market Value to Realized Value). By normalizing these values through standard deviations, the indicator provides a dynamic, data-driven approach to identifying overbought and oversold conditions, improving market timing and decision-making.
1. Overview
This indicator integrates multiple on-chain metrics to:
Assess Market Cycles – Utilize Z-score normalization to detect potential tops and bottoms.
Smooth Volatility – Apply EMA and standard deviation filtering to refine signals.
Identify Buy & Sell Signals – Use adaptive thresholds to highlight market extremes.
Provide Visual Clarity – Color-coded bar signals and background fills for intuitive analysis.
2. How It Works
A. Z-score Calculation
What is a Z-score? – The Z-score measures how far a data point deviates from its historical mean in terms of standard deviations. This helps in identifying statistical extremes.
Zscore(source,mean,std)=>
zscore = (source-mean)/std
zscore
Standard Deviation Normalization – Each on-chain metric (NUPL, SOPR, MVRV) is individually standardized before being combined into a final score.
B. On-Chain Components
NUPL Z-score – Measures unrealized profits and losses relative to market cycles.
SOPR Z-score – Evaluates profit-taking behavior on spent outputs.
MVRV Z-score – Assesses whether Bitcoin is overvalued or undervalued based on market cap vs. realized cap.
C. Composite On-chain Score
The indicator computes an average Z-score of the three on-chain metrics to create a composite market assessment.
Adaptive thresholds (default: 0.73 for bullish signals, -0.44 for bearish signals) dynamically adjust based on market conditions.
3. Visual Representation
This indicator features color-coded elements and dynamic threshold visualization:
Bar Colors
Green Bars – Bullish conditions when Z-score exceeds the upper threshold.
Red Bars – Bearish conditions when Z-score drops below the lower threshold.
Gray Bars – Neutral market conditions.
Threshold Bands & Background Fill
Upper Band (Overbought) – Default threshold set at 0.73.
Middle Band – Neutral zone at 0.
Lower Band (Oversold) – Default threshold set at -0.44.
4. Customization & Parameters
This indicator is highly configurable, allowing traders to fine-tune settings based on their strategy:
On-Chain Z-score Settings
NUPL Z-score Length – Default: 126 periods
SOPR Z-score Length – Default: 111 periods
MVRV Z-score Length – Default: 111 periods
Signal Thresholds
Upper Threshold (Bullish Zone) – Default: 0.73
Lower Threshold (Bearish Zone) – Default: -0.44
Color & Visual Settings
Choose from eight customizable color modes to suit personal preferences.
5. Trading Applications
The On-chain Zscore Indicator is versatile and can be applied in various market scenarios:
Macro Trend Analysis – Identify long-term market tops and bottoms using normalized on-chain metrics.
Momentum Confirmation – Validate price action trends with SOPR & MVRV behavior.
Market Timing – Use deviation thresholds to enter at historically significant price zones.
Risk Management – Avoid overextended markets by watching for extreme Z-score readings.
6. Final Thoughts
The QuantumResearch On-chain Zscore Indicator provides a unique approach to market evaluation by combining three critical on-chain metrics into a single, normalized score.
By standardizing Bitcoin’s market behavior, this tool helps traders and investors make informed decisions based on historical statistical extremes.
Backtesting and validation are essential before using this indicator in live trading. While it enhances market analysis, it should be used alongside other tools and strategies.
Disclaimer: No indicator can guarantee future performance. Always use appropriate risk management and perform due diligence before trading.
Global Liquidity IndexThis custom indicator provides a composite measure of global liquidity by combining key central bank balance sheet data with additional liquidity proxies. The script aggregates asset data from major economies—including the United States, Japan, China, and the Eurozone—converting non-USD values into U.S. dollars using real-time exchange rates. It then subtracts selected liability measures (such as reverse repurchase agreements and other adjustments) to approximate net central bank liquidity.
