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Stablecoin Supply Ratio Oscillator The Stablecoin Supply Ratio Oscillator (SSRO) is a cryptocurrency indicator designed for mean reversion analysis and sentiment assessment. It calculates the ratio of CRYPTO:BTCUSD 's market capitalization to the sum of stablecoins' market capitalization and z-scores the result, offering insights into market sentiment and potential turning points. Methodology: The SSRO is calculated as follows- method ssro(float src, array stblsrc, int len) => float ssr = src / stblsrc.sum() // Source of the underlying divided by the sum of stablecoin sources (ssr - ta.sma(ssr, len)) / ta.stdev(ssr, len) // Z-Score Transformed This ratio is Z-Scored to provide a standardized measure, allowing users to identify periods of market fear or greed based on the allocation of capital between the underlying and Stablecoins ( CRYPTOCAP:USDT , CRYPTOCAP:USDC , CRYPTO:TUSD , CRYPTOCAP:BUSD , CRYPTOCAP:DAI , CRYPTOCAP:USDD , CRYPTOCAP:FRAX ). The z-scored values indicate potential areas of discount (buying opportunities) or premium (selling opportunities) relative to historical patterns. Customization: Underlying Asset: SSRO is customizable to different underlying assets, offering a versatile tool for various cryptocurrencies. Calculation Length: Users can adjust the length of the calculation, tailoring the indicator to short or long-term analysis. Visualization: SSRO can be displayed as candles, providing a visual representation of premium and discount areas. Interpretation: Market Sentiment: Lower SSRO values may indicate market fear, suggesting a preference for stablecoins as a relatively safer haven for capital. Conversely, higher values may suggest market greed, as more capital is allocated to the underlying asset. Utility and Use Cases: 1. Mean Reversion Analysis: SSRO identifies potential mean reversion opportunities, guiding traders on optimal entry and exit points. 2. Sentiment Analysis: The indicator provides insights into market sentiment, aiding traders in understanding market dynamics. 3. Macro Analysis: The majority of cryptos follow \ correlate to CRYPTO:BTCUSD , Therefore by assessing premium and discount areas of CRYPTO:BTCUSD relative to the chosen underlying asset, users gain insights into potential market tops and bottoms. 4. Divergence Analysis: SSRO divergence from price trends can signal potential reversals, providing traders with additional confirmation for their decisions. The Stablecoin Supply Ratio Oscillator is a valuable tool for cryptocurrency traders, offering a nuanced perspective on market sentiment and mean reversion opportunities. Its customization options and visual representation make it a versatile and powerful addition to the crypto analyst's toolkit.
Pine Script® göstergesi
EliCobra tarafından
13
KINSKI USDT Market Cap DominanceUSDT dominance charts are rare to find as almost everyone is fixated on BTC dominance. Bitcoin dominance gives us insight into investors' preferences when they have a choice between BTC and thousands of altcoins. This oscillator gives insight into the state of the coin market. When people exchange their digital currencies like BTC and Altcoins for USDT, there is low confidence in the market. The opposite is true when BTC and Altcoins are bought because market sentiment is high. So when USDT dominance rises, cryptocurrency prices fall, but when their dominance falls, cryptocurrency prices rise. Features Can be displayed as a moving average (default) or histogram. Choice between 'CRYPTOCAP:USDT', 'CRYPTOCAP:USDT.D', 'CRYPTOCAP:OTHERS.D' => CRYPTOCAP:USDT.D is default. Smoothing types Selectable Upward and downward trend of MA line can be activated Extensive style settings
Pine Script® göstergesi
KINSKI tarafından
2
BTC Cap Dominance RSI StrategyThis strategy is based on the BTC Cap Dominance RSI indicator, which is a combination of the RSI of Bitcoin Market Cap and the RSI of Bitcoin Dominance. The concept of this strategy is to get a good grasp of the bitcoin market flow by combining bitcoin dominance as well as bitcoin market cap. BTC Cap Dominance (BCD) RSI is defined as: BCD RSI = (BTC Cap RSI + BTC Dominance RSI) / 2 Case 1 (Bull market): Both Cap RSI and Dominance RSI values ​​are high Case 2 (Neutral market): Cap RSI is high but Dominance RSI is low Cap RSI is low but Dominance RSI is high Case 3 (Bear market): Both Cap RSI and Dominance RSI values ​​are low When the BCD RSI value closes the candle above the Bull level, it triggers a long signal and when the value closes below the Bear level, it triggers a short signal. (Note) Please note that TradingView's market cap symbols (CRYPTOCAP:TOTAL and CRYPTOCAP:TOTAL2) started in January 2020, so strategy backtesting is possible from this point on. (Note) Since the real-time BCD RSI value does not come out with this strategy, it is recommended to use it together because the current value can be known and the long-short signal can be predicted in advance by using a separate BCD RSI Index together. If "Use Combination of dominance RSI ?" is not checked in addition to the recommended default value of the strategy, the recommended values ​​are Length (14), Bull level (74), Bear level (25). _______________________________________________________________________ 이 전략은 비트코인 시가총액의 RSI와 비트코인 도미넌스 RSI를 조합하여 만든 BTC Cap Dominance RSI 지표를 기반으로 만들어졌습니다. 이 전략의 컨셉은 비트코인 시가총액뿐만 아니라 비트코인 도미넌스를 조합함으로써 비트코인 시장 흐름을 잘 파악할 수 있도록 하는 것입니다. BTC Cap Dominance (BCD) RSI는 다음과 같이 정의하였습니다. BCD RSI = (BTC Cap RSI + BTC Dominance RSI) / 2 Case 1 (강세 장): Cap RSI와 Dominance RSI 값 모두 높은 경우 Case 2 (횡보 장): Cap RSI는 높지만 Dominance RSI는 낮은 경우 Cap RSI는 낮지만 Dominance RSI는 높은 경우 Case 3 (약세 장): Cap RSI와 Dominance RSI 값 모두 낮은 경우 BCD RSI 값이 Bull level 위에서 캔들 마감할 경우 long 신호를 트리거하고 Bear level 아래에서 캔들 마감할 경우 short 신호를 트리거합니다. (주의) 트레이딩뷰의 시가총액 심볼들 (CRYPTOCAP:TOTAL과 CRYPTOCAP:TOTAL2)이 2020년 1월부터 시작하였으므로 이 시점부터 전략 백테스팅이 가능한 점을 유의하십시오. (주의) 이 전략은 실시간 BCD RSI 값이 나오지 않기 때문에 별도의 BCD RSI Index를 함께 사용하면 현재 값을 알 수 있어 롱숏 신호를 사전에 예측할 수 있으므로 함께 사용하기를 권장합니다. 전략의 추천 기본값 외에 "Use Combination of dominance RSI ?"를 체크하지 않는 경우 권장하는 값은 Length (14), Bull level (74), Bear level (25) 입니다.
