GBTC holdings USD market valueThis script estimates GBTC bitcoins per share, rather than hardcoding as in other scripts. Its result is an estimate of GBTC holdings USD market value.
Per share bitcoin estimates are adjusted by 2.0% / 365 per day from 2019 year end holdings. Calendar year 2019 ending bitcoins and shares were 261,192 bitcoins and 269,445,300 shares. From the 2019 Form 10-K: 'The Trust’s only ordinary recurring expense is the Sponsor’s Fee. The Sponsor’s Fee accrues daily in U.S. dollars at an annual rate of 2.0% of the Bitcoin Holdings.. The Sponsor’s Fee is payable in Bitcoins to the Sponsor monthly in arrears.'
No attempt is made to account for leap years.
Per share bitcoin estimate is converted to USD market value by multiplying by the simple average BTCUSD price at Coinbase and Bitstamp. Grayscale uses the TradeBlock XBX index, a volume weighted average of Coinbase Pro, Kraken, LMAX Digital and Bitstamp prices.
Spot checks vs archive.org captures of daily bitcoins per share and the chart on Grayscale's site:
The estimate for market close January 22 2021 is 0.00094899 bitcoins per share, the published datum on Grayscale's web site was 0.00094898. The estimate matches at 20:30 rather than at 16:00.
The estimate for December 31 2018 is 0.000988965 vs a published 0.00098895.
The estimate for December 29 2017 market value is $14.58 vs $14.65.
The estimate for December 30 2016 market value is $0.99 vs $0.98.
The estimate for January 4 2016 market value is $0.46 vs $0.45.
No estimates before 2016.
The default style is to draw a blue line with two thirds transparency outside market hours and for first/last minutes of trading, switching to daily or greater periodicity hides this.
No warranty is expressed or implied , I am not a lawyer, etc etc etc.
This is not investing advice . Always do your own due diligence .
Komut dosyalarını "沪深300股交易规则" için ara
Indices Sector SigmaSpikes█ OVERVIEW
“The benchmark Dow Jones Industrial Average is off nearly 300 points as of midday today...”
“So what? Is that a lot or a little? Should we care?”
-Adam H Grimes-
This screener aims to provide Bird-Eye view across sector indices, to find which sector is having significant or 'out-of-norm' move in either direction.
The significance of the move is measured based on Sigma Spikes, a method proposed by Adam H. Grimes, where Standard Deviation of returns used as a baseline.
*You can google his blog or read his book, got some gold in there, especially on how he use indicators for trading
█ Understanding Sigma Spikes
As described by Grimes, moves in markets are only meaningful when we consider what “normal” is for that market.
Without that baseline, the daily change number, and even the percent change on the day doesn’t really mean much.
To overcome that problem, Sigma Spikes, as a measure of volatility, attempt to put todays change in price (aka return) in context of the standard deviation of 20 days daily's return.
Refer chart below:
1. The blue bars refer to each days return
2. The orange line is 1 time standard deviation of past 20days daily's return (today not included)
3. The red line is 2 time standard deviation of past 20days daily's return (today not included)
Using the ratio of today's return over the Std Deviation, determining your threshold (1,2,3,etc) will be the key that tells if today's move is significant or not.
*Threshold referring to times standard deviation, and different market may require different threshold.
*20 Days period are based on the Lookback Period, adjustable from user input window.
█ Features
- Scan up to 13 symbols at a time (Bursa (MYX) indices are defaulted, but you may change to any symbols/index from the user input setting)
█ Limitation
- Due to multiple use of security() function required to call other symbols, expect the screener to be slow at certain times
- Custom Timeframe currently accept only Daily and Weekly. I'll try to include lower timeframe in the next update
█ Disclaimer
Past performance is not an indicator of future results.
My opinions and research are my own and do not constitute financial advice in any way whatsoever.
Nothing published by me constitutes an investment recommendation, nor should any data or Content published by me be relied upon for any investment/trading activities.
I strongly recommends that you perform your own independent research and/or speak with a qualified investment professional before making any financial decisions.
Any ideas to further improve this indicator are welcome :)
gold price levels denominated in usd/gramsPlots the gold price (USD) for the quantities (grams) identified as support or resistance in the indicator settings. Default values are:
75 gold grams
300 gold grams
500 gold grams
1000 gold grams
5000 gold grams
More context: The purchasing power of Bitcoin
InariN CloudSInariN CloudS (INCS) is my custom model of InariN.
I usually use INCS in 300 ticks (other software) and 5 minutes charts for day trading.
Please read script "InariN simple" for basic usage.
I share background and fundamental ideas of day trading and INCS here.
I start with the practical conclusion and then explain INCS.
Maybe you'll notice that most indicators are unnecessary at the end of this text.
Anyway I compile fundamental ideas that I wanted to know as a beginner.
(I'll update to finish this text, please wait for some time.)
///Premise of trading///
Market's purpose...facilitating trading
Trader's purpose...making money
Market is stronger than trader and trader need adjust to market.
