MarktQuants Supertrend"MarktQuants Supertrend" is an indicator designed to help traders visualize market trends using a combination of moving averages and dynamic range calculations. It adapts to market conditions, providing insights into potential trend directions:
Trend Identification:
Utilizes a customizable moving average (MA Type) with options like SMA, EMA, SMMA, WMA, VWMA, TEMA, DEMA, LSMA, HMA, or ALMA to smooth price action.
Calculates a dynamic range based on the highest high over a specified period (Length), adjusted by multipliers (Multiplier Alpha and Multiplier Beta).
Signal Generation:
The indicator assesses price relative to both the moving average and the calculated range (Average Range or Lookback Alpha and Beta).
Scores are computed to determine if the price action suggests a long (bullish) or short (bearish) trend via crossover signals from these scores.
Visual Indicators:
Candlesticks: The color changes based on the trend direction; greenish for long conditions and purplish for short conditions, enhancing visual trend recognition.
Moving Average Line: Plotted in semi-transparent color matching the trend, with a bold line for clarity.
Range Indicator: A line representing the average range, filled with semi-transparent color to show potential support or resistance levels.
Customization:
Users can toggle between using the average range or specific lookback periods for trend signals via the Use Average Range option.
Adjustable parameters for the moving average and range calculations allow for fine-tuning to various market instruments or trading styles.
Inputs:
Range Settings:
Length: Defines the period for calculating the highest high.
Lookback Alpha & Lookback Beta: Different lookback periods for range calculation.
Multiplier Alpha & Multiplier Beta: Multipliers for adjusting the range.
Use Average Range: Switch to use average or specific range for signals.
Color Inputs: Select the bullish and bearish colors based on the users personal preference.
Moving Average Settings:
Type: Choice of moving average type.
Length: Length of the moving average.
Source: The price source for the moving average calculation (default is close price).
Note: This indicator is best used alongside other analysis tools to confirm trends and signals. Always consider the broader market context.
This description should meet TradingView's standards for indicator descriptions, providing clear context, functionality, and customization options to potential users.
Волатильность
Twenty-Trend -Boxes (20 Trend)"The 20-Trend indicator is a comprehensive trend-following tool designed primarily for equity markets, focusing on identifying and tracking bullish trends. It integrates price channels, moving averages, volatility-based analysis, and volume dynamics to detect potential breakouts and pyramiding opportunities.
Key features include:
Volatility-based channels: Dynamic price channels calculated using ATR (Average True Range), adapting to market volatility.
Multi-timeframe trend detection: Offers a built-in overview of daily, weekly, and monthly trends for a complete market perspective.
Breakout detection: Identifies price action escaping resistance levels, signaling potential entries.
Pyramiding logic: Highlights opportunities to scale into positions with customizable thresholds for gains and maximum additions.
Visual aids: A "Boxes" system highlights price ranges, key support/resistance zones, and trend direction through intuitive color-coding.
Fully customizable settings: The indicator allows full adjustment of ATR length, price channel factor, box length, and filter channel settings.
While fully customizable, the recommended settings are ATR = 14, Boxes Length = 20, Factor = 2, and Filter Channel = 100.
Complementary tool: For efficient position sizing and risk management, this indicator pairs seamlessly with the Risk Management Table indicator, designed to optimize position control.
This indicator is best suited for trending stocks but can also be applied to other markets exhibiting strong directional movement. With its user-friendly settings, it adapts to various trading styles while maintaining a focus on bullish trends.
Note: This tool is optimized for tracking bullish trends and is not intended for shorting or bearish trend analysis."
Dynamic Pairs Trading Strategy with Martingale[Kopottaja]
Dynamic Pairs Trading Strategy with Martingale
Overview:
The Dynamic Pairs Trading Strategy with Martingale is designed to capitalize on the mean-reverting behavior of the price spread between two correlated assets. This strategy monitors the spread between a primary asset (e.g., BTC) and a secondary asset (e.g., SOL), identifying opportunities when the relationship deviates from its historical mean. The strategy incorporates a Martingale position-sizing system to adjust trade sizes dynamically, aiming to recover losses and enhance profitability during prolonged deviations.
How It Works
Spread and Z-Score Calculation:
The spread between the two assets is calculated as the difference between their prices (Primary Asset - Secondary Asset).
A Z-score is derived by normalizing the spread relative to its moving average and standard deviation over a configurable Lookback Period. The Z-score quantifies how far the current spread deviates from its historical mean.
Trading Signals:
Long Trade: Entered when the Z-score falls below the lower threshold (-Entry Threshold), indicating an unusually low spread.
Short Trade: Entered when the Z-score rises above the upper threshold (Entry Threshold), indicating an unusually high spread.
Exit: Positions are closed when the Z-score reverts to the neutral zone, defined by the Exit Threshold.
Martingale Logic:
If the previous trade was a loss, the strategy increases the position size by a configurable multiplier (Martingale Multiplier), enabling recovery of losses on subsequent trades.
After a winning trade, the position size resets to the Base Lot Size.
A maximum position size (Max Lot Size) ensures risk is capped.
Why Use This Strategy?