Key features include:
• Multi-Regional Coverage:
Incorporates data from the U.S. Federal Reserve, Bank of Japan, Chinese central bank proxies, and the European Central Bank, allowing you to gauge liquidity across major global markets.
• Dynamic Currency Conversion:
Uses live exchange rates (JPY/USD, CNY/USD, EUR/USD) to ensure that all regional figures are consistently expressed in U.S. dollars.
• Customizable Weighting:
Assign adjustable weights to each region’s data, so you can reflect economic size or your own view of their relative importance.
• Additional Liquidity Proxies:
Optionally integrates measures for global money supply and global credit/repo activity (or other proxies of your choice) with user-defined scaling factors.
• User-Friendly Configuration:
All key parameters—including weights and scaling factors—are available as inputs, making the indicator flexible and easy to tailor to your analysis needs.
This indicator is designed for traders and analysts seeking a broad view of global monetary conditions. Whether you’re tracking shifts in central bank policies or assessing global market liquidity, the Global Liquidity Index provides an insightful, customizable tool to help you visualize and interpret liquidity trends over time.
US vs EU Interest Rate SpreadThis script plots the difference (Spread) between the US-Interest Rate (Symbol USINTR) and the EU Interest Rate (Symbol: EUINTR) and plots it in a seperate pane. Areas where the background is green are times were the spread was positive (US interest rate higher than EU interest rate), a red background indicates a higher EU interest rate than US interest rate.
Blockchain Fundamentals: Global LiquidityGlobal Liquidity Indicator Overview
This indicator provides a comprehensive technical analysis of liquidity trends by deriving a Global Liquidity metric from multiple data sources. It applies a suite of technical indicators directly on this liquidity measure, rather than on price data. When this metric is expanding Bitcoin and crypto tends to bullish conditions.
Features:
1. Global Liquidity Calculation
Data Integration: Combines multiple market data sources using a ratio-based formula to produce a unique liquidity measure.
Custom Metric: This liquidity metric serves as the foundational input for further technical analysis.
2. Timeframe Customization
User-Selected Period: Users can select the data timeframe (default is 2 months) to ensure consistency and flexibility in analysis.
3. Additional Technical Indicators
RSI, Momentum, ROC, MACD, and Stochastic:
Each indicator is computed using the Global Liquidity series rather than price.
User-selectable toggles allow for enabling or disabling each individual indicator as desired.
4. Enhanced MACD Visualization
Dynamic Histogram Coloring:
The MACD histogram color adjusts dynamically: brighter hues indicate rising histogram values while darker hues indicate falling values.
When the histogram is above zero, green is used; when below zero, red is applied, offering immediate visual insight into momentum shifts.
Conclusion
This indicator is an enlightening tool for understanding liquidity dynamics, aiding in macroeconomic analysis and investment decision-making by highlighting shifts in liquidity conditions and market momentum.
Turtle Soup Model [PhenLabs]📊 Turtle Soup Model
Version: PineScript™ v6
Description
The Turtle Soup Model is an innovative technical analysis tool that combines market structure analysis with inter-market comparison and gap detection. Unlike traditional structure indicators, it validates market movements against a comparison symbol (default: ES1!) to identify high-probability trading opportunities. The indicator features a unique “soup pattern” detection system, comprehensive gap analysis, and real-time structure breaks visualization.
