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Power Metcalfe's + Fibonacci Channel## Metcalfe's Law + Fibonacci Channel - Optimized Bitcoin Valuation Model This indicator presents an enhanced variation of the classic Bitcoin Metcalfe's Law model, combining logarithmic regression analysis with Fibonacci retracement levels to create a comprehensive valuation framework. **Key Features:** - **Optimized Metcalfe's Law calculation** using historical cycle data (2013-2022) for improved accuracy - **Fibonacci channel overlay** with key levels: 0.382, 0.618, 1.272, 1.618, 2.000, 2.618, 3.000 - **Dynamic trading zones** with visual buy/sell signals based on price position relative to the channel - **Real-time targets** displaying current Fibonacci projections and fair value estimates **What makes it different:** Unlike standard Metcalfe's Law implementations, this version integrates logarithmic growth principles and uses a refined dataset that accounts for Bitcoin's maturation cycles. The Fibonacci overlay provides clearer entry/exit points while maintaining the long-term growth trajectory based on network adoption. **Best suited for:** Long-term Bitcoin holders and macro traders looking for mathematical support/resistance levels based on network adoption dynamics and scarcity. The model automatically updates calculations and provides a comprehensive information table showing current formula parameters and key price targets.
Pine Script® göstergesi
didaz tarafından
Mig Trade Model - Kill Zones Key features: Liquidity Hunt Detection: Spots aggressive moves that "hunt" stops beyond recent swing highs/lows. Consolidation Filter: Requires 1-3 small-range candles after a hunt before confirming with a strong candle. Bias Application: Uses daily open/close to auto-detect bias or allows manual override. Kill Zone Restriction: Limits signals to London (default: 7-10 AM UTC) and NY (default: 12-3 PM UTC) sessions for better relevance in active markets. This strategy is inspired by smart money concepts (SMC) and ICT (Inner Circle Trader) methodologies, aiming to capture venom-like "stings" in price action where liquidity is grabbed before reversals. How It Works ATR Calculation: Uses a user-defined ATR length (default: 14) to measure volatility, which scales candle body and range thresholds. Bias Determination: Auto: Compares daily close to open (bullish if close > open). Manual: User selects "Bullish" or "Bearish." Strong Candles: Bullish: Green candle with body > 2x ATR (configurable). Bearish: Red candle with body > 2x ATR. Small Range Candles: Candles where high-low < 0.5x ATR (configurable). Liquidity Hunt: Bullish Hunt: Strong bearish candle making a new low below the past swing low (default: 10 bars). Bearish Hunt: Strong bullish candle making a new high above the past swing high. Signal Generation: After a hunt, counts 1-3 small-range candles. Confirms with a strong candle in the opposite direction (e.g., strong bullish after bearish hunt). Resets if >3 small candles or an opposing strong candle appears. Kill Zone Filter: Checks if the current bar's time (in UTC) falls within London or NY Kill Zones. Only allows final "Buy" (bullish entry) or "Sell" (bearish entry) if bias matches and in Kill Zone. Plots: Yellow circle (below): Bullish liquidity hunt. Orange circle (above): Bearish liquidity hunt. Blue diamond (below): Raw bullish signal. Purple diamond (above): Raw bearish signal. Green triangle up ("Buy"): Filtered bullish entry. Red triangle down ("Sell"): Filtered bearish entry. Inputs Bias: "Auto" (default), "Bullish", or "Bearish" – Controls signal direction based on daily trend. ATR Length: 14 (default) – Period for ATR calculation. Swing Length for Liquidity Hunt: 10 (default) – Bars to look back for swing highs/lows. Strong Candle Body Multiplier (x ATR): 2.0 (default) – Threshold for strong candle bodies. Small Range Multiplier (x ATR): 0.5 (default) – Threshold for small-range candles. London Kill Zone Start/End Hour (UTC): 7/10 (default) – Customize London session hours. NY Kill Zone Start/End Hour (UTC): 12/15 (default) – Customize New York session hours. Usage Tips Timeframe: Best on lower timeframes (e.g., 5-15 min) for intraday trading, especially forex pairs like EURUSD or GBPUSD. Timezone Adjustment: Inputs are in UTC. If your chart is in a different timezone (e.g., EST = UTC-5), adjust hours accordingly (e.g., London: 2-5 AM EST → 7-10 UTC). Risk Management: Use with stop-loss (e.g., beyond the hunt low/high) and take-profit based on ATR multiples. Not financial advice—backtest thoroughly. Customization: Tweak multipliers for different assets; higher for volatile cryptos, lower for stocks. Limitations: Relies on historical data; may generate false signals in ranging markets. Combine with other indicators like volume or support/resistance. This indicator is for educational purposes. Always use discretion and proper risk management in live trading. If you find it useful, feel free to share feedback or suggestions!