This strategy is particularly effective for trading pairs of assets that are strongly correlated, such as BTC and SOL. These assets often exhibit co-movement but may temporarily diverge due to market inefficiencies or unique price shocks. By leveraging statistical mean reversion, the strategy aims to profit from these temporary imbalances while limiting risk through the Martingale system.
Key Features
Pairs Trading:
Focuses on the relationship between two assets rather than their individual price movements, reducing directional market risk.
Z-Score Normalization:
Detects overbought and oversold conditions in the spread using standardized statistical measures.
Dynamic Position Sizing:
Uses the Martingale system to increase position size after losses, enhancing recovery potential while capping risk.
Customizable Parameters:
Fully adjustable thresholds, lot sizes, and Martingale settings allow traders to tailor the strategy to their risk tolerance and market conditions.
Real-Time Visualization:
Plots the Z-score and entry/exit thresholds on the chart, providing clear signals and insights for decision-making.
Recommended Asset Pairs
This strategy is highly adaptable and works best with pairs that exhibit strong correlation or co-integration.
Examples include:
BTC and SOL: Both assets are prominent in the cryptocurrency market, with high liquidity and frequent price co-movement.
ETH and BNB: Two major altcoins with consistent correlation and predictable mean-reversion patterns.
AAPL and MSFT: A classic example from traditional markets, where two tech giants often exhibit co-movement.
Profitability Visualization with Bid-Ask Spread ApproximationOverview
The " Profitability Visualization with Bid-Ask Spread Approximation " indicator is designed to assist traders in assessing potential profit and loss targets in relation to the current market price or a simulated entry price. It provides flexibility by allowing users to choose between two methods for calculating the offset from the current price:
Bid-Ask Spread Approximation: The indicator attempts to estimate the bid-ask spread by using the highest (high) and lowest (low) prices within a given period (typically the current bar or a user-defined timeframe) as proxies for the ask and bid prices, respectively. This method provides a dynamic offset that adapts to market volatility.
Percentage Offset: Alternatively, users can specify a fixed percentage offset from the current price. This method offers a consistent offset regardless of market conditions.
Key Features
Dual Offset Calculation Methods: Choose between a dynamic bid-ask spread approximation or a fixed percentage offset to tailor the indicator to your trading style and market analysis.
Entry Price Consideration: The indicator can simulate an entry price at the beginning of each trading session (or the first bar on the chart if no sessions are defined). This feature enables a more realistic visualization of potential profit and loss levels based on a hypothetical entry point.
Profit and Loss Targets: When the entry price consideration is enabled, the indicator plots profit target (green) and loss target (red) lines. These lines represent the price levels at which a trade entered at the simulated entry price would achieve a profit or incur a loss equivalent to the calculated offset amount.
Offset Visualization: Regardless of whether the entry price is considered, the indicator always displays upper (aqua) and lower (fuchsia) offset lines. These lines represent the calculated offset levels based on the chosen method (bid-ask approximation or percentage offset).
Customization: Users can adjust the percentage offset, toggle the bid-ask approximation and entry price consideration, and customize the appearance of the lines through the indicator's settings.
Inputs
useBidAskApproximation A boolean (checkbox) input that determines whether to use the bid-ask spread approximation (true) or the percentage offset (false). Default is false.
percentageOffset A float input that allows users to specify the percentage offset to be used when useBidAskApproximation is false. The default value is 0.63.
considerEntryPrice A boolean input that enables the consideration of a simulated entry price for calculating and displaying profit and loss targets. Default is true.
Calculations
Bid-Ask Approximation (if enabled): bidApprox = request.security(syminfo.tickerid, timeframe.period, low) Approximates the bid price using the lowest price (low) of the current period. askApprox = request.security(syminfo.tickerid, timeframe.period, high) Approximates the ask price using the highest price (high) of the current period. spreadApprox = askApprox - bidApprox Calculates the approximate spread.
Offset Amount: offsetAmount = useBidAskApproximation ? spreadApprox / 2 : close * (percentageOffset / 100) Determines the offset amount based on the selected method. If useBidAskApproximation is true, the offset is half of the approximated spread; otherwise, it's the current closing price (close) multiplied by the percentageOffset.
Entry Price (if enabled): var entryPrice = 0.0 Initializes a variable to store the entry price. if considerEntryPrice Checks if entry price consideration is enabled. if barstate.isnew Checks if the current bar is the first bar of a new session. entryPrice := close Sets the entryPrice to the closing price of the first bar of the session.
Profit and Loss Targets (if entry price is considered): profitTarget = entryPrice + offsetAmount Calculates the profit target price level. lossTarget = entryPrice - offsetAmount Calculates the loss target price level.
Plotting
Profit Target Line: Plotted in green (color.green) with a dashed line style (plot.style_linebr) and increased linewidth (linewidth=2) when considerEntryPrice is true.
Loss Target Line: Plotted in red (color.red) with a dashed line style (plot.style_linebr) and increased linewidth (linewidth=2) when considerEntryPrice is true.
Upper Offset Line: Always plotted in aqua (color.aqua) to show the offset level above the current price.