Innovation Points:
First indicator to combine structure analysis with gap detection and inter-market validation
Advanced memory management system for efficient long-term analysis
Sophisticated pattern recognition with multi-market confirmation
Real-time structure break detection with comparative validation
🔧 Core Components
Structure Analysis: Advanced pivot detection with inter-market validation
Gap Detection: Sophisticated gap identification and classification system
Inversion Patterns: “Soup pattern” recognition for reversal opportunities
Visual System: Dynamic rendering of structure levels and gaps
Alert Framework: Multi-condition notification system
🚨 Key Features 🚨
The indicator provides comprehensive analysis through:
Structure Levels: Validated support and resistance zones
Gap Patterns: Identification of significant market gaps
Inversion Signals: Detection of potential reversal points
Real-time Comparison: Continuous inter-market analysis
Visual Alerts: Dynamic structure break notifications
📈 Visualization
Structure Lines: Color-coded for highs and lows
Gap Boxes: Visual representation of gap zones
Inversion Patterns: Clear marking of potential reversal points
Comparison Overlay: Inter-market divergence visualization
Alert Indicators: Visual signals for structure breaks
💡Example
📌 Usage Guidelines
The indicator offers multiple customization options:
Structure Settings:
Pivot Period: Adjustable for different market conditions
Comparison Symbol: Customizable reference market
Visual Style: Configurable colors and line widths
Gap Analysis:
Signal Mode: Choice between close and wick-based signals
Box Rendering: Automatic gap zone visualization
Middle Line: Reference point for gap measurements
✅ Best Practices:
🚨Use comparison symbol from related market🚨
Monitor both structure breaks and gap inversions
Combine signals for higher probability trades
Pay attention to inter-market divergences
⚠️ Limitations
Requires comparison symbol data
Performance depends on market correlation
Best suited for liquid markets
What Makes This Unique
Inter-market Validation: Uses comparison symbol for signal confirmation
Gap Integration: Combines structure and gap analysis
Soup Pattern Detection: Identifies specific reversal patterns
Dynamic Structure Management: Automatically updates and removes invalid levels
Memory-Efficient Design: Optimized for long-term chart analysis
🔧 How It Works
The indicator processes market data through three main components:
1. Structure Analysis:
Detects pivot points with comparison validation
Tracks structure levels with array management
Identifies and processes structure breaks
2. Gap Analysis:
Identifies significant market gaps
Processes gap inversions
Manages gap zones visualization
3. Pattern Recognition:
Detects “soup” patterns
Validates with comparison market
Generates structure break signals
💡 Note: The indicator performs best when used with correlated comparison symbols and appropriate timeframe selection. Its unique inter-market validation system provides additional confirmation for traditional structure-based trading strategies.
Precious Metals & GSR (Zeiierman)█ Overview
The Precious Metals & GSR (Zeiierman) is designed to provide traders and investors with a comprehensive view of the Gold-Silver Ratio (GSR) and other precious metal relationships. This tool helps evaluate the relative strength between different metals by analyzing their price ratios over historical periods, using quantile-based analysis and trend interpretation tables to highlight key insights.
The Gold-Silver Ratio (GSR) is a widely utilized metric in precious metals trading, representing the number of silver ounces required to purchase one ounce of gold. Historically, this ratio has fluctuated, providing traders with insights into the relative value of these two metals. By analyzing the GSR, traders can identify potential trading opportunities based on historical patterns and market dynamics.
By integrating customizable percentile bands, gradient coloring for performance visualization, and dynamic ratio analysis, this indicator assists in understanding how one metal is performing relative to another, making it useful for trend tracking, risk management, and portfolio allocation.
█ How It Works
The Precious Metals & GSR Indicator operates by fetching the latest prices of the selected precious metals in the user's chosen currency. It then calculates the ratio between two selected metals (Metal 1 and Metal 2) and analyzes this ratio over a specified period. By computing quantile bands and high/low bands, the indicator provides insights into the historical performance and current standing of the ratio.
⚪ Ratio Calculation
The core of this indicator is the metal ratio, calculated by dividing the price of Metal 1 by Metal 2.
A rising ratio means Metal 1 is outperforming Metal 2.
A falling ratio means Metal 2 is outperforming Metal 1.
The indicator automatically retrieves live market prices of Gold, Silver, Platinum, and Palladium to compute the ratio.
⚪ Quantile Ratio Bands
The indicator calculates the highest (max) and lowest (min) ratio levels over a user-defined period.
