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Arbitrage

Kimchi Premium / Korean Premium ALL TICKERSKimchi Premium Due to the isolated nature of Korean crypto markets, Koreans pay a hefty premium on most cryptos. (Usually ranging from 3% to 5%). This is colloquially known as the " Kimchi Premium ". Uses The extend of this premium can be used to gauge Korean sentiment towards certain tickers. Most of the insane alt coin rallies that are started by Korean degens are missed by foreign traders entirely. This script seeks to fix that. Notes This script automatically detects your current ticker and compares the USDT pair to the KRW pair after adjusting for exchange rate. Works on all USDT, USDC, BUSD, FDUSD, USD, USDT.P, USDC.P or KRW pairs. Will obviously throw an error if your ticker has no KRW pairing.
Pine Script™ indicator
by Powerscooter
@tk · spectral█  OVERVIEW This script is an indicator that helps traders to identify the price difference between spot and futures of the current crypto plotted into the chart. It works in both types of markets, when the chart is plotting the crypto in spot market, it will compare with its respective futures ticker and vice-versa. If the current asset isn't a crypt ticker, the indicator will not be plotted into the chart. █  MOTIVATION Since crypto's derivative market is based on spot market asset's price, to calculate the arbitrage mechanisms that attempts to balance the asset price, this indicator can help traders to identify some spot and futures price divergence that can create an anomaly of funding rate and can push it to an extreme negative — or positive — rate. So, easing to track the price difference between both markets will bring more evidences to identify an artificial price move, specially in crypto assets with low market cap. █  CONCEPT The trading concept to use this indicator is the concept of the arbitrage machamism created by exchanges that calculates the funding rate based on spot and futures price difference that will vary from exchange to exchange. This strategy don't works alone. It needs to be aligned together with others indicators like Exponential Moving Averages, Chart Patterns, Support and Resistance, and so on... Even more confluences that you have, bigger are your chances to increase the probability for a successful trade. So, don't use this indicator alone. Compose a trading strategy and use it to improve your analysis. █  CUSTOMIZATION This indicator allows the trader to customize the following settings: GENERAL Text size   Changes the font size of price difference table to improve accessibility.   Type: string   Options: `tiny`, `small`, `normal`, `large`.   Default: `small` Position   Changes the position of price difference table.   Type: string   Options: `top_left`, `top_center`, `top_right`, `middle_left`, `middle_center`, `middle_right`, `bottom_left`, `bottom_center`, `bottom_right`.   Default: `bottom_right` Pair Quote   The ticker quote symbol that will be used to base the ticker comparison from spot to futures (e.g. BTCUSDT which `USDT` is the quote. ETHBTC which `BTC` is the quote).   Type: string   Default: USDT Spectrum Color   The color of the spectrum candles. Spectrum candles are the candles of the opposite market. If the current ticker is in the spot market, the spectrum candles will be the price of the futures market.   Type: color   Default: #434651 █  FUNCTIONS The indicator contains the following functions: stripStarts(src, str)   Strips a defined pattern from a string.   Parameters:     src: (string) Source string     str: (string) String pattern to be stripped from start of source string.   Returns: (string) Stripped string with matched regex pattern.
Pine Script™ indicator
by gabrielrtakeda
1
Advanced Weighted Residual Arbitrage AnalyzerThe Advanced Weighted Residual Arbitrage Analyzer is a sophisticated tool designed for traders aiming to exploit price deviations between various asset pairs. By examining the differences in normalized price relations and their weighted residuals, this indicator provides insights into potential arbitrage opportunities in the market. Key Features: Multiple Relation Analysis: Analyze up to five different asset relations simultaneously, offering a comprehensive view of potential arbitrage setups. Normalization Functions: Choose from a variety of normalization techniques like SMA, EMA, WMA, and HMA to ensure accurate comparisons between different price series. Dynamic Weighting: Residuals are weighted based on their correlation, ensuring that stronger correlations have a more pronounced impact on the analysis. Weighting can be adjusted using several functions including square, sigmoid, and logistic. Regression Flexibility: Incorporate linear, polynomial, or robust regression to calculate residuals, tailoring the analysis to different market conditions. Customizable Display: Decide which plots to display for clarity and focus, including normalized relations, weighted residuals, and the difference between the screen relation and the average weighted residual. Usage Guidelines: Configure the asset pairs you wish to analyze using the Symbol Relations group in the settings. Adjust the normalization, volatility, regression, and weighting functions based on your preference and the specific characteristics of the asset pairs. Monitor the weighted residuals for deviations from the mean. Larger deviations suggest stronger arbitrage opportunities. Use the difference plot (between the screen relation and average weighted residual) as a quick visual cue for potential trade setups. When this plot deviates significantly from zero, it indicates a possible arbitrage opportunity. Regularly update and adjust the parameters to account for