Lower Offset Line: Always plotted in fuchsia (color.fuchsia) to show the offset level below the current price.
Limitations
Approximation: The bid-ask spread approximation is based on high and low prices and may not perfectly reflect the actual bid-ask spread of a specific broker, especially during periods of high volatility or low liquidity.
Simplified Entry: The entry price simulation is basic and assumes entry at the beginning of each session. It does not account for specific entry signals or order types.
No Order Execution: This indicator is purely for visualization and does not execute any trades.
Data Discrepancies: The high and low values used for approximation might not always align with real-time bid and ask prices due to differences in data aggregation and timing between TradingView and various brokers.
Disclaimer
This indicator is for educational and informational purposes only and should not be considered financial advice. Trading involves substantial risk, and past performance is not indicative of future results. Always conduct thorough research and consider your own risk tolerance before making any trading decisions. It is recommended to combine this indicator with other technical analysis tools and a well-defined trading strategy.
Daily Volatility Percentageindicator Description:
Daily Volatility Percentage Indicator
This indicator displays the daily volatility percentage of each candle directly on your chart. It calculates the difference between the High and Low prices of each candle and converts it into a percentage relative to the Low price. This allows you to quickly and clearly see how volatile each candle is.
Why This Indicator Is Useful:
Analyze Daily Volatility:
Helps identify high or low volatility, which can signal trading opportunities or elevated risk levels in the market.
Quick Decision-Making:
Displays essential data directly on the chart, eliminating the need for external calculations or tools.
Track Asset Behavior:
Suitable for all asset classes (stocks, crypto, forex, etc.), providing a clear view of market fluctuations over time.
Customizable:
Allows you to adjust the label colors and placement according to your preferences for a more personalized experience.
Who Can Benefit:
Day Traders: To spot high-volatility situations ideal for short-term trades.
Trend Traders: To identify assets becoming more volatile, which might indicate trend reversals.
Long-Term Investors: To find periods of relative stability in market movements.
This indicator is an effective tool for anyone looking to understand market dynamics quickly and efficiently.
Dynamic Pairs Trading Strategy[Kopottaja]Dynamic Pairs Trading Strategy
Key Features:
Spread Monitoring:
The strategy computes the spread between two assets (Primary Asset and Secondary Asset) and tracks its deviation from the mean using a Z-score.
Threshold-Based Entry and Exit:
Entry Signal:
A long position is initiated when the Z-score falls below the lower threshold (indicating the spread is unusually low).
A short position is initiated when the Z-score exceeds the upper threshold (indicating the spread is unusually high).
Exit Signal:
Positions are closed when the Z-score returns to a neutral range, as defined by the Exit Threshold.
Highly Effective with Finnish Asset Pairs:
This strategy is particularly effective for pairs like Nordea (NDA_FI) and Aktia (AKTIA) due to their historical correlation and similar market dynamics.
Customizable Parameters:
Users can adjust the Lookback Period, Entry Threshold, and Exit Threshold to suit different asset pairs or market conditions.
Visualizations:
The Z-score and threshold levels are plotted for clear real-time monitoring.
Recommended Asset Pairs: This strategy is flexible and can be applied to various correlated asset pairs. Examples include:
Nordea (NDA_FI) and Aktia (AKTIA):
Both are Finnish financial institutions with a high degree of correlation, making them an ideal pair for this strategy.
Fortum (FORTUM) and Neste (NESTE):
Two major players in the Finnish energy sector, exhibiting co-movement due to similar industry dynamics.
Kone (KNEBV) and Cargotec (CGCBV):
Industrial companies with shared exposure to global markets, providing opportunities for pairs trading.
How It Works:
Spread Calculation:
The spread between the two assets is calculated in real time (Primary Asset - Secondary Asset).
Z-Score Normalization:
The spread is standardized into a Z-score, measuring how far it deviates from its mean over a user-defined Lookback Period.
Trade Execution:
A long or short position is opened when the Z-score crosses the entry thresholds.
Positions are closed when the Z-score returns to a neutral range (within the Exit Threshold).
Why Use This Strategy?
This strategy is designed for market-neutral trading, allowing traders to profit from the mean-reverting tendencies of correlated assets while minimizing directional market risk. Its effectiveness is enhanced when applied to highly correlated asset pairs like Nordea and Aktia, or other similar pairs from the Finnish or global markets.
Engulfing Candle DetectorEngulfing Candle Detector
Quick Synopsis:
The Engulfing Candle Detector is an indicator designed to identify and visually highlight bullish and bearish engulfing candles directly on your chart by coloring the candles themselves. It simplifies the process of spotting these significant reversal patterns in real-time.
Why It’s Useful:
Identify Key Reversal Points:
Bullish Engulfing: Signals a potential reversal to the upside during a downtrend.
Bearish Engulfing: Signals a potential reversal to the downside during an uptrend.
Improves Chart Clarity:
By coloring the candles, it eliminates the need for additional markers or manual identification, keeping your chart clean and intuitive.
Customizable to Fit Your Strategy:
Allows you to adjust the colors for bullish and bearish candles, aligning with your visual preferences or specific trading themes.