It also plots quantile bands at the 10th, 25th, 50th (median), 75th, and 90th percentiles, providing deeper statistical insights into how extreme or average the current ratio is.
The median (Q50) acts as a reference level, showing whether the ratio is above or below its historical midpoint.
⚪ Interpretation Table
The Ratio Interpretation Table provides a text-based summary of the ratio’s strength.
It detects whether Metal 1 is at a historical high, low, or within common ranges.
This helps traders and investors make informed decisions on whether the ratio is overextended, mean-reverting, or trending.
⚪ Precious Metals Table
Displays live market prices for Gold, Silver, Platinum, and Palladium.
Prices are shown in different units (oz, kg, grams, and troy ounces) based on user preferences.
A color-coded system highlights price changes, making it easier to track market movements.
⚪ Physical Holding Calculator
Users can enter their precious metal holdings to estimate their current value.
The system adjusts calculations based on weight, purity (24K, 22K, etc.), and unit of measurement.
The holding value is displayed in the selected currency (USD, EUR, GBP, etc.).
█ How to Use
⚪ Trend Identification
If the ratio is increasing, Metal 1 is gaining strength relative to Metal 2 → Possible Long Position on Metal 1 / Short on Metal 2
If the ratio is decreasing, Metal 2 is gaining strength relative to Metal 1 → Possible Short Position on Metal 1 / Long on Metal 2
⚪ Mean Reversion Strategy
When the ratio reaches the 90th percentile, Metal 1 is historically overextended (expensive) compared to Metal 2.
Traders may look to sell Metal 1 and buy Metal 2, expecting the ratio to decline back toward its historical average.
Example (Gold/Silver Ratio): If the GSR is above the 90th percentile, gold is very expensive relative to silver, suggesting a potential buying opportunity in silver and/or a selling opportunity in gold.
When the ratio reaches the 10th percentile, Metal 1 is historically undervalued (cheap) compared to Metal 2.
Traders may look to buy Metal 1 and sell Metal 2, expecting the ratio to rise back toward its historical average.
Example (Gold/Silver Ratio): If the GSR is below the 10th percentile, gold is very cheap relative to silver, suggesting a potential buying opportunity in gold and/or a selling opportunity in silver.
⚪ Common Strategy Based on GSR Insights
A common approach involves monitoring the ratio for extreme values based on historical data. When the ratio reaches historically high levels, it suggests that gold is expensive relative to silver, potentially indicating a buying opportunity for silver and/or a selling opportunity for gold. Conversely, when the ratio is at historically low levels, silver is expensive relative to gold, suggesting a potential buying opportunity for gold and/or selling opportunity for silver. This mean-reversion strategy relies on the tendency of the GSR to return to its historical average over time.
⚪ Hedging & Portfolio Diversification
If Gold is strongly outperforming Silver, investors may shift allocations to balance risk.
If Silver is rapidly gaining on Gold, it may indicate increased industrial demand or speculative interest.
⚪ Inflation & Economic Cycles
A rising Gold-Silver ratio often correlates with economic downturns and increased risk aversion.
A falling Gold-Silver ratio may signal stronger economic growth and higher inflation expectations.
█ Settings
Precious Metals Table
Select which metals to display (Gold, Silver, Platinum, Palladium)
Choose measurement units (oz, kg, grams, troy ounces)
Ratio Analysis
Select Metal 1 & Metal 2 for ratio calculation
Set historical length for quantile calculations
Interpretation Table
Enable automated insights based on ratio levels
Physical Holdings Calculator
Enter metal weight, purity, and unit
Select calculation currency
-----------------
Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Prev Day & Curr Day H/L + Opening Range (9:30, 5min)Script Description:
This TradingView Pine Script is designed for use on a 5‑minute chart and plots key price levels for daily trading analysis. It automatically draws:
• Previous Day High/Low Lines:
These lines mark the previous day’s regular trading hours (RTH) high and low levels, with labels (“PDH” and “PDL”) for easy identification.