Pine Script® göstergesi
EfeErdost tarafından
MSTY-WNTR Rebalancing SignalMSTY-WNTR Rebalancing Signal ## Overview The **MSTY-WNTR Rebalancing Signal** is a custom TradingView indicator designed to help investors dynamically allocate between two YieldMax ETFs: **MSTY** (YieldMax MSTR Option Income Strategy ETF) and **WNTR** (YieldMax Short MSTR Option Income Strategy ETF). These ETFs are tied to MicroStrategy (MSTR) stock, which is heavily influenced by Bitcoin's price due to MSTR's significant Bitcoin holdings. MSTY benefits from upward movements in MSTR (and thus Bitcoin) through a covered call strategy that generates income but caps upside potential. WNTR, on the other hand, provides inverse exposure, profiting from MSTR declines but losing in rallies. This indicator uses Bitcoin's momentum and MSTR's relative strength to signal when to hold MSTY (bullish phases), WNTR (bearish phases), or stay neutral, aiming to optimize returns by switching allocations at key turning points. Inspired by strategies discussed in crypto communities (e.g., X posts analyzing MSTR-linked ETFs), this indicator promotes an active rebalancing approach over a "set and forget" buy-and-hold strategy. In simulated backtests over the past 12 months (as of August 4, 2025), the optimized version has shown potential to outperform holding 100% MSTY or 100% WNTR alone, with an illustrative APY of ~125% vs. ~6% for MSTY and ~-15% for WNTR in one scenario. **Important Disclaimer**: This is not financial advice. Past performance does not guarantee future results. Always consult a financial advisor. Trading involves risk, and you could lose money. The indicator is for educational and informational purposes only. ## Key Features - **Momentum-Based Signals**: Uses a Simple Moving Average (SMA) on Bitcoin's price to detect bullish (price > SMA) or bearish (price < SMA) trends. - **RSI Confirmation**: Incorporates MSTR's Relative Strength Index (RSI) to filter signals, avoiding overbought conditions for MSTY and oversold for WNTR. - **Visual Cues**: - Green upward triangle for "Hold MSTY". - Red downward triangle for "Hold WNTR". - Yellow cross for "Switch" signals. - Background color: Green for MSTY, red for WNTR. - **Information Panel**: A table in the top-right corner displays real-time data: BTC Price, SMA value, MSTR RSI, and current Allocation (MSTY, WNTR, or Neutral). - **Alerts**: Configurable alerts for holding MSTY, holding WNTR, or switching. - **Optimized Parameters**: Defaults are tuned (SMA: 10 days, RSI: 15 periods, Overbought: 80, Oversold: 20) based on simulations to reduce whipsaws and capture trends effectively. ## How It Works The indicator's logic is straightforward yet effective for volatile assets like Bitcoin and MSTR: 1. **Primary Trigger (Bitcoin Momentum)**: - Calculate the SMA of Bitcoin's closing price (default: 10-day). - Bullish: Current BTC price > SMA → Potential MSTY hold. - Bearish: Current BTC price < SMA → Potential WNTR hold. 2. **Secondary Filter (MSTR RSI Confirmation)**: - Compute RSI on MSTR stock (default: 15-period). - For bullish signals: If RSI > Overbought (80), signal Neutral (avoid overextended rallies). - For bearish signals: If RSI < Oversold (20), signal Neutral (avoid capitulation bottoms). 3. **Allocation Rules**: - Hold 100% MSTY if bullish and not overbought. - Hold 100% WNTR if bearish and not oversold. - Neutral otherwise (e.g., during choppy or extreme markets) – consider holding cash or avoiding trades. 4. **Rebalancing**: - Switch signals trigger when the hold changes (e.g., from MSTY to WNTR). - Recommended frequency: Weekly reviews or on 5% BTC moves to minimize trading costs (aim for 4-6 trades/year). This approach leverages Bitcoin's influence on MSTR while mitigating the risks of MSTY's covered call drag during downtrends and WNTR's losses in uptrends. ## Setup and Usage 1. **Chart Requirements**: - Apply this indicator to a Bitcoin chart (e.g., BTCUSD on Binance or Coinbase, daily timeframe recommended). - Ensure MSTR stock data is accessible (TradingView supports it natively). 2. **Adding to TradingView**: - Open the Pine Editor. - Paste the script code. - Save and add to your chart. - Customize inputs if needed (e.g., adjust SMA/RSI lengths for different timeframes). 3. **Interpretation**: - **Green Background/Triangle**: Allocate 100% to MSTY – Bitcoin is in an uptrend, MSTR not overbought. - **Red Background/Triangle**: Allocate 100% to WNTR – Bitcoin in downtrend, MSTR not oversold. - **Yellow Switch Cross**: Rebalance your portfolio immediately. - **Neutral (No Signal)**: Panel shows "Neutral" – Hold cash or previous position; reassess weekly. - Monitor the panel for key metrics to validate signals manually. 