Works Across Markets:
Applicable to all timeframes and asset classes (stocks, crypto, forex, etc.), making it versatile for various trading styles (scalping, swing, or positional).
How to Use It:
Entry Signals:
Use a bullish engulfing candle as a potential buy signal, especially if confirmed by other indicators or trend analysis.
Use a bearish engulfing candle as a potential sell signal under similar conditions.
Trend Confirmation:
Pair this indicator with moving averages, RSI, or support/resistance levels to confirm the strength of the reversal.
Dead Zone HighlighterDead Zone Highlighter: A precise tool for marking low-probability trading zones between the daily open and the last 15-minute close of the first 2 hours. Simplify your decision-making by identifying non-trading zones with clear visual cues.
Chandelier Exit with MACD AlignmentCE often gives late buy and sell singals. I managed to modify the CE source code and align it with the MACD. This way the buy/sell labels will appear closer to the signal line crossover. Still may need further adjustments but gives definitely better entry position signals. This is for personal use only and not intended for strategy if not backtested individually. I am not responsible for profit loss if used without being backtested.
Adaptive Crypto Trading Strategy with Martingale[Kopottaja]
Adaptive Crypto Trading Strategy with Martingale
Key Features:
Autoencoder-Based Smoothing:
Uses a simple moving average (SMA) to smooth price data and reduce market noise.
Momentum Feature Extraction:
Calculates momentum as the difference between the current price and a longer SMA, simulating CNN-like pattern recognition.
Volatility Thresholds:
Combines momentum signals with volatility levels (measured by standard deviation) to filter high-probability trades.
Martingale Position Sizing:
Automatically increases lot size after losing trades using a configurable multiplier (Martingale Multiplier), with a cap (Maximum Lot Size) to limit risk.
Resets the position size after a winning trade.
Risk Management:
Configurable take-profit and stop-loss percentages to ensure disciplined exits.
Designed for BTC/USDT:
Optimized for trading Bitcoin on short-term timeframes (e.g., 15-minute and 5-minute charts).
How It Works:
Smoothing & Feature Extraction:
Smooths price data over a Smoothing Length period to reduce noise.
Extracts momentum signals and evaluates volatility for trade decision-making.
Entry Conditions:
Long Entry: Triggered when momentum is positive, and volatility exceeds the threshold (Volatility Threshold).
Short Entry: Triggered when momentum is negative, and volatility exceeds the threshold.
Martingale Logic:
After a losing trade, the lot size is increased by the multiplier to recover losses.
Lot size resets to the base size after a profitable trade.
Dynamic Exits:
Positions are automatically closed when the price reaches the take-profit or stop-loss levels.
Customizable Parameters:
Smoothing Length: Adjusts the noise reduction for price data.
Momentum Window: Controls the length of the momentum calculation.
Volatility Threshold: Sets the minimum volatility level required for trade triggers.
Take Profit and Stop Loss: Defines the profit and risk limits for each trade.
Martingale Multiplier: Determines how much to increase the lot size after a losing trade.
Maximum Lot Size: Caps the lot size to prevent excessive risk.
Applications:
Optimized for BTC/USDT trading, particularly on volatile short-term timeframes like 15-minute and 5-minute charts.
Suitable for traders using scalping or intraday strategies looking to exploit high-probability patterns.
Combines advanced statistical techniques with adaptive risk management for robust performance.
Demo GPT - Adjusted Swing Trading for SBIBuy when the market is oversold (RSI < 40) and the price is near the lower Bollinger Band.
Sell when the market is overbought (RSI > 60) or the price is near the upper Bollinger Band, or after achieving a 2% profit.
Bollinger Bands Fibonacci Ratios V2Description: Modified to migrate and maintain compatibility with the Pine Editor version.
Original Source:
Uptrick: Arbitrage OpportunityINTRODUCTION
This script, titled Uptrick: Arbitrage Monitor, is a Pine Script™ indicator that aims to help traders quickly visualize potential arbitrage scenarios across multiple cryptocurrency exchanges. Arbitrage, in general, involves taking advantage of price differences for the same asset across different trading platforms. By comparing market prices of the same symbol on two user-selected exchanges, as well as scanning a broader list of exchanges, this script attempts to signal areas where you might want to buy on one exchange and sell on another. It includes various graphical tools, calculations, and an optional Automated Detection signal feature, allowing users to incorporate more advanced data scanning into their trading decisions. Keep in mind that transaction fees must also be considered in real-world scenarios. These fees can negate potential profits and, in some cases, result in a net loss.
PURPOSE
The primary purpose of this indicator is to show potential percentage differences between the same cryptocurrency trading pairs on two different exchanges. This difference is displayed numerically, visually as a line chart, and it is also tested against user-defined thresholds. With the threshold in place, buy and sell signals can be generated. The script allows you to quickly gauge how significant a spread is between two exchanges and whether that spread surpasses a specified threshold. This is particularly useful for arbitrage trading, where an asset is bought at a lower price on one exchange and sold at a higher price on another, capitalizing on price discrepancies. By identifying these opportunities, traders can potentially secure profits across different markets.