Pine Script® stratejisi
chanu_lev10k tarafından
7
On-Chain Analysis [LuxAlgo]The On-Chain Analysis tool offers a comprehensive overview of essential on-chain metrics, enabling traders and investors to grasp the underlying activity and sentiment within the cryptocurrency market. By integrating metrics like wallet profitability, exchange flows, on-chain volume, social sentiment, and more into your charts, users can gain valuable insights into cryptocurrency network behavior, spot emerging trends, and better manage risk in the cryptocurrency market. 🔶 USAGE 🔹 On-Chain Analysis When analyzing cryptocurrencies, several fundamental metrics are crucial for assessing the value and potential of a digital asset. This indicator is designed to help traders and analysts evaluate the markets by utilizing various data gathered directly from the blockchain. The gathered on-chain data includes wallet profitability, exchange flows, miner flows, on-chain volume, large buyers/sellers, market capitalization, market dominance, active addresses, total value locked (TVL), market value to realized value (MVRV), developer activity, social sentiment, holder behavior, and balance types. Use wallet profitability and social sentiment metrics to gauge the overall mood of the market, helping to anticipate potential buying or selling pressure. On-chain volume and active addresses provide insights into how actively a cryptocurrency is being used, indicating network health and adoption levels. By tracking exchange flows and holder balance types, you can identify significant moves by whales or institutions, which may signal upcoming price shifts. Market capitalization and miner flows give you an understanding of the supply side of the market, aiding in evaluating whether an asset is overvalued or undervalued. The distribution of holdings among retail investors, whales, and institutional groups can greatly influence market dynamics. A large concentration of holdings by whales may indicate the potential for significant price swings, given their capacity to execute substantial trades. A higher proportion of institutional investors often suggests confidence in the asset's long-term potential, as these entities typically conduct thorough research before investing. While retail participation indicates broader adoption, it also introduces higher volatility, as these investors tend to be more reactive to market fluctuations. Understanding the balance and behavior of short-term traders, mid-term cruisers, and long-term hodlers helps traders and analysts predict market trends and assess the underlying confidence in a particular cryptocurrency. 🔶 DETAILS This script includes some of the most significant and insightful metrics in the crypto space, designed to evaluate and enhance trading decisions by assessing the value and growth potential of cryptocurrencies. The introduced metrics are: 🔹 Wallet Profitability Definition: Represents the percentage distribution of addresses by profitability at the current price. Importance: Indicates potential selling pressure or reduced selling pressure based on whether addresses are in profit or loss. 🔹 Exchange Flow Definition: The total amount of a cryptocurrency moving in and out of exchanges. Importance: Large inflows to exchanges can indicate potential selling pressure, while large outflows might suggest accumulation or long-term holding. 🔹 Miner Flow Definition: Tracks the inflow and outflow of funds by miners. Importance: High inflows could indicate selling pressure, whereas low inflows or outflows might reflect miner confidence. 🔹 On-Chain Volume Definition: The total value of transactions conducted on a blockchain within a specific period. Importance: On-chain volume reflects actual usage of the network, indicating how actively a cryptocurrency is being utilized for transactions. 🔹 Large Buyers/Sellers Definition: Tracks the number of large buyers (bulls) and sellers (bears) based on transaction volume. Importance: Comparing the number of large buyers (bulls) to large sellers (bears) helps gauge market trends and sentiment. 🔹 Market Capitalization Definition: The total value of a cryptocurrency's circulating supply, calculated by multiplying the current price by the total supply. Importance: Market cap is a key indicator of a cryptocurrency’s size and market dominance. It helps compare the relative size of different cryptocurrencies. 🔹 Market Dominance Definition: Market dominance represents a cryptocurrency’s share of the total market capitalization of all cryptocurrencies. It is calculated by dividing the market cap of the cryptocurrency by the total market cap of the cryptocurrency market. Importance: Market dominance is a crucial indicator of a cryptocurrency's influence and relative position in the market. It helps assess the strength of a cryptocurrency compared to others and provides insights into its market presence and potential influence. Special Consideration: Since BTC and ETH dominance is relatively high compared to other cryptocurrencies, specific adjustments are made during the presentation of values and charts. When analyzing BTC, the total market capitalization is used. For ETH analysis, BTC is excluded from the total market cap. For any other cryptocurrency besides BTC and ETH, both BTC and ETH are excluded from the total market cap to provide a more accurate view. 🔹 Active Addresses Definition: The number of unique addresses involved in transactions within a specific period. Importance: A higher number of active addresses suggests greater network activity and user adoption, which can be a sign of a healthy ecosystem. 🔹 Total Value Locked (TVL) Definition: The total value of assets locked in a decentralized finance (DeFi) protocol. Importance: TVL is a key metric for DeFi platforms, indicating the level of trust and the amount of liquidity in a protocol. 🔹 Market Value to Realized Value (MVRV) Definition: A ratio comparing the market cap to realized cap. Importance: A high ratio may indicate overvaluation (potential selling), while a low ratio could signal undervaluation (potential buying). 🔹 Developer Activity Definition: The level of activity on a cryptocurrency’s public repositories (e.g., GitHub). Importance: Strong developer activity is a sign of ongoing innovation, updates, and a healthy project. 🔹 Social Sentiment Definition: The general sentiment or mood of the community and investors as expressed on social media and forums. Importance: Positive sentiment often correlates with price increases, while negative sentiment can signal potential downtrends. 🔹 Holder Balance (Behavior) Definition: Distribution of addresses by holding behavior: Traders (short-term), Cruisers (mid-term), and Hodlers (long-term). Importance: Helps predict market behavior based on different holder types. 🔹 Holder Balance (Type) Definition: Distribution of cryptocurrency holdings among Retail (small holders), Whales (large holders), and Investors (institutional players). Importance: Assesses the potential impact of different user groups on the market. A more decentralized distribution is generally viewed as positive, reducing the risk of price manipulation by large holders. These metrics provide a comprehensive view of a cryptocurrency’s health, adoption, and potential for growth, making them essential for fundamental analysis in the crypto space. 🔶 SETTINGS The script offers a range of customizable settings to tailor the analysis to your trading needs. 🔹 On-Chain Analysis On-Chain Data: Choose the specific on-chain metric from the drop-down menu. Options include Wallet Profitability, Exchange Flow, Miner Flow, On-Chain Volume, Large Buyers/Sellers (Volume), Market Capitalization, Market Dominance, Active Addresses, Total Value Locked, Market Value to Realized Value, Developer Activity, Social Sentiment, Holder Balance (Behavior), and Holder Balance (Type). Smoothing: Set the smoothing level to refine the displayed data. This can help in filtering out noise and getting a clearer view of trends. Signal Line: Choose a signal line type (SMA, EMA, RMA, or None) and the length of the moving average for signal line calculation. 🔹 On-Chain Dashboard On-Chain Stats: Toggle the display of the on-chain statistics. Dashboard Size, Position, and Colors: Customize the size, position, and colors of the on-chain dashboard on the chart. 🔶 LIMITATIONS Availability of on-chain data may vary and may not be accessible for all crypto assets. 🔶 RELATED SCRIPTS Market-Sentiment-Technicals
Pine Script® göstergesi
LuxAlgo tarafından
4
True Total Altcoin Market CapThis indicator calculates the real total altcoin market capitalization by removing Bitcoin, Ethereum, and major stablecoins (USDT, USDC, BUSD, DAI) from the total cryptocurrency market cap. It replaces the standard price bars with custom-colored candlesticks showing the true altcoin market movements. Features: Excludes BTC, ETH, and major stablecoins for accurate altcoin market analysis Custom color scheme: Green (#26a79b) for bullish and Red (#ef5351) for bearish candles Based on CRYPTOCAP:TOTAL data Helps traders focus on pure altcoin market trends Non-repainting, using standard OHLC data This tool provides a clearer view of altcoin market strength by filtering out the influence of major cryptocurrencies and stablecoins.