However trader have controllable side.
Market's control...Trend, Volatility
Trader's control...Money management, Making Risk:Reward, Choosing and exercising trading strategy
///Simple rule (Conclusion)///
I made simple rule "Just Do It Now" to check essential ideas on every trade.
Traders can use thousands of indicators but only use three choices "Buy, Sell and No trade".
If you have bad result, you had better suspect not your indicators but your three choices at first.
(This is one of the best advice I have ever heard by N jijii.)
Twin Range Filter Algo@Colinmck used two different ranges to generate signals. Read his release notes to find out what the original script does.
I added one condition which seems to increase performance on 15m BTCUSD as well as 1h BTCUSD and that is ATR with 32 periods being smaller than ATR with 64 periods. I used my script Volatility Optimiser to discover this tendency.
Both buying and selling conditions are same as in @Colinmck's script plus one condition of my own. You can disable my condition.
Target and stop-loss are manually set values in ticks.
Time stop-loss is manually set value in a number of candles. After this number of candles, a position always exits (or should 😇). You can disable it by inserting a very long period. I do not recommend it, because a value of indicator should not be measured in luck and if market starts moving in the direction after 40 periods, the predictive capability of an indicator is questionable.
I used 300/150/17 for 15m BTCUSD chart and 900/30/17 for 1h BTCUSD. I didn't try to optimize any other parameters for these periods.
Since this script relies mostly on volatility for its prediction, I wouldn't recommend using it on its own. Individual approach to the market is recommended. Also, it didn't work on EURUSD when using the same default values and different order management (tp, sl, time sl), so it is probably not as versatile.
Let me know what do you think of this strategy. If you have some ideas about how to make it more reliable, share it in the comments, I might put it to the test. Good luck 🍀
[RS]The Breakout IndicatorSignals when there is a breakout from the trading range(donchian channel up to 300 bars back).
Support Resistance - DynamicThis is Dynamic Support / Resistance script.
How it Works?
It finds Pivot Points and creates channels for each Pivot Point. Channel size is calculated by (Highest - Lowest) * %Channel_size in Loopback Period. After creating channels it calculates that how many Pivot Points in the channels. more Pivot Points in channel means stronger Support/Resistance. in the option menu there is S/R Strength, this is the minimum number of Pivot Points that each channel must contain to be S/R. calculation starts from last pivot point and go back for "loopback period" which is 300 by default. so last Pivot Points have more priority. Finally after calculating Support/Resistance it draws lines.
Number of Support/Resistance line is Dynamic and up to 20 lines, that means number of lines changes dynamically. you can see how the script puts Suppport/Resistance lines dynamically by "Replay" button. (if I have time I will try to put a video)
Currently the scripts checks up to 40 pivot points in loopback period. it shows up to 20 S/Rs only for visible area in the chart.
There is option to Show S/R lines as Solid, Dotted or Dashed.
Enjoy!
Price Streak Is Another Way to Spot TrendsPrice is never wrong, but sometimes reading it can be tricky.
Movements in the broader market or a sector can distract from a symbol that's been steadily trending in one direction or another. Sometimes the beginning of a move can also be so subtle that it flies under most people's radar.
Price Streak can help overcome these limitations by tracking consecutive up/down periods. It plots an easy-to-read color-coded histogram.
Because it simply counts the candles in a trend, Price Streak can give a clearer picture than magnitude-biased indicators like relative strength or MACD.
Applying Price Streak to the daily chart of Bitcoin Dominance , we find something very interesting right now: the longest drop since March 2017.
That moment in history, almost three years ago, marked the beginning of the last Altcoin bull market. Ethereum , for example, went from roughly $60 to over $1,300 in the following nine months.
While past performance isn't a guarantee of future results, this illustrates how sustained price moves can reveal changes in character.
Based on Price Streak's current reading, it may support the idea of another Altcoin cycle beginning now.
haddocks EMA Script5 exponential moving averages (EMA) in one indicator
EMA 21 black
EMA 55 blue
EMA 99 green
EMA 200 purple
EMA 300 red
EMA's are a powerfull tool to detect trends on all timeframes.
You can copy this script and modify it, if you want to use a differen selection of EMA's or colours.
ANN MACD WTI (West Texas Intermediate) This script created by training WTI 4 hour data , 7 indicators and 12 Guppy Exponential Moving Averages.
Details :
Learning cycles: 1
AutoSave cycles: 100
Training error: 0.007593 ( Smaller than average target ! )
Input columns: 19
Output columns: 1
Excluded columns: 0
Training example rows: 300
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Input nodes connected: 19
Hidden layer 1 nodes: 2
Hidden layer 2 nodes: 6
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate: 0.7000
Momentum: 0.8000
Target error: 0.0100
Special thanks to wroclai for his great effort.
Deep learning series will continue. But I need to rest my eyes a little :)
Stay tuned ! Regards.