WHY IT WAS MADE
This script was developed to help traders who frequently look for arbitrage opportunities in the fast-paced cryptocurrency market. Cryptocurrencies sometimes experience quick price divergences across different exchanges. By having an automated approach that compares and displays prices, traders can spend less time manually tracking price discrepancies and more time focusing on actual trading strategies. The script was also made with user customization in mind, allowing you to toggle an optional Automated-based approach and choose different moving average methods to smooth out the displayed price difference.
WHAT ARBITRAGE IS
Arbitrage is the practice of buying an asset on one market (or exchange) at a lower price and simultaneously selling it on another market where the price is higher, thus profiting from the price difference. In cryptocurrency markets, these price differentials can occur across multiple exchanges due to varying liquidity, trading volume, geographic factors, or market inefficiencies. Though sometimes small, these differences can be exploited for profit when approached methodically.
EXPLANATION OF INPUTS
The script includes a variety of user inputs that help tailor the indicator to your specific needs:
1. Compared Symbol 1: This is the primary symbol you want to track (for example, BTCUSDT). Make sure it's written in all capital and make sure that it's price from that exchange is available on Tradingview.
2. Compare Exchange 1: The first exchange on which the script will request pricing data for the chosen symbol.
3. Compared to Exchange: The second exchange, used for the comparison.
4. Opportunity Threshold (%): A percentage threshold that, when exceeded by the price difference, can trigger buy or sell signals.
5. Plot Style?: Allows you to choose between plotting the raw difference line or a moving average of that difference.
6. MA Type: Select among SMA, EMA, WMA, RMA, or HMA for your moving average calculation.
7. MA Length: The lookback period for the selected moving average.
8. Plot Buy/Sell Signals?: Enables or disables the plotting of arrows signaling potential buy or sell zones based on threshold crossovers.
9. Automated Detection?: Toggles an additional multi-exchange data scan feature that calculates the highest and lowest prices for the specified symbol across a predefined list of exchanges.
CALCULATIONS
At its core, the script calculates price1 and price2 using the request.security function to fetch close prices from two selected exchanges. The difference is measured as (price1 - price2) / price2 * 100. This results in a percentage that indicates how much higher or lower price1 is relative to price2. Additionally, the script calculates a slope for this difference, which helps color the line depending on whether it is trending up or down. If you choose the moving average option, the script will replace the raw difference data with one of several moving average calculations (SMA, EMA, WMA, RMA, or HMA).
The script also includes an iterative scan of up to 15 different exchanges for Automated detection, collecting the highest and lowest price across all those exchanges. If the Automated option is enabled, it compiles a potential recommendation: buy at the cheapest exchange price and sell at the most expensive one. The difference across all exchanges (allExDiffPercent) is calculated using (highestPriceAll - lowestPriceAll) / lowestPriceAll * 100.
WHAT AUTOMATED DETECTION SIGNAL DOES
If enabled, the Automated detection feature scans all 15 supported exchanges for the specified symbol. It then identifies the exchange with the highest price and the exchange with the lowest price. The script displays a recommended action: buy on the lowest-exchange price and sell on the highest-exchange price. While called “Automated,” it is essentially a multi-exchange data query that automates a portion of research by consolidating different price points. It does not replace thorough analysis or guaranteed execution; it simply provides an overview of potential extremes.
WHAT ALL-EX-DIFF IS
The variable allExDiffPercent is used to show the overall difference between the highest price and the lowest price found among the 15 pre-chosen exchanges. This figure can be useful for anyone wanting a big-picture view of how large the arbitrage spread might be across the broader market.
SIGNALS AND HOW THEY ARE GENERATED
The script provides two main modes of signal generation:
1. Raw Difference Mode: If the user chooses “Use Normal Line,” the script compares the percentage difference of the two selected exchanges (price1 and price2) to the user-defined threshold. When the difference crosses under the positive threshold, a sell signal is displayed (red arrow). Conversely, when the difference crosses above the negative threshold, a buy signal is displayed (green arrow).
2. Moving Average Mode: If the user selects “Use Moving Average,” the script instead references the moving average values (maValue). The signals fire under similar conditions but use the average line to gauge whether the threshold has been crossed.
HOW TO USE THE INDICATOR
1. Add the script to your chart in TradingView.
2. In the script’s settings panel, configure the symbol you wish to compare (for example, BTCUSDT), choose the two exchanges you want to evaluate, and set your desired threshold.
3. Optionally, pick a moving average type and length if you prefer a smoother representation of the difference.
4. Enable or disable buy/sell signals according to your preference.
5. If you’d like to see potential extremes among a broader list of exchanges, enable Automated Detection. Keep in mind that this feature runs additional security requests, so it might slow down performance on weaker devices or if you already have many scripts running.
EXCHANGES TO USE
The script currently supports up to 15 exchanges: BYBIT, BINANCE, MEXC, BLOFIN, BITGET, OKX, KUCOIN, COINBASE, COINEX, PHEMEX, POLONIEX, GATEIO, BITSTAMP, and KRAKEN. You can choose any two of these for direct comparison, and if you enable the Automated detection, it will attempt to query them all to find extremes in real time.
