Realized Profit & Loss [BigBeluga]The Realized Loss & Profit indicator aims to find potential dips and tops in price by utilizing the security function syminfo.basecurrency + "_LOSSESADDRESSES".
The primary objective of this indicator is to present an average, favorable buying/selling opportunity based on the number of people currently in profit or loss.
The script takes into consideration the syminfo.basecurrency, so it should automatically adapt to the current coin.
🔶 USAGE
Users have the option to enable the display of either Loss or Profit, depending on their preferred visualization.
Examples of displaying Losses:
Example of displaying Profits:
🔶 CONCEPTS
The concept aims to assign a score to the data in the ticker representing the realized losses. This score will provide users with an average of buying/selling points that are better to the typical investor.
🔶 SETTINGS
Users have complete control over the script settings.
🔹 Calculation
• Profit: Display people in profit on an average of the selected length.
• Loss: Display people in loss on an average of the selected length.
🔹 Candle coloring
• True: Color the candle when data is above the threshold.
• False: Do not color the candle.
🔹 Levels
- Set the level of a specific threshold.
• Low: Low losses (green).
• Normal: Low normal (yellow).
• Medium: Low medium (orange).
• High: Low high (red).
🔹 Z-score Length: Length of the z-score moving window.
🔹 Threshold: Filter out non-significant values.
🔹 Histogram width: Width of the histogram.
🔹 Colors: Modify the colors of the displayed data.
🔶 LIMITATIONS
• Since the ticker from which we obtain data works only on the daily timeframe, we are
restricted to displaying data solely from the 1D timeframe.
• If the coin does not have any realized loss data, we can't use this script.
Temel Analiz
Daily Network Value to Transactions Signal (NVTS)
Quote of GlassNode ...
The NVT Signal (NVTS) is a modified version of the original NVT Ratio.
It uses a 90 day moving average of the daily transaction volume in the denominator instead of the raw daily transaction volume.
This moving average improves the ratio to better function as a leading indicator.
The Network Value to Transactions (NVT) Ratio is calculated by dividing the market cap by the transferred on-chain volume measured in USD.
GlassNode says the NVT Ratio was created by Willy Woo.
I have peaked into Glassnode and took their idea.
I also added a few more Moving Averages to select from, and the length can also be changed.
This script does not depend on Glassnode alone, instead I pulls data of several services...
CoinMarketCap
CoinMetrics
GlassNode
IntoTheBlock
Therefor we have more Tokens to select from.
I have also blocked some faulty data of each service.
If you get a study error of any kind then there is no data available,
or you on a wrong timeframe.
Best to use this script in a daily chart.
And keep in mind it pulls data of yesterday.
Therefor the plot is offset by 1 to the left.
The script will check each service if the data for the chart is available.
Market Cap is taken in the following order ...
CainMarketCap
GlassNode
CoinMetrics
Transaction volume as USD is taken in the following order ...
IntoTheBlock
CoinMetrics
GlassNode
Happy Trading!
Bull and Bear Market '20% IndicatorThis indicator uses the somewhat crude method of calculating bear/bull markets using the following popular ' 20% rule ':
A bear market begins when an asset trades 20% below its recent high for more than two months, a bear market ends when an asset trades 20% above its recent low for one month or more.
The 1d time-frame should be used, here's why:
"A bear market begins when an asset trades 20% below its recent high for more than two months."
If we take the standard trading month to be around 20-22 days (excluding weekends), then two months would be approximately 40-44 days. This is why we set the `bearDuration` to 60 days in the script to capture the "more than two months" criteria. Using a daily timeframe, 60 bars represent roughly 3 months (since markets are not open every day due to weekends and holidays).
"...a bear market ends when an asset trades 20% above its recent low for one month or more."
This is why the `bullDuration` is set to 20 days in the script, which represents roughly one trading month on a daily timeframe.
So, to capture the mentioned bear and bull market definitions, you'd want to apply the script on a daily (1d/1D) chart.
Book Value Per Share OverlayThis indicator will overlay the book value per share along with the price chart so that you can quickly judge where the price is in relation with the value of the company.
Offset ProjectIntended for use with CPI symbols like:
CPIAUCNS (all items)
CPILFENS (core)
Shows the CPI values from a year ago, next to the current values. This makes it easier to visualize the base effects .