Pine Script® göstergesi
teocci tarafından
PROWIN STUDY BITCOIN DOMINANCE CYCLE**Title: PROWIN STUDY BITCOIN DOMINANCE CYCLE** **Overview:** This TradingView script analyzes the relationship between Bitcoin dominance and Bitcoin price movements, as well as the performance of altcoins. It categorizes market conditions into different scenarios based on the movements of Bitcoin dominance and Bitcoin price, and plots the Exponential Moving Average (EMA) of the altcoins index. **Key Components:** 1. **Bitcoin Dominance:** - `dominanceBTC`: Fetches the Bitcoin dominance from the "CRYPTOCAP:BTC.D" symbol for the current timeframe. 2. **Bitcoin Price:** - `priceBTC`: Uses the closing price of Bitcoin from the current chart (assumed to be BTC/USD). 3. **Altcoins Index:** - `altcoinsIndex`: Fetches the total market cap of altcoins (excluding Bitcoin) from the "CRYPTOCAP:TOTAL2" symbol. 4. **EMA of Altcoins:** - `emaAltcoins`: Calculates the 20-period Exponential Moving Average (EMA) of the altcoins index. **Conditions:** 1. **Bitcoin Dominance and Price Up:** - `dominanceBTC_up`: Bitcoin dominance crosses above its 20-period Simple Moving Average (SMA). - `priceBTC_up`: Bitcoin price crosses above its 20-period SMA. 2. **Bitcoin Dominance Up and Price Down:** - `priceBTC_down`: Bitcoin price crosses below its 20-period SMA. 3. **Bitcoin Dominance Up and Price Sideways:** - `priceBTC_lateral`: Bitcoin price change is less than 5% of its 10-period average change. 4. **Altseason:** - `altseason_condition`: Bitcoin dominance crosses below its 20-period SMA while Bitcoin price crosses above its 20-period SMA. 5. **Dump:** - `dump_altcoins_condition`: Bitcoin dominance crosses below its 20-period SMA while Bitcoin price crosses below its 20-period SMA. 6. **Altcoins Up:** - `altcoins_up_condition`: Bitcoin dominance crosses below its 20-period SMA while Bitcoin price moves sideways. **Current Condition:** - Determines the current market condition based on the above scenarios and stores it in the `currentCondition` variable. **Plotting:** - Plots the EMA of the altcoins index on the chart in green with a linewidth of 2. - Displays the current market condition in a table at the top-right of the chart, with appropriate background and text colors. **Background Color:** - Sets a semi-transparent blue background color for the chart. This script helps traders visualize and understand the market dynamics between Bitcoin dominance, Bitcoin price, and altcoin performance, providing insights into different market cycles and potential trading opportunities.
Pine Script® göstergesi
Jesuanro tarafından
2
Adaptive Trend Indicator [Quantigenics]Our Adaptive Trend Indicator is an advanced trading indicator using price and time series analysis to adapt to market trends. It calculates a weighted average of the median price and twice-smoothed average price, then applies a linear regression over twice the user-defined period, generating a trend line. This trend line represents the prevailing market direction and adjusts dynamically based on price fluctuations. When the Adaptive Trend value increases compared to the previous value, the line turns aqua, signaling an upward trend. Conversely, if it decreases, the line turns red, indicating a downward trend. This color coding provides visual guidance for traders. By combining advanced statistical techniques with real-time adaptation, the Adaptive Trend indicator provides timely trend information, supporting traders in navigating various market conditions. Additionally, this indicator may be applied multiple times to the same chart. Traders may adjust the length of each instance to show a group of trendlines that can indicate when price action is overbought or oversold as well as support or resistance at different indicator lengths. Example below. CRYPTO:BTCUSD CRYPTO:BTCUSD NASDAQ:TSLA We hope you enjoy this indicator. Happy Trading!
Pine Script® göstergesi
Quantigenics tarafından
2
Active AddressesIndicator Overview By comparing the 28 day change in price (%) with the 28 day change in active addresses (%) for Bitcoin we are able to create a short-term sentiment indicator called AASI (Active Address Sentiment Indicator). Grey lines on the chart show the change in active addresses. On the outer boundaries of those grey lines are standard deviation bands. Dotted red line = upper boundary Dotted green line = lower boundary Orange line is the 28 day price change (%). When the orange line reaches the upper boundary (red dotted line) it is indicating that short term market sentiment is overheated. Because the rate of increase in price is outstripping the rate of increase in active addresses. Zooming in on the chart (left click and drag) we can see that this often corresponds with CRYPTOCAP:BTC price (blue line) stalling and/or retracing. The opposite is true when the 28 day price change hits the lower boundary (green dotted line). Here market sentiment is overly bearish and we often see CRYPTOCAP:BTC price then increasing thereafter. In extreme market conditions the 28 day price change (orange line) aggressively breaks out beyond the dotted red and green bands. This is typically in a major market crash or in the latter stages of a bull market. I may add additional standard deviation bands to catch these moves but for now have left them off to keep the chart clean. Pre 2015 data is quite volatile and messy so this charts starts at 01 January 2015. Bitcoin Price Prediction Using This Tool Unlike many of the other Bitcoin live charts, this live chart examines lower time frames and attempts to provide a Bitcoin price prediction in terms of directional moves on weekly timeframes. So it tries to do a Bitcoin price forecast by highlighting where price may pullback or where it may bounce using price and active address data.
Pine Script® göstergesi
VanHe1sing tarafından
2
ATR OSC and Volume Screener (ATROSCVS)In today's world of trading, having the right tools and indicators can make all the difference. With the vast number of cryptocurrencies available, I've found it challenging to keep track of the market's overall direction and make informed decisions. That's where the ATR OSC and Volume Screener comes in, a powerful Pine Script that I use to identify potential trading opportunities across multiple cryptocurrencies, all in one convenient place. This script combines two essential components: the ATR Oscillator (ATR OSC) and a Volume Screener. It is designed to work with the TradingView platform. Let me explain how this script works and how it benefits my trading. Firstly, the ATR Oscillator is an RSI-like oscillator that performs better under longer lookback periods. Unlike traditional RSI, the ATR OSC doesn't lose its min and max ranges with a long lookback period, as the scale remains intact. It calculates the true range by considering the high, low, open, and close prices of a financial instrument, and uses this true range instead of the standard deviation in a modified z-score calculation. This unique approach helps provide a more precise assessment of the market's volatility. The Volume Screener, on the other hand, helps me identify unusual trading volumes across various cryptocurrencies. It employs a normalized volume calculation method, effectively filtering out outliers and highlighting potentially significant trading opportunities. One feature I find particularly impressive about the ATR OSC and Volume Screener is its versatility and the way it displays information using color gradients. With support for over 30 different cryptocurrencies, including popular options like Bitcoin (BTC), Ethereum (ETH), Ripple (XRP), and Dogecoin (DOGE), I can monitor a wide range of markets simultaneously. The color gradient on the grid is visually appealing and makes it easy to identify the strength of the indicators for each cryptocurrency, allowing me to make quick comparisons and spot potential trading opportunities. The customizable input options allow me to fine-tune the script to suit my individual trading preferences and strategies. In summary, the ATR OSC and Volume Screener has been an invaluable tool for me as I navigate the ever-evolving world of cryptocurrencies. By combining the power of the ATR Oscillator with a robust Volume Screener, this Pine Script makes it easier than ever to identify promising trading opportunities and stay ahead of the game. The color gradient in the ATR OSC and Volume Screener is essential for visually representing the data on the heatmap. It uses a range of colors to indicate the strength of the indicators for each cryptocurrency, making it easier to understand the market dynamics at a glance. In the heatmap, the color gradient typically starts from a cooler color, such as blue or green, at the lower extremes (low ATR OSC values) and progresses towards warmer colors, like yellow, orange, or red, as the ATR OSC values approach the upper extremes (high ATR OSC values). This color-coding system enables me to quickly identify and interpret the data without having to examine individual numerical values. For example, cooler colors (blue or green) might represent lower values of the ATR Oscillator, suggesting oversold conditions in the respective cryptocurrencies. On the other hand, warmer colors (yellow, orange, or red) indicate higher ATR OSC values, signaling overbought market conditions. This visual representation allows me to make rapid comparisons between different cryptocurrencies and spot potential trading opportunities more efficiently. By utilizing the color gradient in the heatmap, the ATR OSC and Volume Screener simplifies the analysis of multiple cryptocurrencies, helping me to quickly identify market trends and make better-informed trading decisions. I highly recommend testing the ATR OSC and Volume Screener and seeing the difference it can make in your trading decisions. Happy trading!