VISUALS
The exchanges and current prices & differences are all plotted in the table while the colored line represents the difference in the price. The two thresholds colored red are where signals are generated. A cross below the upper threshold is a sell signal and a cross above the lower threshold is a buy signal. In the line at the bottom, purple is a negative slope and aqua is a positive slope.
LIMITATIONS AND POTENTIAL PROBLEMS
If you enable too many visual elements such as signals, additional lines, and the Automated-based scanning table, you may find that your chart becomes cluttered, or text might overlap. One workaround is to remove and reapply the indicator to refresh its display. You may also want to reduce the number of displayed table rows by disabling some features if your chart becomes too crowded. Sometimes there might be an error that the price of an asset is not available on an exchange, to fix this, go and select another exchange to compare it to, or if it happens in Automated detection, choose a different asset, ideally more widely spread.
UNIQUENESS
This indicator stands out due to its multifaceted approach: it doesn’t just look at two exchanges but optionally scans up to 15 exchanges in real time, presenting users with a much broader view of the market. The dual-mode system (raw difference vs. moving average) allows for both immediate, unfiltered signals and smoother, noise-reduced signals depending on user preference. By default, it introduces dynamic visual cues through color changes when the slope of the difference transitions upward or downward. The optional Automated detection, while not a deep learning system, adds a functional intelligence layer by collating extreme price points from multiple exchanges in one place, thereby streamlining the manual research process. This combination of features gives the script a unique edge in the TradingView ecosystem, catering equally to novices wanting a straightforward approach and to advanced users looking for an aggregated multi-exchange analysis.
CONCLUSION
Uptrick: Arbitrage Monitor is a versatile and customizable Pine Script™ indicator that highlights price differences for a specified symbol between two user-selected exchanges. Through signals, threshold-based alerts, and optional Automated detection across multiple exchanges, it aims to support traders in identifying potential arbitrage opportunities quickly and efficiently. This script makes no guarantees of profitability but can serve as a valuable tool to add to your trading toolkit. Always use caution when implementing arbitrage strategies, and be mindful of market risks, exchange fees, and latency.
ADDITIONAL DISCLOSURES
This script is provided for educational and informational purposes only. It does not constitute financial advice or a guarantee of performance. Users are encouraged to conduct thorough research and consider the inherent risks of arbitrage trading. Market conditions can change rapidly, and orders may fail to execute at desired prices, especially when large price discrepancies attract competition from other traders.
Volatility StudiesStd deviation, MAD, ATR ... etc..
Based it on MAs like WMA, EMA, SMA, Rolling Vwap, Smoothed VWap.
Linear Regression Trend up and lower bands that can be tuned.
Credit to wpatte15 for original concept/open sourcing his script.
Previous Day High and Low by DRK TradingThe Previous Day High and Low Indicator is a simple yet powerful tool designed for traders who want to keep track of critical levels from the previous trading session. This indicator automatically marks the high and low of the previous day on your chart with dashed horizontal lines, making it easier to identify key support and resistance zones.
Features:
Horizontal Lines: Clearly marks the previous day's high and low levels.
Dynamic Updates: Automatically updates at the start of a new trading day.
Visual Clarity: Includes labels at the start of the day for quick reference.
Customizable: Works seamlessly across all timeframes and instruments.
Use Case:
Identify potential breakout and reversal zones.
Enhance intraday and swing trading strategies by focusing on key price levels.
Plan stop-loss and target levels based on historical price movements.
This indicator is perfect for price action traders, intraday scalpers, and swing traders who rely on past price behavior to make informed decisions.
Linear Signal-Based Strategy[Kopottaja]
Strategy Description for "Linear Signal-Based Strategy"
Key Features:
Linear Signal Calculation:
Combines the RSI (or other exogenous variables) with BTC price data using a weighted sum. The weight (signal_alpha) can be adjusted to emphasize either the exogenous variable or price.
Z-Score Normalization:
Standardizes the linear signal into a Z-score, enabling robust threshold-based decisions for long and short trades.
Threshold-Based Entry:
Long Position: Triggered when the Z-score falls below the lower threshold (-risk_adjustment_factor), indicating a potential oversold condition in BTC.
Short Position: Triggered when the Z-score rises above the upper threshold (risk_adjustment_factor), indicating a potential overbought condition in BTC.
Risk Management:
Configurable stop-loss and take-profit levels automatically manage risk and lock in profits for each trade.
Timeframe Focus:
Optimized for 15-minute and 5-minute charts, making it ideal for intraday and high-frequency trading in BTC/USDT.
How It Works:
The strategy calculates a linear signal as a weighted combination of RSI and BTC price data.
It computes the mean and standard deviation of the linear signal over a configurable lookback_period.
A Z-score is calculated to measure how far the current signal deviates from its mean.
Trading signals are generated when the Z-score crosses the specified thresholds:
Long trades: When the Z-score is below -risk_adjustment_factor.
Short trades: When the Z-score is above risk_adjustment_factor.
Trades are closed automatically at take-profit or stop-loss levels.