Has a ' max inflation rate ' parameter. This is shown as a red line. So for example, if it's set to 3, then CPI must stay below the red line in in order for the inflation rate to stay below 3.
Realized price for BTC, ETH, LTCThis script calculates the realized price of BTC/ETH/LTC and shows a signal when the market price falls below the realized price - which can be signal a for potential market bottom. The realized price calculation is based on Glassnode data MVRV ratio.
- Realized Price is the average price of the Bitcoin supply, valued at the day each coin last transacted on-chain. This is often considered the 'on-chain cost basis' of the market.
- MVRV Ratio is the ratio between the market value (MV, spot price) and the Realized value (RV, realized price), allowing for a visualization of Bitcoin market cycles, and profitability.
Calculations:
REALIZED PRICE = REALIZED MARKET CAP / CIRCULATION SUPPLY
REALIZED MARKET CAP = 1 / MVRV * MARKET CAP
It's working with BTCUSD, ETHUSD, LTCUSD tickers only.
SPDR TrackerMonitor all SPDR Index Funds in one location! The purpose of this indicator is to review which sectors are trend up vs down to better manage risk against SPY, other funds and/or individual stocks.
With this indicator it may become more apparent which sectors to begin investment in that are at lows compared to others, or use it to determine which stocks may be undervalued or overvalued against SPY.
There is a small table at the bottom where each fund symbol is presented along with it's mode value, last period change as well as last period volume - there's a tooltip that shows the description for each symbol for a quick reminder.
Review the configuration pane where:
Individual funds can have their visibility toggled
Change funds colors
Adjust display mode for each fund (SMA, EMA, VWMA, BBW, Change, ATR, VWAP - many more!)
Some presentation modes may look better on some timeframes vs others, adjust lengths and use anchor point for VWAP.
Future updates may bring about new features, I have some code organization and refactoring to do but wanted to share the idea anyways.
Feel free to drop any suggestions for feature enhancement and I hope it brings success to many, enjoy.
ETHE Discount/Premium to NAVThe provided script calculates the discount or premium of the Grayscale Ethereum Trust (ETHE) to its Net Asset Value (NAV), considering an annual fee of 2.5%. It does this by comparing the ETHE's price to the underlying Ethereum (ETH) value per share, adjusting for the effect of the annual fee.
PEG RatioThe 'PEG ratio' (price/earnings to growth ratio) is a valuation metric for determining the relative trade-off between the price of a stock, the earnings generated per share (EPS), and the company's expected growth. In general, the P/E ratio is higher for a company with a higher growth rate.
Percentile Calculation @xcod33This script calculates the current price percentile based on the highest and lowest price range in the last 52 weeks.
How to Use:
This script will provide the current price percentile relative to the 52-week price range on your chart. You can use it as an indicator to help identify where the current price stands relative to the historical price range in that period.
Targeted Market:
This script can be applied to various financial markets, including stocks, forex, indices, commodities, and others. It is not limited to a specific market and can be used across various trading instruments.
Market Conditions:
Here are some market conditions where this script can be useful:
1. Identifying Price Extremes: By looking at the current percentile, you can see if the price is near the highest or lowest extremes in the last 52 weeks. If the percentile is close to 0%, it means the price is near the lowest, while a percentile close to 100% indicates the price is near the highest.
Finding Consolidation Patterns: You can identify whether the price is within a certain range by looking at the percentile. If the percentile is around 50%, it indicates a relatively consistent price range.
2. Identifying Breakouts and Pullbacks: When the price is outside the historical range and the percentile approaches 100%, it indicates a breakout. When the price retraces back to the range and the percentile approaches 50%, it indicates a pullback.
3. However, keep in mind that this indicator only provides an additional perspective on the price relative to the 52-week range. It is not recommended to use this indicator as the sole basis for trading decisions. Always use further analysis and other indicators to confirm your trading signals.
Credit :
- M Rico Aditya Prayoga | Author
- Tri Okta Setiawan Marblo | Maker of formulas and ideas
Quarterly Version: Sustainable Growth Rate+ (SGR+)The Sustainable Growth Rate+ (SGR+) is an advanced financial indicator designed to estimate the sustainable growth rate of a company in a more comprehensive manner than the traditional Sustainable Growth Rate (SGR). This indicator has been created to overcome certain limitations of the traditional SGR, especially its reliance on Return on Equity (ROE), which does not take into account the impact of debt on a company's growth.