4. **Backtesting and Strategy Integration**: - Convert to a strategy script by changing `indicator()` to `strategy()` and adding entry/exit logic for automated testing. - In simulations (e.g., using Python or TradingView's backtester), it has outperformed buy-and-hold in volatile markets by ~100-200% relative APY, but results vary. - Factor in fees: ETF expense ratios (~0.99%), trading commissions (~$0.40/trade), and slippage. 5. **Risk Management**: - Use with a diversified portfolio; never allocate more than you can afford to lose. - Add stop-losses (e.g., 10% trailing) to protect against extreme moves. - Rebalance sparingly to avoid over-trading in sideways markets. - Dividends: Reinvest MSTY/WNTR payouts into the current hold for compounding. ## Performance Insights (Simulated as of August 4, 2025) Based on synthetic backtests modeling the last 12 months: - **Optimized Strategy APY**: ~125% (by timing switches effectively). - **Hold 100% MSTY APY**: ~6% (gains from BTC rallies offset by downtrends). - **Hold 100% WNTR APY**: ~-15% (losses in bull phases outweigh bear gains). In one scenario with stronger volatility, the strategy achieved ~4533% APY vs. 10% for MSTY and -34% for WNTR, highlighting its potential in dynamic markets. However, these are illustrative; real results depend on actual BTC/MSTR movements. Test thoroughly on historical data. ## Limitations and Considerations - **Data Dependency**: Relies on accurate BTC and MSTR data; delays or gaps can affect signals. - **Market Risks**: Bitcoin's volatility can lead to false signals (whipsaws); the RSI filter helps but isn't perfect. - **No Guarantees**: This indicator doesn't predict the future. MSTR's correlation to BTC may change (e.g., due to regulatory events). - **Not for All Users**: Best for intermediate/advanced traders familiar with ETFs and crypto. Beginners should paper trade first. - **Updates**: As of August 4, 2025, this is version 1.0. Future updates may include volume filters or EMA options. If you find this indicator useful, consider leaving a like or comment on TradingView. Feedback welcome for improvements!
Pine Script® göstergesi
Smartmate tarafından
Daily High/Low Close Breakout - GOLD### **Daily High/Low Close Breakout Indicator** This indicator is a powerful tool for identifying potential breakout opportunities based on the previous day's price action. It's built on a unique time-based logic that defines key support and resistance levels for the trading day. --- ### **How the Indicator Works** The indicator operates in two main phases: 1. **Calculation Period (00:00 to 16:30 Tehran Time):** The indicator first observes the price action from the start of the day until 16:30. During this time, it records the highest and lowest **closing prices** of all candles. The chart background is shaded gray to visually mark this period. 2. **Trading Period (16:30 to 16:30 the next day):** At 16:30, the highest and lowest close levels are finalized and drawn as horizontal lines. These levels then become the primary breakout zones for the next 24 hours. The indicator will generate signals whenever the price crosses these lines. --- ### **Trading Signals** The indicator uses a simple and effective crossover logic for its signals: * **BUY Signal:** A signal is generated when a candle's closing price **crosses above** the high close line. * **SELL Signal:** A signal is generated when a candle's closing price **crosses below** the low close line. --- ### **Important Usage Guidelines** For optimal performance, please follow these specific recommendations: * **Timeframe:** This indicator is designed and optimized to be used exclusively on the **15-minute timeframe**. Using it on other timeframes may produce inconsistent or unreliable results. * **Primary Asset:** The logic for this indicator was developed and backtested primarily for **Gold (XAUUSD)**. Its performance and win rate have been observed to be the most consistent on this asset. * **Asset Restriction:** It is strongly recommended to **avoid using this indicator on other currency pairs or assets**, as it has not been optimized for their specific market behavior. --- ### **Disclaimer** *This indicator is provided for informational and educational purposes only. It is not financial advice. Past performance is not a guarantee of future results. All trading decisions should be based on your own research and risk analysis. Always use proper risk management.*
Pine Script® göstergesi
hassansadeghirashed tarafından