Customizable Parameters:
lookback_period: Number of bars for calculating moving averages and Z-score.
signal_alpha: Weight assigned to the exogenous variable (RSI) versus BTC price.
take_profit_percent and stop_loss_percent: Define the profit and risk limits for each trade.
risk_adjustment_factor: Controls the sensitivity of the strategy by setting thresholds for entry conditions.
Applications:
This strategy is optimized for BTC/USDT on 15-minute and 5-minute timeframes, making it suitable for intraday and scalping strategies. It is versatile and can be adapted for other cryptocurrencies or volatile assets with high liquidity. The configurable parameters make it adaptable to various market conditions and risk preferences.
Full Spectrum Delta BandsI created the Full Spectrum Delta Bands (FullSpec ΔBB) to go beyond traditional Bollinger Bands by incorporating both OHLC (Open, High, Low, Close) and Close-based data into the calculations. Instead of relying solely on closing prices, this indicator evaluates deviations from the complete bar range (OHLC), offering a more accurate view of market behavior.
A key feature is the Delta Flip, which highlights shifts between OHLC and Close-based bands. These flips are visually marked with color changes, signaling potential trend reversals, breakout zones, or volatility shifts. Traders can use these moments as inflection points to refine their entry and exit strategies.
The indicator also supports customizable sensitivity and deviation multiplier settings, allowing it to adapt to different trading styles and timeframes. Lower deviation values (e.g., 1σ or 1.5σ) are ideal for scalping on shorter timeframes like 5-min or 15-min charts, while higher values (e.g., 2.5σ or 3σ) are better suited for long-term trend analysis on weekly or monthly charts. The standard deviation multiplier fine-tunes the upper and lower bands to match specific trading goals and market conditions.
I designed Full Spectrum Delta Bands to provide deeper insights and a clearer view of market dynamics compared to traditional Bollinger Bands. Whether you’re a scalper, swing trader, or long-term investor, this tool helps you make informed and confident trading decisions.
Dead Zone HighlighterDead Zone Highlighter: A precise tool for marking low-probability trading zones between the daily open and the last 15-minute close of the first 2 hours. Simplify your decision-making by identifying non-trading zones with clear visual cues.
BK BB Horizontal LinesIndicator Description:
I am incredibly proud and excited to share my second indicator with the TradingView community! This tool has been instrumental in helping me optimize my positioning and maximize my trades.
Bollinger Bands are a critical component of my trading strategy. I designed this indicator to work seamlessly alongside my previously introduced tool, "BK MA Horizontal Lines." This indicator focuses specifically on the Daily Bollinger Bands, applying horizontal lines to the bands which is displayed in all timeframes. The Daily bands in my opinion hold a strong significance when it comes to support and resistance, knowing your current positioning and maximizing your trades. The settings are fully adjustable to suit your preferences and trading style.
If you find success with this indicator, I kindly ask that you give back in some way through acts of philanthropy, helping others in the best way you see fit.
Good luck to everyone, and always remember: God gives us everything. May all the glory go to the Almighty!
Enhanced EMA-ATR Signals
🚀 Dynamic EMA-ATR Signal Suite 🚀
My First Pine Script Creation!
This indicator is designed to combine the power of Exponential Moving Averages (EMA) and Average True Range (ATR) to generate dynamic buy and sell signals that adapt to your preferred trading style—whether you’re a Scalper , Swing Trader , or Long-Term Holder . It provides a clean, customizable visualization to help you identify high-probability trading opportunities with ease.
✨ Features:
- Three Trading Styles:
- Scalp : Faster EMAs and ATR settings optimized for quick trades.
- Swing : Moderately paced settings for mid-term trades.
- HOLD : Slower settings for long-term positions.
- Manual Settings Option: Override default parameters and input your own EMA periods, ATR period, and ATR multiplier.
- Volatility Insights: Highlights high-volatility zones on the chart using ATR and standard deviation.
- Signal Delays: Customize the delay between signal generations to filter out market noise and improve signal accuracy.
- Clean Visualization: Buy and sell signals are represented as green and red triangles, with toggles to show or hide EMA and ATR lines.
💡 Why I Built This:
As a trader, I found myself constantly switching between different strategies but struggling to find a single tool that could adapt dynamically to my needs. This indicator was created to solve that problem, allowing for seamless transitions between trading styles without cluttering the chart. It’s still a work in progress , and I’m actively working on adding more features and improving its accuracy. Your feedback is invaluable, and I’d love to hear your thoughts!
⚙️ How to Use This Indicator:
1. Set Your Trading Style:
- Open the indicator settings.
- Select your preferred trading style from the dropdown menu ( Scalp, Swing, or HOLD ). Each style comes with pre-configured EMA and ATR parameters tailored for that approach.
- The chosen style determines the speed of signals and the sensitivity of the volatility filter.
2. Customize Parameters (Optional):
- If you prefer your own settings, toggle the Use Manual Settings option to ON.
- Input your desired values for:
- EMA Fast Period
- EMA Slow Period
- ATR Period
- ATR Multiplier
📖 Understanding the Parameters
EMA Fast and EMA Slow:
- EMA Fast: The faster Exponential Moving Average reacts more quickly to price changes, making it ideal for identifying short-term trends.