Calculation:
The SGR+ is calculated using the following formula:
(Net Income - Dividends - Depreciation & Amortization) / (Shareholders' Equity + Long-Term Debt)
This formula essentially adjusts the net income by subtracting dividends and depreciation & amortization expenses. The result is then divided by the sum of shareholders' equity and long-term debt. By including long-term debt in the denominator, SGR+ accounts for the role of debt in a company's capital structure, providing a more realistic picture of its potential growth.
Logic:
The logic behind the SGR+ is to factor in both the role of debt and the recurring costs of asset maintenance/replacement (approximated by Depreciation & Amortization expenses) into the growth estimation.
By incorporating debt, we capture a company's total capital employed (equity + debt) rather than just equity, thus considering the full range of financing options used to fuel growth.
Depreciation & Amortization expenses are subtracted from net income to better reflect the amount of earnings that can be retained for growth, as these expenses indicate the necessary reinvestment for maintaining the operational efficiency of a company's assets.
History:
The original SGR was based on the Dupont Analysis developed by the Dupont Corporation in the 1920s. While it provided a useful estimate of a company's potential growth, many analysts felt that it did not fully capture the realities of modern business finance, particularly the significant role of debt and recurring asset costs. This led to the development of the SGR+, which factors in these important elements to provide a more comprehensive and realistic measure of a company's sustainable growth rate.
Usage:
While SGR+ provides a more nuanced estimate of a company's potential growth, it should not be used in isolation. It is most effective when used alongside other financial indicators, including historical growth rates, ROE, and analyst forecasts. It also requires a careful evaluation of a company's earnings consistency and volatility.
Remember, the SGR+ is still an estimation based on various assumptions, and should be used with a sufficient margin of safety. Regularly comparing the SGR+ over multiple years can provide insight into the stability or volatility of a company's growth rate, contributing to a more accurate growth prediction.
The Strat with Continuity [starlord_xrp]This indicator shows entry and exit points for The Strat as well as potential setups. It also has full time frame continuity detection.
Major and Minor Trend Indicator by Nikhil34a V 2.2Title: Major and Minor Trend Indicator by Nikhil34a V 2.2
Description:
The Major and Minor Trend Indicator v2.2 is a comprehensive technical analysis script designed for use with the TradingView platform. This powerful tool is developed in Pine Script version 5 and helps traders identify potential buying and selling opportunities in the stock market.
Features:
SMA Trend Analysis: The script calculates two Simple Moving Averages (SMAs) with user-defined lengths for major and minor trends. It displays these SMAs on the chart, allowing traders to visualize the prevailing trends easily.
Surge Detection: The indicator can detect buying and selling surges based on specific conditions, such as volume, RSI, MACD, and stochastic indicators. Both Buying and Selling surges are marked in black on the chart.
Option Buy Zone Detection: The script identifies the option buy zone based on SMA crossovers, RSI, and MACD values. The buy zone is categorized as "CE Zone" or "PE Zone" and displayed in the table along with the trigger time.
Two-Day High and Low Range: The script calculates the highest high and lowest low of the previous two trading days and plots them on the chart. The area between these points is shaded in semi-transparent green and red colors.
Crossover Analysis: The script analyzes moving average crossovers on multiple timeframes (2-minute, 3-minute, and 5-minute) and displays buy and sell signals accordingly.
Trend Identification: The script identifies the major and minor trends as either bullish or bearish, providing valuable insights into the overall market sentiment.
Usage:
Customize Major and Minor SMA Periods: Adjust the lengths of major and minor SMAs through input parameters to suit your trading preferences.
Enable/Disable Moving Averages: Choose which SMAs to display on the chart by toggling the "showXMA" input options.
Set Surge and Option Buy Zone Thresholds: Modify the surgeThreshold, volumeThreshold, RSIThreshold, and StochThreshold inputs to refine the surge and buy zone detection.
Analyze Crossover Signals: Monitor the crossover signals in the table, categorized by timeframes (2-minute, 3-minute, and 5-minute).