Pine Script® göstergesi
The_Peaceful_Lizard tarafından
26
BTC Cap Dominance RSIBTC Cap Dominance RSI indicator is a combination of the RSI of Bitcoin Market Cap and the RSI of Bitcoin Dominance. The concept of this indicator is to get a good grasp of the bitcoin market flow by combining bitcoin dominance as well as bitcoin market cap. BTC Cap Dominance (BCD) RSI is defined as: BCD RSI = (BTC Cap RSI + BTC Dominance RSI) / 2 Case 1 (Bull market): Both Cap RSI and Dominance RSI values ​​are high Case 2 (Neutral market): Cap RSI is high but Dominance RSI is low Cap RSI is low but Dominance RSI is high Case 3 (Bear market): Both Cap RSI and Dominance RSI values ​​are low (Note) Please note that the market capitalization symbols (CRYPTOCAP:TOTAL and CRYPTOCAP:TOTAL2) of TradingView started in January 2020, so you can check the indicator value from this point on.
Pine Script® göstergesi
chanu_lev10k tarafından
Jakes Index------------ English I introduce the community to the Jakes Index. Basically, this is an index containing the top 10 cryptocurrencies, classified according to their Marketcap. The purpose of this index is to show a general market context, without being tied to a single crypto. With an overview of the market, it is easier to identify the market trend, in addition to being an excellent indicator to gauge the performance of your Crypt portfolio. Supply data comes from CoinMarktCap, and price data comes mostly from Binance, however some crypts are not yet available for trading by it, so the prices used come from the first broker indicated by TradingView in the search. Given that one of the crypts was launched very recently, Internet Computer to be more exact, I decided to leave it out of the index, adding "//" to the code in all references to it. If you want to see the performance of the index with the included cryptography, just delete the bars that follow in front of your code, such parts: "ASSET8; SUPPLY8; PESO8; QOC8; FINM8" after that add "//" in "PESO11" and remove the bars from "PESSO11F", in addition to also removing the F. Do the same with "JAKESINDEX" at the end of the code, and you will have the result with the Internet Computer included. The calculation of the index takes into account the Marketcap of the crypto, which is divided by the sum of the Marketcap of all the others, and then the result is multiplied by the market value of the Cryptocurrency. Thus, we have an index weighted by Marketcap with the 10 most important cryptocurrencies in the market AT THE TIME. It is important to remember that this index must be updated, both in terms of the currencies that change their place in the ranking with certain frequency, as the Supply that each one has, since coins with active mining, as is the case of Bitcoin, change their Supply frequently. To keep the index up to date, I will do ONE Monthly update, always posting the code with the new changes. ------------ Português Apresento a comunidade o Jakes Index. Basicamente, este é um índice contendo as 10 principais criptomoedas, classificadas de acordo com seu Marketcap. O objetivo deste índice é mostrar um contexto geral do mercado, sem ficar preso a uma única cripto. Com um apanhado geral sobre o mercado, fica mais fácil identificar a tendência do mercado, além de ser um excelente indicador para balizar o desempenho da sua carteira de Criptos. Os dados referentes a Supply são advindos do CoinMarktCap, e os dados dos preços vem em sua maioria da Binance, porém algumas criptos ainda não estão disponíveis para negociação pela mesma, portanto os preços utilizados vem da primeira corretora indicada pelo TradingView na busca. Tendo em vista que uma das criptos foi lançada muito recentemente, a Internet Computer para ser mais exato, decidi deixa-la de fora do índice, adicionando "//" no código em todas as referencias a mesma. Caso queira ver o desempenho do índice com a cripto incluída, basta apagar as barras que seguem na frente de seu código, sendo tais partes: "ASSET8; SUPPLY8; PESO8; QOC8; FINM8" após isso adicione "//" em "PESO11" e remova as barras de "PESSO11F", além de remover também o F. Faça o mesmo com "JAKESINDEX" no fim do código, e terá o resultado com a Internet Computer incluída. O calculo do índice leva em conta o Marketcap da cripto, que é dividio pela soma do Marketcap de todas as outras, e então o resultado é multiplicado pelo valor a mercado da Criptomoeda. Dessa forma, temos um índice ponderado pelo Marketcap com as 10 Criptomoedas mais importantes do mercado NO MOMENTO. É importante lembrar que este índice deve ser atualizado, tanto em questão das moedas que mudam com certa frequência seu lugar no ranking, como o Supply que cada uma tem, visto que moedas com mineração ativa, como é o caso do Bitcoin, mudam seu Supply com frequência. Para manter o índice atualizado, farei UMA atualização Mensal, postando sempre o código com as novas alterações.
Pine Script® göstergesi
JakeDolar tarafından
Altcoins capitalization histogram [peregringlk]This script superseeds "Other altcoins BTC capitalization histogram". The previous versions was a bit confusing in my opinion and lacked some generalization, so I'm now publishing this improved version. It shows 6 pieces of info: - Green columns: BTC price change for that day. - Red bars: Altcoins capitalization change for that day, measured in bitcoins (altcoins_USD_capitalization / BTCUSD) - Green/red background: green if that day the USD capitalization change was a gain, and red if it was a loss. - Green line: accum BTC price change for the selected last days. - Red line: accum altcoin capitalization change measured in BTC for the selected days. - Dotted blue sequence: accum altcoin USD capitalization change for the selected days. The base line of the histogram is 1 instead of 0, because I'm showing the price changes as multipliers (price change rates), so if there have been a +20% market movement, the calculated value will be 1.2, and if there have been a -20% market movement, then the value will be 0.8. 1 means no movement (preserved price/capitalization). Price and capitalization changes will be calculated using candle closes. About the accumulated price changes, it will calculate the accumulated multiplication of the corresponding price change multipliers. For example, if you have set you want 3 days for the accumulation rates, and the last three days saw a -20%, +10% and +15% price/capitalization changes, the current value for the line will be 0.8*1.1*1.15 = 1.0120, or a +1.2% price change respect to the day before yesterday. By default, if you are looking any ALTBTC market (for example, ETHBTC), instead of showing the USD and BTC capitalization of all alts, it will take the BTC and USD prices of the current market (the USD price will be calculated as ALTBTC * BTCUSD; and the BTCUSD price will be taken from BITSTAMP, the one with the longest BTC history I know in tradingview). If you are looking any other markets that is not paired with BTC, then it will take the USD capitalization of all altcoins, and the BTC capitalization will be calculated as altcoins_USD_capitalization / BTCUSD (from BITSTAMP as well). Also, remember that, in both cases (alts capitalization or price), the graph will consistently respect the following rule: - btc_usd_price_change * alt/capitalization_btc_price_change = alt_usd_price_change. That applies for both the green/red bars respect to the background, and the green/red line respect to the blue dotted sequence. Lastly, you may want to know if, in case btc price and altbtc price or capitalization go in opposite directions, who gain the battle? For example, if BTCUSD moved +20%, and an ALTBTC price moved -20%, the result is a loss, because 1.2*0.8 = 0.96, so the ALTUSD price or capitalization moved -4% (remember that, for preserving the USD value, if today's bitcoin change rate is x, the altbtc change rate must be 1/x; so for a -20% BTCUSD price movement, there must be at least a +25% ALTBTC price change to don't loss USD value, because 1/0.8 = 1.25). The background is what shows you that: if the background is green, it means that for that day there was a total USD gain of value, and when it's red, then it was a loss of USD value. You can customize the following things: - Accum change rate interval: the "selected days". By default 7. - Take alts-capitalization?: By default unmarked. The effect when is unmarked is what I have explained in the previous paragraph. If you mark it, then it will use the USD_capitalization of all alts no matter what market you are looking right now. - Which capitalization do you want? There are three options, that applies when "Take alts-capitalization?" is marked, or otherwise, when you are not looking a BTC-paired market. - - - All-alts (default option): take CRYPTOCAP:TOTAL2 security as reference Alts-capitalization, which represents all altcoins. - - - Other-alts: take CRYPTOCAP:OTHERS security as reference Alts-capitalization, which represents all altcoin except the 9 most capitalized alts. - - - Big-alts: take CRYPTOCAP:TOTAL2 - CRYPTOCAP:OTHERS as reference Alts-capitalization, which represenst only the 9 most capitalized alts. The idea of this script is: A) Figuring out what is causing a USD value gain or loss, the alts market movements, or the BTC price change. So you can spot if some altcoin, or all altcoins combined, are gaining or loosing value by themselves or because of bitcoin. B) Trying to spot or discover some patterns that allows you to identify altseasons. Once an altseason has been developed, the chart will show it in a pretty obvious way (massive red line bells and dotted blue lines with very high values during a period of various weeks). The hard problem is to spot it in advance, and maybe this graph can help.