• Current Day High/Low Lines:
As the trading day progresses, the script updates and displays the current day’s RTH high and low levels, labeled as “CDH” and “CDL”.
• Opening Range for 9:30 AM:
The script specifically identifies the first 5‑minute candle at 9:30 AM (using the “America/New_York” time zone) and draws two additional lines at its high and low. These lines are labeled “HighOpen” and “LowOpen” to indicate the opening range.
All lines are drawn with a width of 5 and have configurable colors, styles, and extension lengths. The script automatically resets at the start of each new day, ensuring that the plotted levels are current and relevant for daily trading decisions.
Draw on Liquidity [PhenLabs]📊 Draw on Liquidity (DOL) Indicator
Version: PineScript™ v6
Description
The Draw on Liquidity (DOL) indicator is an advanced technical analysis tool designed to identify and visualize significant liquidity zones in the market. It combines volume analysis, pivot point detection, and real-time proximity alerts to help traders identify potential support and resistance levels where significant trading activity occurs. The indicator features dual display modes, adaptive volume thresholds, and a comprehensive real-time dashboard.
🔧 Components
• Liquidity Detection: Advanced pivot point analysis with volume validation
• Volume Analysis: Adaptive volume threshold system
• Display Modes: Historical and Current visualization options
• Proximity Detection: Real-time price-to-level distance monitoring
• Visual Dashboard: Dynamic status display with alert system
🚨 Important Dashboard Features 🚨
The dashboard provides real-time information about:
• High Draw Zones: Resistance levels with significant liquidity
• Low Draw Zones: Support levels with high trading activity
• Current Price: Real-time price monitoring
• Active Alerts: Proximity warnings when price approaches liquidity zones
📈 Visualization
• Historical Mode: Displays all past and present liquidity zones
• Current Mode: Shows only active, unhit liquidity levels
• Color-coded lines: Blue for high liquidity, Red for low liquidity
• Dynamic line extension: Updates with price movement
• Alert indicators: Visual signals when price approaches zones
Historical Visualization
Current Visualization
📌 Usage Guidelines
The indicator is highly customizable with several key parameters:
Pivot Settings:
• Shorter lengths (3-7): More frequent zones, suitable for scalping
• Longer lengths (7-15): Major zones, better for swing trading
Volume Analysis:
• Lower multiplier (1.5-2.0): More zones, higher sensitivity
• Higher multiplier (2.0-3.0): Major zones only, reduced noise
✅ Best Practices:
• Start with default settings and adjust based on timeframe
• Use Historical mode for analysis, Current mode for active trading
• Monitor dashboard alerts for potential trade setups
• Combine with trend analysis for better entry/exit points
⚠️ Limitations
• Requires sufficient volume data for accurate analysis
• Performance varies with market volatility
• Historical mode may become visually cluttered on longer timeframes
• Best performance during regular market hours
What Makes This Unique
• Dual Display System: Choose between historical analysis and current trading modes
• Volume-Validated Zones: Only marks levels with significant trading activity
• Real-time Proximity Alerts: Dynamic warnings when approaching liquidity zones
• Adaptive Threshold System: Automatically adjusts to market conditions
• Comprehensive Dashboard: All-in-one view of current market status
🔧 How It Works
The indicator processes market data through three main components:
1. Liquidity Detection (40% weight):
• Identifies pivot points using customizable lookback periods
• Validates levels with volume analysis
• Marks significant zones based on combined criteria
2. Volume Analysis (40% weight):
• Calculates dynamic volume thresholds
• Compares current volume to moving average
• Filters out low-volume noise
3. Proximity Analysis (20% weight):
• Monitors price distance to active zones
• Triggers alerts based on customizable thresholds
• Updates dashboard status in real-time
💡 Note: For optimal results, combine with price action analysis and consider using multiple timeframes for confirmation. The indicator performs best in markets with consistent volume and clear trend structure.