Explore Market Bias and Distance to 2-Day High/Low: The table provides information on market bias, current price movement relative to the previous two-day high and low, and the option buy zone status.
Additional Use Cases:
Surge Indicator:
The script includes a Surge Indicator that detects sudden buying or selling surges in the market. When a buying surge is identified, the "BSurge" label will appear below the corresponding candle with black text on a white background. Similarly, a selling surge will display the "SSurge" label in white text on a black background. These indicators help traders quickly spot strong buying or selling activities that may influence their trading decisions. These surges can be used to identify sudden premium dump zones.
Option Buy Zone:
The Option Buy Zone is an essential feature that identifies potential zones for buying call options (CE Zone) or put options (PE Zone) based on specific technical conditions. The indicator evaluates SMA crossovers, RSI, and MACD values to determine the current market sentiment. When the option buy zone is triggered, the script will display the respective zone ("CE Zone" or "PE Zone") in the table, highlighted with a white background. Additionally, the time when the buy zone was triggered will be shown under the "Option Buy Zone Trigger Time" column.
Price Movement Relative to 2-Day High/Low:
The script calculates the highest high and lowest low of the previous two trading days (high2DaysAgo and low2DaysAgo) and plots these points on the chart. The area between these two points is shaded in semi-transparent green and red colors. The green region indicates the price range between the highpricetoconsider (highest high of the previous two days) and the lower value between highPreviousDay and high2DaysAgo. Similarly, the red region represents the price range between the lowpricetoconsider (lowest low of the previous two days) and the higher value between lowPreviousDay and low2DaysAgo.
Entry Time and Current Zone:
The script identifies potential entry times for trades within the option buy zone. When a valid buy zone trigger occurs, the script calculates the entryTime by adding the durationInMinutes (user-defined) to the startTime. The entryTime will be displayed in the "Entry Time" column of the table. Depending on the comparison between optionbuyzonetriggertime and entryTime, the background color of the entry time will change. If optionbuyzonetriggertime is greater than entryTime, the background color will be yellow, indicating that a new trigger has occurred before the specified duration. Otherwise, the background color will be green, suggesting that the entry time is still within the defined duration.
Current Zone Indicator:
The script further categorizes the current zone as either "CE Zone" (call option zone) or "PE Zone" (put option zone). When the market is trending upwards and the minor SMA is above the major SMA, the currentZone will be set to "CE Zone." Conversely, when the market is trending downwards and the minor SMA is below the major SMA, the currentZone will be "PE Zone." This information is displayed in the "Current Zone" column of the table.
These additional use cases empower traders with valuable insights into market trends, buying and selling surges, option buy zones, and potential entry times. Traders can combine this information with their analysis and risk management strategies to make informed and confident trading decisions.
Note:
The script is optimized for identifying trends and potential trade opportunities. It is crucial to perform additional analysis and risk management before executing any trades based on the provided signals.
Happy Trading!
GBTC Cost Equivalent per BTCGBTC Cost Equivalent per BTC, dynamically updates BTC holdings per share of GBTC daily
GBTC Discount/Premium to NAVGBTC Discount/Premium to NAV, dynamically adjust BTC holdings per share daily
Earnings Yield SpreadThe Earnings Yield Spread might offer an investor some insight into areas of value.
Earnings yield is the ratio of Diluted earnings per share over the trailing twelve months (TTM) to the company’s share price. Earnings yield shows how much the company has earned per share as a percentage of its share price. It shows investors how much yield they are getting in earnings in return for owning the stock at its current share price. (Thank you, TradingView)
One might wonder how the earnings yield on their investment compares to the yield on a US 10 year treasury bond. The Earnings Yield Spread indicator will read above zero if the stock in question earnings yield is higher than US10Y and will read below zero if the stock in question earnings yield is lower than the US10Y.
Earnings yield is relative to the stock in question, so comparisons should be drawn to its own historical reading and not to other symbols.
Quarterly EarningsThis script displays quarterly earnings per share (EPS) and sales data, and their year-on-year percentage change.
The script builds upon the Volume Price and Fundamentals script by Mohit_Kakkar08 and improves upon the array functions to keep the code light-weight & the output as accurate as possible. This script uses diluted EPS data for calculating the quarterly earnings. New quarters are auto-generated by the script as the earnings data gets updated in Tradingview every quarter.