Pine Script® göstergesi
peregringlk tarafından
BG Ichimoku Tenkan MTFBG Ichimoku Tenkan MTF: Your Multi-Timeframe Trend Compass Elevate your Ichimoku analysis with the BG Ichimoku Tenkan MTF indicator. This powerful tool provides a comprehensive view of the Tenkan-sen (Conversion Line) across multiple timeframes, helping you identify trends and potential shifts with greater clarity. It's ideal for all markets, including stocks, cryptocurrencies, Forex, and futures. Key Features: Main Tenkan-sen Plot: Visualize the Tenkan-sen for your active chart timeframe with adjustable color. Multi-Timeframe Table: A dynamic table displays the Tenkan-sen's relationship to price (🔼 for above, 🔽 for below) and its current value for up to 7 timeframes. Continuous MTF Lines: Plot the Tenkan-sen from higher timeframes directly on your current chart, providing clear support/resistance levels and trend confluence. Fully Customizable Colors: Personalize the color for each individual timeframe in the table and for its corresponding MTF line, ensuring a clean and intuitive visual experience. You can also adjust the main Tenkan-sen color and the MTF line offset. Gain a deeper understanding of market dynamics by analyzing the Tenkan-sen across different time scales, all in one intuitive indicator. We created this indicator to help you better navigate the markets. Thank you for using it, and we hope it brings you value. Enjoy it in your daily analysis! Bab
Pine Script® göstergesi
babtrader24 tarafından
1
Price Lag Factor (PLF)📊 Price Lag Factor (PLF) for Crypto Traders: A Comprehensive Breakdown The Price Lag Factor (PLF) is a momentum indicator designed to identify overextended price movements and gauge market momentum. It is particularly optimized for the crypto market, which is known for its high volatility and rapid trend shifts. 🔎 What is the Price Lag Factor (PLF)? The PLF measures the difference between long-term and short-term price momentum and scales it dynamically based on recent volatility. This helps traders identify when the market might be overbought or oversold while filtering out noise. The formula used in the PLF calculation is: PLF = (Z-Long - Z-Short) / Stdev(PLF) Where: Z-long: Z-score of the long-term moving average (50-period by default). Z-short: Z-score of the short-term moving average (14-period by default). Stdev(PLF): Standard deviation of the PLF over a longer period (50-period by default). 🧠 How to Interpret the PLF: 1. Trend Direction: Positive PLF (Green Bars): Indicates bullish momentum. The long-term trend is up, and short-term movements are confirming it. Negative PLF (Red Bars): Indicates bearish momentum. The long-term trend is down, and short-term movements are consistent with it. 2. Momentum Strength: PLF near Zero (±0.5): Low momentum; trend direction is not strong. PLF between ±1 and ±2: Moderate momentum, indicating that the market is moving with strength but not in an overextended state. PLF beyond ±2: High momentum (overbought/oversold), indicating potential trend exhaustion and a possible reversal. 📈 Trading Strategies: 1. Trend Following: Bullish Signal: Enter long when PLF crosses above 0 and remains green. Confirm with other indicators like RSI or MACD to reduce false signals. Bearish Signal: Enter short when PLF crosses below 0 and remains red. Use trend confirmation (e.g., moving average crossover) for better accuracy. 2. Reversal Trading: Overbought Signal: If PLF rises above +2, look for signs of bearish divergence or a reversal pattern to consider a short entry. Oversold Signal: If PLF falls below -2, watch for bullish divergence or a support bounce to consider a long entry. 3. Momentum Divergence: Bullish Divergence: Price makes a lower low while PLF makes a higher low. Indicates weakening bearish momentum and a potential bullish reversal. Bearish Divergence: Price makes a higher high while PLF makes a lower high. Signals weakening bullish momentum and a potential bearish reversal. 💡 Best Practices: Combine with Volume: Volume spikes during high PLF readings can confirm trend continuation. Low volume during PLF extremes may hint at false breakouts. Watch for Extreme Levels: PLF beyond ±2 suggests overextended price action. Use caution when entering new positions. Confirm with Other Indicators: Use with Relative Strength Index (RSI) or Bollinger Bands to get a better sense of overbought/oversold conditions. Overlay with a moving average to gauge trend consistency. 🚀 Why the PLF Works for Crypto: Crypto markets are highly volatile and prone to rapid trend changes. The PLF's adaptive scaling ensures it remains relevant regardless of market conditions. It highlights momentum shifts more accurately than static indicators because it accounts for changing volatility in its calculation. 🚨 Disclaimer for Traders Using the Price Lag Factor (PLF) Indicator: The Price Lag Factor (PLF) indicator is designed as a technical analysis tool to gauge momentum and identify potential overbought or oversold conditions. However, it should not be relied upon as a sole decision-making factor for trading or investing. Important Points to Consider: Market Risk: Trading cryptocurrencies and other financial assets involves significant risk. The PLF may not accurately predict future price movements, especially during unexpected market events. Indicator Limitations: No technical indicator, including the PLF, is infallible. False signals can occur, particularly in low-volume or highly volatile conditions. Supplementary Analysis: Always combine PLF insights with other technical indicators, fundamental analysis, and risk management strategies to make informed decisions. Personal Judgment: Traders should use their own discretion when interpreting PLF signals and never trade based solely on this indicator. No Guarantees: The PLF is designed for educational and informational purposes only. Past performance is not indicative of future results. Always perform thorough research and consider consulting with a professional financial advisor before making any trading decisions.