changing market conditions and ensure the most accurate analysis. In the Advanced Weighted Residual Arbitrage Analyzer , the value set in Alert Threshold plays a crucial role in delineating a normalized band. This band serves as a guide to identify significant deviations and potential trading opportunities. When we observe the plots of the green line and the purple line, the Alert Threshold provides a boundary for these plots. The following points explain the significance: Breach of the Band: When either the green or purple line crosses above or below the Alert Threshold , it indicates a significant deviation from the mean. This breach can be interpreted as a potential trading signal, suggesting a possible arbitrage opportunity. Convergence to the Mean: If the green line converges with the purple line , it denotes that the price relation has reverted to its mean. This convergence typically suggests that the arbitrage opportunity has been exhausted, and the market dynamics are returning to equilibrium. Trade Execution: A trader can consider entering a trade when the lines breach the Alert Threshold . The return of the green line to align closely with the purple line can be seen as a signal to exit the trade, capitalizing on the reversion to the mean. By monitoring these plots in conjunction with the Alert Threshold , traders can gain insights into market imbalances and exploit potential arbitrage opportunities. The convergence and divergence of these lines, relative to the normalized band, serve as valuable visual cues for trade initiation and termination. When you're analyzing relations between two symbols (for instance, BINANCE:SANDUSDT/BINANCE:NEARUSDT ), you're essentially looking at the price relationship between the two underlying assets. This relationship provides insights into potential imbalances between the assets, which arbitrage traders can exploit. Breach of the Lower Band: If the purple line touches or crosses below the lower Alert Threshold , it indicates that the first symbol (in our example, SANDUSDT ) is undervalued relative to the second symbol ( NEARUSDT ). In practical terms: Action: You would consider buying the first symbol ( SANDUSDT ) and selling the second symbol ( NEARUSDT ). Rationale: The expectation is that the price of the first symbol will rise, or the price of the second symbol will fall, or both, thereby converging back to their historical mean relationship. Breach of the Upper Band: Conversely, if the difference plot touches or crosses above the upper Alert Threshold , it suggests that the first symbol is overvalued compared to the second. This implies: Action: You'd consider selling the first symbol ( SANDUSDT ) and buying the second symbol ( NEARUSDT ). Rationale: The anticipation here is that the price of the first symbol will decrease, or the price of the second will increase, or both, bringing the relationship back to its historical average. Convergence to the Mean: As mentioned earlier, when the green line aligns closely with the purple line, it's an indication that the assets have returned to their typical price relationship. This serves as a signal for traders to consider closing out their positions, locking in the gains from the arbitrage opportunity. It's important to note that when you're trading based on symbol relations, you're essentially betting on the relative performance of the two assets. This strategy, often referred to as "pairs trading," seeks to capitalize on price imbalances between related financial instruments. By taking opposing positions in the two symbols, traders aim to profit from the eventual reversion of the price difference to the mean.
Pine Script™ indicator
by facundomartinezescoda
1
Arbitrage SpreadThis indicator helps to find spreads between cryptocurrencies, assess their correlation, spread, z score and atr z score. The graphs are plotted as a percentage. Because of the limitation in pine tradingview for 5000 bars a period was introduced (after which a new starting point of the graph construction will be started), if you want it can be disabled The multiplier parameter affects only the construction of the joint diagram on which z score and atr z score are calculated (construction of the diagram is done by dividing one pair by another and multiplying by the multiplier parameter) is shown with a red line To create a notification you have to specify the data for parameters other than zero which you want to monitor. For parameters z score and atr z score data are counted in both directions The data can be tracked via the data window Link to image of the data window prnt.sc
Pine Script™ indicator
by I_Leo_I
3
GOOG v GOOGL ArbitrageTiny little indicator. Class A shares of Google ($GOOG) have voting power. Class C shares ($GOOGL) don't. So Class A sells for more since they're strictly better than class C, but how much more? With this indicator, we can see that it's usually about +0.5%. So if it's ever different than that, there might be a small arb opportunity as it rebalances itself. i.e. If it's negative, then class C is temporarily more expensive, and you could short class C and simultaneously buy class A. Alternatively, if it's 2% above, you could do the opposite.
Pine Script™ indicator
by OverexposedPhotoOfADress
2
CV_VWAP_GMECoefficient of variance GME ‰ Gray area: Regional price variance of GME in per milles Light gray thick line: NYSE:GME deviation from global mean 1. Select a chart 24-hour ticker like FX_IDC:USDEUR 2. Select a timescale (5 min, 15 min, ...) 3. Monitor the regional price variance Exchanges included: NYSE, XETR, BMV, FWB, SWB, BITTREX, FTX Currency conversion: Forex Adapted from Detecting the great short squeeze on Volkswagen, Godfrey, K. (2016, February 18).