Features:
⦿ View quarterly earnings per share (EPS) and sales data.
⦿ The percentage change is a YoY (year on year) comparison of the current quarter to the same quarter of the previous year.
⦿ Option to change the data from Quarterly (FQ) to Yearly (FY) .
⦿ Long mode : Option to increase the number of previous quarters displayed in the table (default is the past 4 quarters) to any number.
⦿ Location & size of the table can be changed.
⦿ Option for a 1-click dark mode
⦿ Option for a ' Mini mode ' where the values are replaced by traffic lights for a quick visual:
🟢 or 🔵 YoY increase in earnings/sales
🔴 or 🟣 YoY decrease in earnings/sales
🟡 or 🟠 YoY earnings/sales unchanged
⚪️ No data available
⦿ The top-left cell has the option to display either the free float (FF) or the marketcap (Mcap) of the stock.
Please note that sometimes the Tradingview data reflected in the script output might differ a bit from MarketSmith. Also make sure you are viewing the 'consolidated' data there.
This script was developed as a collaboration between me & @EquityCraze .
Earnings Yield & Dividend Yield (vs SP500, treasury, IG)# What's this script?
I created this because I wanted to compare the Earnings/Dividend yield of SP500 and the symbol with the time period of the chart.
Plot the following yields.
Earnings Yield of S&P500.
Calculated using S&P 500 Earnings by Month provided by Nasdaq date link.
(data.nasdaq.com)
Dividend Yield of S&P500.
Calculated using S&P 500 Dividend by Month provided by Nasdaq date link.
(data.nasdaq.com)
Earnings Yield of the displayed symbol.
Dividend Yield of the displayed symbol.
Treasury constant maturity rate. default is 10Y(FRED:DGS10).
Investment grade corporate bond yields by Moody's.
Grades from Aaa to Baa are represented by color bands.
Investment grade bond yields by BofA.
Grades from AAA to BBB are represented by color bands.
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◇これなに?
request.quandl()を用いてSP500の益回りと配当利回りが得られますが
月間データなのでチャートの時間間隔でみたかったのと、
SP500とシンボルの益回りや配当利回りを比較したかったのでつくりました。
下記を表示します
- SP500の益回りと配当利回り
- 表示シンボルの益回りや配当利回り
- 設定画面で指定した財務省債券(デフォルトは10年)
- 投資適格社債(MoodysとBofAでかなり違ったので両方)をカラーバンドで表示
かんたんなものですけど、おやくにたてればさいわいです
Global Yield SpreadThe Global Yield Spread is a simple indicator that can help to identify economic wellbeing and thus allows traders and investors alike to derive a rough estimation onto where the market is likely to go.
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Please note that things like Yield Spread generally influence the market only over longer time horizons of a couple weeks to many months.
Also be aware that the Yield Spread is only capable of measuring the Yields on Bonds and is thus limited to only changes that are reflected in the interest rates on the Bonds.
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The Normal Yield Spread is widely recognized for it's signal abilities for recessions or general economic well being...
However, since the rates have decreased drastically in the US something else has been proposed: The Global Yield Spread
As the normal US Yield Spread is loosing signal capacity because the US government can easily borrow money from overseas,
thus reducing the need to increase interest rates.
By monitoring and analyzing the Global Yield spread, traders and investors can gain insights into relative valuations, economic movements, market sentiment, and opportunities.
It can help inform their investment decisions and strategies, allowing them to allocate capital more effectively and potentially generate better returns.
You have options to visually represent a diversity of Countries and their according Yield Spreads.
Furthermore there are Global Yield Spreads for:
10Y-03MY
10Y-02Y
30Y-10Y
The Average Global Yield Spread encompasses the 3 options above to get an average reading.
EPS GrowthA graph to display EPS growth with a trailing simple moving average of the last 4 and 8 periods.
Periods of earnings recessions have a dark red background.
Periods of earnings expansion have a dark green background.
A buy signal/sell signal is generated if the actual period earnings beat the estimates.
Upgraded WatermarkThis mimics the built in watermark feature, but adds the ability to change location as well as see an equities sector and industry group.