- EMA Slow: The slower Exponential Moving Average smooths out price movements over a longer period, helping to identify the overall trend.
- When the EMA Fast crosses above the EMA Slow, it indicates a potential bullish trend (Buy Signal).
- When the EMA Fast crosses below the EMA Slow, it indicates a potential bearish trend (Sell Signal).
ATR Period and ATR Multiplier:
- ATR Period: Determines the number of bars used to calculate the Average True Range (ATR), which measures market volatility.
- A shorter period makes the ATR more responsive to recent volatility.
- A longer period smooths out short-term fluctuations.
- ATR Multiplier: Scales the ATR value to set a threshold for determining high-volatility zones.
- Higher multipliers make the indicator less sensitive to small price movements.
- Lower multipliers increase sensitivity, highlighting even minor volatility changes.
These parameters work together to create dynamic signals and provide insights into market trends and volatility. Adjusting them can tailor the indicator to suit your trading strategy!
3. Monitor Buy and Sell Signals:
- Green triangles below the price represent Buy Signals , generated when conditions align with your selected trading style.
- Red triangles above the price represent Sell Signals .
- Signals are filtered based on a customizable delay to reduce noise in volatile markets.
4. Understand Volatility Zones:
- High-volatility zones are highlighted with a shaded background (yellow by default). These areas indicate increased market activity, which may influence your trading decisions.
5. Tweak the Visualization:
- Toggle the visibility of ATR and EMA lines to suit your charting preferences.
- Adjust line colors, styles, and signal sizes for better clarity.
6. Optimize Signal Delays:
- Use the Signal Delay setting to adjust the frequency of signals. A higher delay filters out short-term fluctuations, while a lower delay generates faster signals.
🌟 Thank you for trying out the Dynamic EMA-ATR Signal Suite! 🌟
This tool is here to make your trading more efficient, flexible, and insightful. If you have feedback or feature requests, I’d love to hear them. Together, we can make this indicator even better!
Cruce de Medias Total
Podemos indicar que se compre y venda al cruce de medias móviles o bien cuando el precio de la vela anterior cierra por encima (compra) o por debajo de las medias (venta).
También se puede elegir se se usan dos o tres medias móviles, por defecto está puesto en dos medias móviles, la rápida es 50 y la lenta 200 pero se pueden personalizar, es una estrategia a largo plazo que ha demostrado ser muy rentable en cualquiera de sus medias con en gráficos diarios.
La estrategia siempre opera long por defecto pero tiene la opción también de operar short.
También pueden elegir distintos tipos de medias móviles existentes y ver cual es la que mejor si adapta al valor.
Aquí tienes una descripción de las medias móviles añadidas al script y sus características:
Simple SMA (Media Móvil Simple):
Calcula el promedio simple de los precios de cierre durante un período específico.
Es la más básica y fácil de interpretar, pero puede ser lenta para reaccionar a los cambios bruscos en el precio.
Exponencial EMA (Media Móvil Exponencial):
Da más peso a los precios recientes, lo que la hace más sensible a los cambios de precio.
Responde más rápidamente a las fluctuaciones del mercado en comparación con la SMA, lo que ayuda a detectar cambios de tendencia más temprano.
Ponderada WMA (Media Móvil Ponderada):
Asigna más peso a los datos más recientes de forma lineal.
Proporciona un balance entre la sensibilidad de la EMA y la suavidad de la SMA, siendo útil para seguir tendencias a corto plazo.
Volumen Ponderada VWMA (Media Móvil Ponderada por Volumen):
Pondera los precios según el volumen de negociación, dándole más importancia a los precios con mayor volumen.
Es útil para analizar si los movimientos de precio están respaldados por un volumen alto, lo que indica mayor relevancia.
Hull HMA (Media Móvil de Hull):
Diseñada para minimizar el retraso y aumentar la sensibilidad al mismo tiempo.
Combina el suavizado y la rápida respuesta al precio, lo que la hace adecuada para traders que necesitan detectar cambios de tendencia rápidamente.
Media Suavizada RMA (Media Móvil Suavizada):
Es similar a la EMA pero con un suavizado diferente, proporcionando un promedio que filtra de forma más efectiva el ruido de precios.
Suele usarse para análisis de tendencias a medio plazo.
Media de Arnaud Legoux ALMA (Media Móvil ALMA):
Utiliza un algoritmo especial de suavizado con control de sesgo para reducir el ruido y mejorar la detección de tendencias.
Permite ajustar los parámetros de sesgo y suavizado para adaptarse a diferentes necesidades de trading.
Es conocida por su capacidad de mantener una respuesta rápida al precio al tiempo que suprime el ruido.
Estas medias móviles ofrecen diferentes enfoques para seguir y analizar las tendencias en los precios. Dependiendo de tu estrategia de trading, puedes elegir la media móvil que mejor se adapte a tus necesidades: desde una respuesta rápida con la HMA o EMA, hasta un enfoque más estable y menos reactivo con la SMA o RMA.
Volatility StudiesStd deviation, MAD, ATR ... etc..
Based it on MAs like WMA, EMA, SMA, Rolling Vwap, Smoothed VWap.