Pine Script™ indicator
by delegaatio
5
Arbitrage Sniper (POC)Good Morning Traders! Today I want to share with you the proof-of-concept of how you would be able to do arbitrage with crypto pairs. THE INDICATOR MUST BE PLACED ON THE TRADING PAIR OF THE TWO CURRENCIES (i.e. ETH/BTC, EOS/ETH etc.) This arbitrage method is based on the transitional decorrelation between the crypto treding pair and the price ratio of the involved currencies, of course computing commissions as well. Whenever the non-arbitrage condition is not respected, there is an arbitrage oportunity. This indicator won't consider the chance of shorting, so if the arbitrage oportunity occurs the indicator will suggest you just the chance of buying the relative-undervalued currency (but inside the code you will know how to do the alternative method as well, by shorting the relative-overvalued currency) Let's take the trading pair ETH/BTC (as in the graph) → if we assume commissions for the 0.075% of the order, the non-arbitrage condition will be presented like this This arbitrage method will need three orders, so n=3 So let's assume that P(ETH)/(P(BTC)*P(ETH/BTC))>(1-0.075)^(-3) → it means that the price of Ethereum is currently overreated enough (relatively to the trading pair) for doing arbitrage. We have two alternatives: • Buy BTC, change it into ETH (by "buying" ETH in the trading pair ETH/BTC) and then sell ETH • Sell ETH, buy BTC, change it into ETH (by "buying" ETH in the trading pair ETH/BTC) On the other hand, if P(ETH)/(P(BTC)*P(ETH/BTC))<(1-0.075)^(-3) → it means that the price of Ethereum is currently underrared enough (relatively to the trading pair) for doing arbitrage. We have two alternatives: • Buy ETH, change it into BTC (by "selling" ETH in the trading pair ETH/BTC) and then sell BTC • Sell BTC, buy ETH, change it into BTC (by "selling" ETH in the trading pair ETH/BTC) I'm saying that is nothing more than a proof-of-concept since: - Arbitrage Oportunities will emerge frequently just nearly zero commissions - Data of prices are retrieved using security() function and there can be some delay (so the arbitrage oportunity will be already extinguished by the time the signal is retrieved) - In order to have the freshest data, repiainting will occurr
Pine Script™ indicator
by Drun30
3
Arbitrage B3's IBOV FuturesThis indicator was made to calculate and show the spread between the B3's Ibovespa Futures and B3's Ibovespa Index increased by the Interest until the contract expiration date. The orange line "Arbitrage" is the spread. Inputs: Annual Interest Rate (%) -> Interest Rate that you want to be used to calculate the Interest of B3's IBOV Index. Working Days Until Contract Expires -> How many business days you have between your actual date and the expiration date of the Futures. Recommended TimeFrame to evaluate the "Arbitrage": 1 MIN
Pine Script™ indicator
by luizgubarichello
Arbitrage BR STOCK / USA STOCKThis Indicator was made to show the BRL difference between an Stock in Brazil's B3 and it's respective ADR traded in the USA. By default, it will show the spread between PETR4 and it's ADR PBR.A using the USD-BRL pair from Forex. You can personalize this indicator to any Stock of your preference, and also change to any USD-BRL pair negotiated that you want. You'll have the following options to do so: B3's Stock Ticker -> Ticker negotiated at B3. USA's Stock Ticker -> The respective ADR of the first option. ADR's Multiplicative Factor -> How many B3's Stocks are equivallent to the USA Stock (found at the name of the ADR on Trade View). BRL/USD Market of Preference -> Which market you want to use to transform the price of the ADR from USD to BRL. Dollar Divisor -> The BRL must be equivallent to 1 Dollar for the script to work. So, if you want to use a USD/BRL market that does not represent this relation, you must divide it by some number to do so. For example, if you want to use B3's DOLFUT, than you must set this parameter to 1000 (because the points show at B3's DOLFUT are the amount of BRL equivallent to 1000 Dollars). Also, if you are using a market that trades Dollar equivalent to 1 BRL (Globex's 6LFUT, for example), then set this parameter to 0. Timeframe -> Recommended to be the same of the chart to better visualisation.
Pine Script™ indicator
by luizgubarichello
Crypto Prices InfoPanel V2Hello traders Following the introduction of ByBit to TradingView ByBit on TradingView I decided to upgrade my previous Bitcoin InfoPanel Bitcoin-Prices-InfoPanel/ Now it's more dynamic (thumbs up) but only work with Bitcoin, Ethereum and Litecoin . If you select any other asset than those 3, the script won't work This is due to a technical limitation on TradingView because I can't do more than 40 security calls per script If you don't know what the security function is, here's a reminder : Security documentation . If you don't know what is TradingView... I cannot do anything for you... Now you can use this panel to have a very cool arbitrage view directly from TradingView and use the info to gamble between brokers (not financial advice) See you all tomorrow for a huge update regarding the Strategy Builder. I'll show you how to connect it to a Backtest system ____________________________________________________________ Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future. - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
Pine Script™ indicator
by Daveatt
3