Pine Script® göstergesi
RWCS_LTD tarafından
GIGANEVA V6.61 PublicThis enhanced Fibonacci script for TradingView is a powerful, all-in-one tool that calculates Fibonacci Levels, Fans, Time Pivots, and Golden Pivots on both logarithmic and linear scales. Its ability to compute time pivots via fan intersections and Range interactions, combined with user-friendly features like Bool Fib Right, sets it apart. The script maximizes TradingView’s plotting capabilities, making it a unique and versatile tool for technical analysis across various markets. 1. Overview of the Script The script appears to be a custom technical analysis tool built for TradingView, improving upon an existing script from TradingView’s Community Scripts. It calculates and plots: Fibonacci Levels: Standard retracement levels (e.g., 0.236, 0.382, 0.5, 0.618, etc.) based on a user-defined price range. Fibonacci Fans: Trendlines drawn from a high or low point, radiating at Fibonacci ratios to project potential support/resistance zones. Time Pivots: Points in time where significant price action is expected, determined by the intersection of Fibonacci Fans or their interaction with key price levels. Golden Pivots: Specific time pivots calculated when the 0.5 Fibonacci Fan (on a logarithmic or linear scale) intersects with its counterpart. The script supports both logarithmic and linear price scales, ensuring versatility across different charting preferences. It also includes a feature to extend Fibonacci Fans to the right, regardless of whether the user selects the top or bottom of the range first. 2. Key Components Explained a) Fibonacci Levels and Fans from Top and Bottom of the "Range" Fibonacci Levels: These are horizontal lines plotted at standard Fibonacci retracement ratios (e.g., 0.236, 0.382, 0.5, 0.618, etc.) based on a user-defined price range (the "Range"). The Range is typically the distance between a significant high (top) and low (bottom) on the chart. Example: If the high is $100 and the low is $50, the 0.618 retracement level would be at $80.90 ($50 + 0.618 × $50). Fibonacci Fans: These are diagonal lines drawn from either the top or bottom of the Range, radiating at Fibonacci ratios (e.g., 0.382, 0.5, 0.618). They project potential dynamic support or resistance zones as price evolves over time. From Top: Fans drawn downward from the high of the Range. From Bottom: Fans drawn upward from the low of the Range. Log and Linear Scale: Logarithmic Scale: Adjusts price intervals to account for percentage changes, which is useful for assets with large price ranges (e.g., cryptocurrencies or stocks with exponential growth). Fibonacci calculations on a log scale ensure ratios are proportional to percentage moves. Linear Scale: Uses absolute price differences, suitable for assets with smaller, more stable price ranges. The script’s ability to plot on both scales makes it adaptable to different markets and user preferences. b) Time Pivots Time pivots are points in time where significant price action (e.g., reversals, breakouts) is anticipated. The script calculates these in two ways: Fans Crossing Each Other: When two Fibonacci Fans (e.g., one from the top and one from the bottom) intersect, their crossing point represents a potential time pivot. This is because the intersection indicates a convergence of dynamic support/resistance zones, increasing the likelihood of a price reaction. Example: A 0.618 fan from the top crosses a 0.382 fan from the bottom at a specific bar on the chart, marking that bar as a time pivot. Fans Crossing Top and Bottom of the Range: A fan line (e.g., 0.5 fan from the bottom) may intersect the top or bottom price level of the Range at a specific time. This intersection highlights a moment where the fan’s projected support/resistance aligns with a key price level, signaling a potential pivot. Example: The 0.618 fan from the bottom reaches the top of the Range ($100) at bar 50, marking bar 50 as a time pivot. c) Golden Pivots Definition: Golden pivots are a special type of time pivot calculated when the 0.5 Fibonacci Fan on one scale (logarithmic or linear) intersects with the 0.5 fan on the opposite scale (or vice versa). Significance: The 0.5 level is the midpoint of the Fibonacci sequence and often acts as a critical balance point in price action. When fans at this level cross, it suggests a high-probability moment for a price reversal or significant move. Example: If the 0.5 fan on a logarithmic scale (drawn from the bottom) crosses the 0.5 fan on a linear scale (drawn from the top) at bar 100, this intersection is labeled a "Golden Pivot" due to its confluence of key Fibonacci levels. d) Bool Fib Right This is a user-configurable setting (a boolean input in the script) that extends Fibonacci Fans to the right side of the chart. Functionality: When enabled, the fans project forward in time, regardless of whether the user selected the top or bottom of the Range first. This ensures consistency in visualization, as the direction of the Range selection (top-to-bottom or bottom-to-top) does not affect the fan’s extension. Use Case: Traders can use this to project future support/resistance zones without worrying about how they defined the Range, improving usability. 3. Why Is This Code Unique? Original calculation of Log levels were taken from zekicanozkanli code. Thank you for giving me great Foundation, later modified and applied to Fib fans. The script’s uniqueness stems from its comprehensive integration of Fibonacci-based tools and its optimization for TradingView’s plotting capabilities. Here’s a detailed breakdown: All-in-One Fibonacci Tool: Most Fibonacci scripts on TradingView focus on either retracement levels, extensions, or fans. This script combines: Fibonacci Levels: Static horizontal lines for retracement and extension. Fibonacci Fans: Dynamic trendlines for projecting support/resistance. Time Pivots: Temporal analysis based on fan intersections and Range interactions. Golden Pivots: Specialized pivots based on 0.5 fan confluences. By integrating these functions, the script provides a holistic Fibonacci analysis tool, reducing the need for multiple scripts. Log and Linear Scale Support: Many Fibonacci tools are designed for linear scales only, which can distort projections for assets with exponential price movements. By supporting both logarithmic and linear scales, the script caters to a wider range of markets (e.g., stocks, forex, crypto) and user preferences. Time Pivot Calculations: Calculating time pivots based on fan intersections and Range interactions is a novel feature. Most TradingView scripts focus on price-based Fibonacci levels, not temporal analysis. This adds a predictive element, helping traders anticipate when significant price action might occur. Golden Pivot Innovation: The concept of "Golden Pivots" (0.5 fan intersections across scales) is a unique addition. It leverages the symmetry of the 0.5 level and the differences between log and linear scales to identify high-probability pivot points. Maximized Plot Capabilities: TradingView imposes limits on the number of plots (lines, labels, etc.) a script can render. This script is coded to fully utilize these limits, ensuring that all Fibonacci levels, fans, pivots, and labels are plotted without exceeding TradingView’s constraints. This optimization likely involves efficient use of arrays, loops, and conditional plotting to manage resources while delivering a rich visual output. User-Friendly Features: The Bool Fib Right option simplifies fan projection, making the tool intuitive even for users who may not consistently select the Range in the same order. The script’s flexibility in handling top/bottom Range selection enhances usability. 4. Potential Use Cases Trend Analysis: Traders can use Fibonacci Fans to identify dynamic support/resistance zones in trending markets. Reversal Trading: Time pivots and Golden Pivots help pinpoint moments for potential price reversals. Range Trading: Fibonacci Levels provide key price zones for trading within a defined range. Cross-Market Application: Log/linear scale support makes the script suitable for stocks, forex, commodities, and cryptocurrencies. The original code was from zekicanozkanli . Thank you for giving me great Foundation.