Bitcoin Economics Adaptive MultipleBEAM (Bitcoin Economics Adaptive Multiple) is an indicator that assesses the valuation of Bitcoin by dividing the current price of Bitcoin by a moving average of past prices. Its purpose is to provide insights into whether Bitcoin is under or overvalued at any given time. The thresholds for the buy and sell zones in BEAM are adjustable, allowing users to customize the indicator based on their preferences and trading strategies.
BEAM categorizes Bitcoin's valuation into two distinct zones: the green buy zone and the red sell zone.
Green Buy Zone:
The green buy zone in BEAM indicates that Bitcoin is potentially undervalued. Traders and investors may interpret this zone as a favorable buying opportunity. The threshold for the buy zone can be adjusted to suit individual preferences or trading strategies.
Red Sell Zone:
The red sell zone in BEAM suggests that Bitcoin is potentially overvalued. Traders and investors may consider selling their Bitcoin holdings during this zone to secure profits or manage risk. The threshold for the sell zone is adjustable, allowing users to adapt the indicator based on their trading preferences.
Methodology:
BEAM calculates the indicator value using the following formula:
beam = math.log(close / ta.sma(close, math.min(count, 1400))) / 2.5
The calculation involves taking the natural logarithm of the ratio between the current price of Bitcoin and a simple moving average of past prices. The moving average period used is a minimum of the specified count or 1400, providing a suitable historical reference for valuation assessment.
The resulting value of BEAM provides a standardized measure that can be compared across different time periods. By adjusting the thresholds for the buy and sell zones, users can customize BEAM to their preferred levels of undervaluation and overvaluation.
Utility:
BEAM serves as a tool for investors in the Bitcoin market, offering insights into Bitcoin's valuation and potential buying or selling opportunities. By monitoring BEAM, market participants can gauge whether Bitcoin is potentially undervalued or overvalued, helping them make informed decisions regarding their Bitcoin positions.
It is important to note that BEAM should be used in conjunction with other technical and fundamental analysis tools to validate signals and avoid relying solely on this indicator for trading decisions. Additionally, traders and investors are encouraged to adjust the threshold values based on their specific trading strategies, risk tolerance, and market conditions.
Credit: The BEAM (Bitcoin Economics Adaptive Multiple) indicator was originally developed by BitcoinEcon
ATR profit and loss linesWhat is ATR?
Taking a candlestick, the following 3 transactions are calculated:
1-The difference between the high of the day and the low of the day
2-The difference between today's high and yesterday's close
3-The difference between today's low and yesterday's close
Atr takes the average of these 14-day candlesticks after making their calculations and it predicts how high or low a candle can go and these give us support and resistance helps with points
If you have noticed a rise in your chart and have no idea how high it will go, you can use Atr profit and loss lines.
The red zone is the stop point, the blue zones are the snow zones.
Must be used with macd. macd is validator.
There is an increase in your chart, you opened the atr profit and loss lines upwards and if macd gives you an increase, it is recommended that you enter the trade at that time. It is recommended to increase your loss line 1 step in the direction of profit every 2 profit breaks on atr profit and loss lines.
ATR Nedir?
Bir mum barı ele alınarak şu 3 işlem hesaplanır:
1-Günün yükseği ile günün düşüğü farkı
2-Günün yükseği ile dünün kapanışının farkı
3-Günün düşüğü ile dünkü kapanışın farkı
ATR ise 14 günlük bu mum barlarının hesaplarını yaptıktan sonra ortalamasını alır ve bir mumum ne kadar yükselip düşebileceği konusunda tahmin verir ve bunlar bize destek ve direnç noktaları konusunda yardımcı olur
Eğer grafiğinizde bir yükseliş farketmişseniz ne kadar yükseleceği konusunda fikriniz yoksa Atr kar zarar çizgilerini kullanabilirsiniz.
Kırmızı bölge durdurma noktası,mavi bölgeler kar bölgeleridir.
Macd ile birlikte kullanılmalıdır.macd doğrulayıcıdır.
Grafiğinizde yükseliş var,atr kar zarar çizgilerini yukarı yönlü açtınız ve macd size yükseliş veriyorsa işte o sırada işleme girmeniz tavsiye edilir.atr kar zarar çizgilerinde her 2 kar kırılımında bir zarar çizginizi kar yönünde 1 kademe arttırmanız önerilir