ANN MACD BRENT CRUDE OIL (UKOIL) This script trained with Brent Crude Oil data including 7 basic indicators and 12 Guppy Exponential Moving Averages .
Details :
Learning cycles: 1
Training error: 0.006591 ( Smaller than 0.01 ! )
AutoSave cycles: 100
Input columns: 19
Output columns: 1
Excluded columns: 0
Training example rows: 300
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Input nodes connected: 19
Hidden layer 1 nodes: 2
Hidden layer 2 nodes: 6
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate: 0.7000
Momentum: 0.8000
Target error: 0.0100
Note : Alerts added .
Special thanks to wroclai for his great effort.
Deep learning series will continue , stay tuned ! Regards.
ANN MACD GOLD (XAUUSD)This script aims to establish artificial neural networks with gold data.(4H)
Details :
Learning cycles: 329818
Training error: 0.012767 ( Slightly above average but negligible.)
Input columns: 19
Output columns: 1
Excluded columns: 0
Training example rows: 300
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Input nodes connected: 19
Hidden layer 1 nodes: 5
Hidden layer 2 nodes: 1
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate: 0.7000
Momentum: 0.8000
Target error: 0.0100
NOTE : Alarms added.
And special thanks to dear wroclai for his great effort.
Deep learning series will continue . Stay tuned! Regards.
ANN MACD S&P 500 This script is formed by training the S & P 500 Index with various indicators. Details :
Learning cycles: 78089
AutoSave cycles: 100
Training error: 0.011650 (Far less than the target, but acceptable.)
Input columns: 19
Output columns: 1
Excluded columns: 0
Training example rows: 300
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Input nodes connected: 19
Hidden layer 1 nodes: 2
Hidden layer 2 nodes: 1
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate: 0.7000
Momentum: 0.8000
Target error: 0.0100
Note : Thanks for dear wroclai for his great effort .
Deep learning series will continue . Stay tuned! Regards.
ANN MACD ETHEREUM
This script is trained with Ethereum (Timeframe : 4 hours ).
Details :
Input columns: 19
Output columns: 1
Excluded columns: 0
Training example rows: 300
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Input nodes connected: 19
Hidden layer 1 nodes: 8
Hidden layer 2 nodes: 1
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate: 0.7000
Momentum: 0.8000
Training error: 0.009378 ( That's a very good error coefficient. )
Many thanks to wroclai for help.
Deep learning series will continue!
ANN MACD (BTC)
Logic is correct.
But I prefer to say experimental because the sample set is narrow. (300 columns)
Let's start:
6 inputs : Volume Change , Bollinger Low Band chg. , Bollinger Mid Band chg., Bollinger Up Band chg. , RSI change , MACD histogram change.
1 output : Future bar change (Historical)
Training timeframe : 15 mins (Analysis TF > 4 hours (My opinion))
Learning cycles : 337
Training error: 0.009999
Input columns: 6
Output columns: 1
Excluded columns: 0
Grid
Training example rows: 301
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Network
Input nodes connected: 6
Hidden layer 1 nodes: 8
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate : 0.6 Momentum : 0.8
More info :
EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
rainbow emaHi guys,
This is a multiple EMA script. Editing is free for use if you swap ema to sma as a base setting.
You can use several ema lines by adding one indicator only, and I put 7,14,21,28,40,60,120,200,300 as a threshold which I frequently use.
It is made as an open source at any time possible, so that you are free for playing with it.
Cheers,
JB
rainbow ema갤럭시님 이평선 토대로 JB가 에디트한 지수이평선 모음입니다. 편집하시면 일반 이평선으로도 사용이 가능합니다.
하나의 지표 추가 만으로 여러개의 지수이평선을 사용하실 수 있고, 제가 자주 사용하는 7,14,21,28,40,60,120,200,300선 넣어 놨습니다.
에디트 언제든 가능하시게 오픈소스로 구성되어있으니, 즐겨찾기 넣어 두시고 매매하실때 유용하게 사용하시면 됩니다.
MBK Multi MAsHello,
this is a Moving Average (9,25,50,100,200,300,400,500) very simple script with golden cross and death cross spots.
feel free to modify it as you like.
trade safe
Futures - Measure and compare volatility in USDDollar value (syminfo.pointvalue) is wrong in Tradingview for the below listed futures, where the price is in quarters of cents. So this is a dirty fix.
For example ZC (Corn) says syminfo.pointvalue = 5000 (syminfo.mintick = 0.13), which gives you (ATR = 6) volatility 30,000 USD instead of the correct 300 USD.
For all other futures is used the default syminfo.pointvalue.
QEMA - 9 EMAs (10, 20, 50 - 400) / CryptoprospaBy adding this one indicator to your chart, you save time and effort for the EMAs you want.
You can add this and then modify which ones you want visible in the settings.
It covers the 10, 20, 50, 100, 150, 200, 250, 300, 400 EMAs
Enjoy.
Cryptoprospa.