Pine Script® göstergesi
AutomatedTradingAlgorithms tarafından
Bitcoin Total VolumeThis Pine Script indicator, titled "Bitcoin Top 16 Volume," is designed to provide traders with an aggregate view of Bitcoin (BTC) spot trading volume across leading cryptocurrency exchanges. Unlike traditional volume indicators that focus on a single exchange, this tool compiles data from a selection of the top exchanges as ranked by CoinMarketCap, offering a broader perspective on overall market activity. The indicator works by fetching real-time volume data for specific BTC trading pairs on various exchanges. It currently incorporates data from prominent platforms such as Binance (BTCUSDT), Coinbase (BTCUSD), OKX (BTCUSDT), Bybit (BTCUSDT), Kraken (BTCUSD), Bitfinex (BTCUSD), Bitstamp (BTCUSD), Gemini (BTCUSD), Upbit (BTCKRW), Bithumb (BTCKRW), KuCoin (BTCUSDT), Gate.io (BTCUSDT), MEXC (BTCUSDT), Crypto.com (BTCUSD), Poloniex (BTCUSDT), and BitMart (BTCUSDT). It's important to note that while the indicator aims to represent the "Top 16" exchanges, the actual number included may vary due to data availability within TradingView and the dynamic nature of exchange rankings. The script then calculates the total volume by summing up the volume data retrieved from each of these exchanges. This aggregated volume is visually represented as a histogram directly on your TradingView chart, displayed in white by default. By observing the height of the histogram bars, traders can quickly assess the total trading volume for Bitcoin spot markets over different time periods, corresponding to the chart's timeframe. This indicator is valuable for traders seeking to understand the overall market depth and liquidity of Bitcoin. Increased total volume can often signal heightened market interest and potential trend strength or reversals. Conversely, low volume might suggest consolidation or reduced market participation. Traders can use this indicator to confirm trends, identify potential breakouts, and gauge the general level of activity in the Bitcoin spot market across major exchanges. Keep in mind that the list of exchanges included may need periodic updates to accurately reflect the top exchanges as rankings on CoinMarketCap evolve.
Pine Script® göstergesi
William1124 tarafından
Aggressive Strategy for High IV Market### Strategic background In a volatile high IV market, prices are volatile and market expectations of future uncertainty are high. This environment provides opportunities for aggressive trading strategies, but also comes with a high level of risk. In pursuit of a high Sharpe ratio (i.e., risk-adjusted return), we need to design a strategy that captures the benefits of market volatility while effectively controlling risk. Based on daily line cycles, I choose a combination of trend tracking and volatility filtering for highly volatile assets such as stocks, futures or cryptocurrencies. --- ### Strategy framework #### Data - Use daily data, including opening, closing, high and low prices. - Suitable for highly volatile markets such as technology stocks, cryptocurrencies or volatile index futures. #### Core indicators 1. ** Trend Indicators ** : Fast Exponential Moving Average (EMA_fast) : 10-day EMA, used to capture short-term trends. - Slow Exponential Moving Average (EMA_slow) : 30-day EMA, used to determine the long-term trend. 2. ** Volatility Indicators ** : Average true Volatility (ATR) : 14-day ATR, used to measure market volatility. - ATR mean (ATR_mean) : A simple moving average of the 20-day ATR that serves as a volatility benchmark. - ATR standard deviation (ATR_std) : The standard deviation of the 20-day ATR, which is used to judge extreme changes in volatility. #### Trading logic The strategy is based on a trend following approach of double moving averages and filters volatility through ATR indicators, ensuring that trading only in a high-volatility environment is in line with aggressive and high sharpe ratio goals. --- ### Entry and exit conditions #### Admission conditions - ** Multiple entry ** : - EMA_fast Crosses EMA_slow (gold cross), indicating that the short-term trend is turning upward. -ATR > ATR_mean + 1 * ATR_std indicates that the current volatility is above average and the market is in a state of high volatility. - ** Short Entry ** : - EMA_fast Crosses EMA_slow (dead cross) downward, indicating that the short-term trend turns downward. -ATR > ATR_mean + 1 * ATR_std, confirming high volatility. #### Appearance conditions - ** Long show ** : - EMA_fast Enters the EMA_slow (dead cross) downward, and the trend reverses. - or ATR < ATR_mean-1 * ATR_std, volatility decreases significantly and the market calms down. - ** Bear out ** : - EMA_fast Crosses the EMA_slow (gold cross) on the top, and the trend reverses. - or ATR < ATR_mean-1 * ATR_std, the volatility is reduced. --- ### Risk management To control the high risk associated with aggressive strategies, set up the following mechanisms: 1. ** Stop loss ** : - Long: Entry price - 2 * ATR. - Short: Entry price + 2 * ATR. - Dynamic stop loss based on ATR can adapt to market volatility changes. 2. ** Stop profit ** : - Fixed profit target can be selected (e.g. entry price ± 4 * ATR). - Or use trailing stop losses to lock in profits following price movements. 3. ** Location Management ** : - Reduce positions appropriately in times of high volatility, such as dynamically adjusting position size according to ATR, ensuring that the risk of a single trade does not exceed 1%-2% of the account capital. --- ### Strategy features - ** Aggressiveness ** : By trading only in a high ATR environment, the strategy takes full advantage of market volatility and pursues greater returns. - ** High Sharpe ratio potential ** : Trend tracking combined with volatility filtering to avoid ineffective trades during periods of low volatility and improve the ratio of return to risk. - ** Daily line Cycle ** : Based on daily line data, suitable for traders who operate frequently but are not too complex. --- ### Implementation steps 1. ** Data Preparation ** : - Get the daily data of the target asset. - Calculate EMA_fast (10 days), EMA_slow (30 days), ATR (14 days), ATR_mean (20 days), and ATR_std (20 days). 2. ** Signal generation ** : - Check EMA cross signals and ATR conditions daily to generate long/short signals. 3. ** Execute trades ** : - Enter according to the signal, set stop loss and profit. - Monitor exit conditions and close positions in time. 4. ** Backtest and Optimization ** : - Use historical data to backtest strategies to evaluate Sharpe ratios, maximum retracements, and win rates. - Optimize parameters such as EMA period and ATR threshold to improve policy performance. --- ### Precautions - ** Trading costs ** : Highly volatile markets may result in frequent trading, and the impact of fees and slippage on earnings needs to be considered. - ** Risk Control ** : Aggressive strategies may face large retracements and need to strictly implement stop losses. - ** Scalability ** : Additional metrics (such as volume or VIX) can be added to enhance strategy robustness, or combined with machine learning to predict trends and volatility. --- ### Summary This is a trend following strategy based on dual moving averages and ATR, designed for volatile high IV markets. By entering into high volatility and exiting into low volatility, the strategy combines aggressive and risk-adjusted returns for traders seeking a high sharpe ratio. It is recommended to fully backtest before implementation and adjust the parameters according to the specific market.