Benford's Law Actual [Tagstrading]Benford’s Law Chart — First Digit Analysis of Percentage Price Drops This script visualizes the distribution of the leading digit in the percentage change of price drops, and compares it to the theoretical distribution expected by Benford’s Law. It helps traders, analysts, and quants to detect anomalies, unnatural behavior, or price manipulation in any asset or timeframe. How to Use Add to any chart or symbol (stocks, crypto, FX, etc.) and select the timeframe you wish to analyze. Set the “Number of Bars to Analyze” input (default: 500) to control the length of the historical window. The chart will display, for the latest window: A blue line: the actual leading-digit distribution for percentage price changes between bars. A red line: the expected distribution per Benford’s Law. Labels below and above: digit markers and the expected (theoretical) percentages. Summary panel on the right: frequency counts and actual vs. theoretical % for each digit. Interpretation: If your actual (blue) curve or digit counts are significantly different from the red Benford’s Law curve, it could indicate unnatural price action, fraud, bot activity, or structural anomalies. Why is this useful for TradingView? Financial forensics: Benford’s Law is a classic tool for detecting data manipulation and fraud in accounting. On charts, it can reveal if price movements are statistically “natural.” Transparency and confidence: Helps communities audit markets, brokers, or exchanges for irregularities. Adaptable: Works on any market, any timeframe. What makes this script unique? Focuses on % price changes, not raw prices. This provides a fair comparison across assets, symbols, and timeframes. Measures only the direction and magnitude of drops/rises — more suitable for detecting manipulation in active markets. Clear and customizable visualization: The Benford line, actual data, and summary are all visible and readable in one glance. Optimized for speed and clarity (runs efficiently on all major charts). How is it different from stg44’s Benford’s Law script? This script analyzes the leading digit of percentage price changes (i.e., how much the price drops or rises in %), while the original by stg44 analyzes the leading digit of price itself. Results are less sensitive to price scale and more comparable across volatile and non-volatile assets. The summary panel clearly shows ( ) for actual and for Benford theoretical values. Full code is commented and open for the community. Credits and Inspiration This script was inspired by “Benford’s Law” by stg44: Thanks to the TradingView community for sharing powerful visual ideas. — By tags trading
Pine Script® göstergesi
TagsTrading tarafından
MA Cross 7-21MA Crossover Definition This indicator calculates and plots two moving averages, the MA7 and MA21, and highlights candlesticks where they cross. It indicates when a trend is changing, becoming weaker or stronger, in the short term. Summary The Moving Average Crossover indicator sounds simple enough. It measures two moving averages and detects when they cross. The two moving averages measured are the MA7 and MA21. A crossover indicates that the MA7 is now above the MA21, and vice versa. This indicator can be used in conjunction with other moving averages or trend-following indicators to better understand momentum.
Pine Script® göstergesi
Aiforu tarafından
Currency Weekend - shading weekend trading// ───────────────────────────────────────────────────────────────────────────── // © 2025, Steve / Steven Anthony – "Currency Weekend" // This script highlights the low-liquidity weekend window that often affects // both fiat currency markets and cryptocurrencies like Bitcoin. // // ╭─────────────────────────────── DESCRIPTION ───────────────────────────────╮ // | This indicator shades a customizable time window on your chart, | // | originally set to highlight the **forex weekend lull** from | // | **Friday 21:00 UTC to Sunday 21:00 UTC**, when traditional fiat | // | currency markets close. | // | | // | Traders who observe Bitcoin, Ethereum, or other crypto assets may | // | notice reduced liquidity or increased erratic moves during this time, | // | due to overlapping behaviors from professional forex traders who | // | trade both markets. | // ╰──────────────────────────────────────────────────────────────────────────╯ // // 🔧 Flexible Configuration: // - Define your own start and end **day + time** for shading // - Useful for shading other custom quiet periods or session transitions // // 💡 Use Cases: // - Avoid trading during low-liquidity periods // - Spot potential weekend traps or price gaps // - Align crypto behavior with fiat market hours // // 📍 Default Settings: // - Start: Friday 21:00 UTC // - End: Sunday 21:00 UTC // // Timezone is normalized to the chart’s timezone for seamless integration. // // ─────────────────────────────────────────────────────────────────────────────
Pine Script® göstergesi
TradeTitan120 tarafından