Pine Script® stratejisi
tirascobol tarafından
PDF-MA Supertrend [BackQuant]PDF-MA Supertrend The PDF-MA Supertrend combines the innovative Probability Density Function (PDF) smoothing with the widely popular Supertrend methodology, creating a robust tool for identifying trends and generating actionable trading signals. This indicator is designed to provide precise entries and exits by dynamically adapting to market volatility while visualizing long and short opportunities directly on the chart. Core Feature: PDF Smoothing At the foundation of this indicator is the PDF smoothing technique, which applies a Probability Density Function to calculate a smoothed moving average. This method allows the indicator to assign adaptive weights to data points, making it responsive to market changes without overreacting to short-term volatility. Key parameters include: Variance: Controls the spread of the PDF weighting. A smaller variance results in sharper responses, while a larger variance smooths out the curve. Mean: Shifts the PDF’s center, allowing traders to tweak how weights are distributed around the data points. Smoothing Method: Offers the choice between EMA (Exponential Moving Average) and SMA (Simple Moving Average) for blending the PDF-smoothed data with traditional moving average methods. By combining these parameters, the PDF smoothing creates a moving average that effectively captures underlying trends. Supertrend: Adaptive Trend and Volatility Tracking The Supertrend is a well-known volatility-based indicator that dynamically adjusts to market conditions using the ATR (Average True Range). In this script, the PDF-smoothed moving average acts as the price input, making the Supertrend calculation more adaptive and precise. Key Supertrend Features: ATR Period: Determines the lookback period for calculating market volatility. Factor: Multiplies the ATR to set the distance between the Supertrend and the price. A higher factor creates wider bands, filtering out smaller price movements, while a lower factor captures tighter trends. Dynamic Direction: The Supertrend flips its direction based on price interactions with the calculated upper and lower bands: Uptrend : When the price is above the Supertrend, the direction turns bullish. Downtrend : When the price is below the Supertrend, the direction turns bearish. This combination of PDF smoothing and Supertrend calculation ensures that trends are detected with greater accuracy, while volatility filters out market noise. Long and Short Signal Generation The PDF-MA Supertrend generates actionable trading signals by detecting transitions in the trend direction: Long Signal (𝕃): Triggered when the trend transitions from bearish to bullish. This is visually represented with a green triangle below the price bars. Short Signal (𝕊): Triggered when the trend transitions from bullish to bearish. This is marked with a red triangle above the price bars. These signals provide traders with clear entry and exit points, ensuring they can capitalize on emerging trends while avoiding false signals. Customizable Visualization Options The indicator offers a range of visualization settings to help traders interpret the data with ease: Show Supertrend: Option to toggle the visibility of the Supertrend line. Candle Coloring: Automatically colors candlesticks based on the trend direction: Green for long trends. Red for short trends. Long and Short Signals (𝕃 + 𝕊): Displays long (𝕃) and short (𝕊) signals directly on the chart for quick identification of trade opportunities. Line Color Customization: Allows users to customize the colors for long and short trends. Alert Conditions To ensure traders never miss an opportunity, the PDF-MA Supertrend includes built-in alerts for trend changes: Long Signal Alert: Notifies when a bullish trend is identified. Short Signal Alert: Notifies when a bearish trend is identified. These alerts can be configured for real-time notifications via SMS, email, or push notifications, making it easier to stay updated on market movements. Suggested Parameter Adjustments The indicator’s effectiveness can be fine-tuned using the following guidelines: Variance: For low-volatility assets (e.g., indices): Use a smaller variance (1.0–1.5) for smoother trends. For high-volatility assets (e.g., cryptocurrencies): Use a larger variance (1.5–2.0) to better capture rapid price changes. ATR Factor: A higher factor (e.g., 2.0) is better suited for long-term trend-following strategies. A lower factor (e.g., 1.5) captures shorter-term trends. Smoothing Period: Shorter periods provide more reactive signals but may increase noise. Longer periods offer stability and better alignment with significant trends. Experimentation is encouraged to find the optimal settings for specific assets and trading strategies. Trading Applications The PDF-MA Supertrend is a versatile indicator suited to a variety of trading approaches: Trend Following : Use the Supertrend line and signals to follow market trends and ride sustained price movements. Reversal Trading : Spot potential trend reversals as the Supertrend flips direction. Volatility Analysis : Adjust the ATR factor to filter out minor price fluctuations or capture sharp movements. Final Thoughts The PDF-MA Supertrend combines the precision of Probability Density Function smoothing with the adaptability of the Supertrend methodology, offering traders a powerful tool for identifying trends and volatility. With its customizable parameters, actionable signals, and built-in alerts, this indicator is an excellent choice for traders seeking a robust and reliable system for trend detection and entry/exit timing. As always, backtesting and incorporating this indicator into a broader strategy are recommended for optimal results.
Pine Script® göstergesi
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Composite Indicator (CCI + ATR)Composite Indicator (CCI + ATR) The Composite Indicator (CCI + ATR) combines the Commodity Channel Index (CCI) with the Average True Range (ATR) , providing traders with a dynamic tool for identifying entry and exit points based on momentum and volatility. This indicator is particularly useful for markets like cryptocurrencies, which often exhibit sharp sell-offs and gradual upward trends. Key Features Momentum Analysis with CCI: The CCI calculates price momentum by comparing the current price level to its average over a specific period. The indicator generates signals when CCI crosses predefined thresholds. - Buy Signal: Triggered when CCI crosses above the lower threshold (e.g., -100). - Sell Signal: Triggered when CCI crosses below the upper threshold (e.g., +100). Volatility Filtering with ATR: The ATR measures market volatility, ensuring signals occur only during significant price movements. Separate multipliers for buy and sell signals allow tailored filtering based on market behavior. Stop Loss Calculation: Dynamic stop loss levels are calculated using the ATR multiplier to adapt to market volatility, offering better risk management. How It Works CCI Calculation: The CCI is calculated using the typical price ((High + Low + Close) / 3) and a user-defined length. It detects momentum changes by measuring deviations from the average price. ATR Calculation: The ATR determines the average price range over a specified period, identifying the market’s volatility. The ATR SMA acts as a baseline to filter signals. Buy Signal: A buy signal is triggered when: - CCI crosses above the lower threshold (e.g., -100). - ATR exceeds its SMA multiplied by the buy multiplier (e.g., 1.0). Sell Signal: A sell signal is triggered when: - CCI crosses below the upper threshold (e.g., +100). - ATR exceeds its SMA multiplied by the sell multiplier (e.g., 0.95). Stop Loss Integration: - Long positions: Stop loss = Low – (ATR * ATR Multiplier) - Short positions: Stop loss = High + (ATR * ATR Multiplier) Advantages Combines momentum (CCI) and volatility (ATR) for precise signal generation. Customizable thresholds and multipliers for different market conditions. Dynamic stop loss ensures better risk management in volatile markets. Suggested Parameter Settings CCI Length: 20 (default). Adjust as follows: - 10–15: Shorter timeframes (e.g., 5-15 minutes). - 20: General use for 1-hour timeframes. - 30–50: Longer timeframes (e.g., 4-hour or daily charts). CCI Threshold: 100 (default). Adjust as follows: - 50–75: For more frequent signals in ranging markets. - 100: Balanced for most trading conditions. - 150–200: For strong trends to reduce noise. ATR Length: 14 (default). Adjust as follows: - 10–14: For assets with moderate volatility. - 20: For assets with lower volatility. ATR Buy Multiplier: 1.0 (default). Adjust as follows: - 0.9–1.0: For gradual uptrends in crypto markets. - 1.1–1.2: For stronger trend filtering. ATR Sell Multiplier: 0.95 (default). Adjust as follows: - 0.8–0.95: For sharp sell-offs. - 1.0–1.1: For stable downward trends. ATR Multiplier (Stop Loss): 1.5 (default). Adjust as follows: - 1.0–1.2: For shorter timeframes or less volatile markets. - 2.0–2.5: For highly volatile markets like cryptocurrencies. Example Use Cases Scalping (5-15 minute charts): Use CCI Length = 10, CCI Threshold = 75, ATR Buy Multiplier = 0.9, ATR Sell Multiplier = 0.8. Day Trading (1-hour charts): Use CCI Length = 20, CCI Threshold = 100, ATR Buy Multiplier = 1.0, ATR Sell Multiplier = 0.95. Swing Trading (4-hour or daily charts): Use CCI Length = 30, CCI Threshold = 150, ATR Buy Multiplier = 1.2, ATR Sell Multiplier = 1.0. Final Thoughts The Composite Indicator (CCI + ATR) is a versatile tool designed to enhance trading decisions by combining momentum analysis with volatility filtering. Whether scalping or swing trading, this indicator provides actionable insights and robust risk management to navigate complex markets effectively.
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