Big Whale Purchases and SalesBig Whale Purchases and Sales - plots big whale transactions on your chart!
People that hold more than 1% of a crypto currencies circulating supply are considered whales and have a huge influence on price, not just because they can move the market with their huge transactions, but also because other traders often track their wallets and follow their example. Taking a look at whale holdings, one can see why whale worship is so common in crypto: While Bitcoin has a relatively low whale concentration, many of the Top 100 Cryptocurrencies have whales control 60% or more of their circulating supply.
Integrating IntoTheBlock data, this script plots the transactions of these whales and, in strategy mode, copy trades them.
Features:
Strategy Mode: Switches the script between an indicator and a strategy.
Standard Deviations: The number of Standard Deviations that a transaction needs to surpass to be considered worth plotting. Setting this to 0 will show all whale transactions, higher settings will only show the biggest transactions.
Blockchain: The Chain on which Whale activity is tracked.
Fundamental Analysis
Price Comparison with Inflation and Interest RateHello dear traders.
This indicator creates a label on the chart.
It measures the difference between the price of the selected symbol at the beginning of the year and the current price, and tells you whether it has more returns than the inflation rate in the region you selected.
The return of the selected symbol on the label since the beginning of the year, the inflation value of the selected region and the interest rate of the selected region are written.
If the symbol's return since the beginning of the year is higher than the inflation return, the label color will be green, otherwise it will be red.
Below you can see a stock with an above-inflationary return.
You can select a region from the inputs section. Currently, Turkey, America and Europe regions can be selected.
While preparing this indicator, tradingview resources were used.
CROCEUsing free cash flow instead of ebit, to be able to evaluate stocks that are not yet profitable.
the formulas are
fcf ttm / (not financial operating working capital - Cash + Net Property Plant and Equipment)
and
fcf yield on Enterprice Value
Example CRWD negative ebit, but cash creation, in this case the expenses in research and development go to affect the ebit.
Times-Revenue (Fundamental Metric)Times-revenue is calculated by dividing the selling price of a company by the prior 12 months revenue of the company. The result indicates how many times of annual income a buyer was willing to pay for a company.
In color Red: it shows the last annual metric calculated
In color Gray: it shows the last 4 quarters annualized results
Yield Curve (1-10yr)Yield curve of the 1-10 year US Treasury Bonds, with over 60 years of history.
The Yield Curve is the interest rate on the 10 year bond minus the 1 year bond.
When it inverts (crosses under 0) a recession usually follows 6-12 months later.
It's a great leading indicator to identify risk in the macroeconomic environment.
Yield curves can be constructed on varying durations. Using a 1-year as the short-term bond provides a slightly faster response than the 2-year bond; and the 1-year has more historical data on TradingView.
[ENT] IndicatorsИндикатор показывает:
Открытие и закрытие торговых сессий (KillZones) - Азия, Лондон, Нью-Йорк
Открытие дня
Хай и Лой предыдущего дня
Разделение дней недели и их отображение.
Используйте на здоровье)
Makumup X Tesseract 2.2SuperTrend is one of the most common ATR based trailing stop indicators.
In this version you can change the ATR calculation method from the settings. Default method is RMA, when the alternative method is SMA .
The indicator is easy to use and gives an accurate reading about an ongoing trend. It is constructed with two parameters, namely period and multiplier. The default values used while constructing a superindicator are 10 for average true range or trading period and three for its multiplier.
The average true range (ATR) plays an important role in 'Supertrend' as the indicator uses ATR to calculate its value. The ATR indicator signals the degree of price volatility .
The buy and sell signals are generated when the indicator starts plotting either on top of the closing price or below the closing price. A buy signal is generated when the ‘Supertrend’ closes above the price and a sell signal is generated when it closes below the closing price.
It also suggests that the trend is shifting from descending mode to ascending mode. Contrary to this, when a ‘Supertrend’ closes above the price, it generates a sell signal as the colour of the indicator changes into red.
A ‘Supertrend’ indicator can be used on equities, futures or forex, or even crypto markets and also on daily, weekly and hourly charts as well, but generally, it fails in a sideways-moving market.
Sessions Lines & BackgroundDisplay Asia, London & New York sessions as background colors or lines (for a cleaner chart).
SPX Fair Value Bands V2An updated version of the SPX Fair Value Bands script from dharmatech and based on the net liquidity concept by MaxJAnderson .
Now with full customization of parameters through the settings (Dialog Box) and allowing the options to the use of
1) Standard Bands based on Offsets of the Fair Value
2) Bollinger Bands
3) Keltner Channels
to better capture buy/sell areas rather than relying on noisy unreliably (and unevenly) updated data from the Treasury/Fed.
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Net Liquidity's importance in the new post-COVID QE to QT regime as described MaxJAnderson
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" In past cycles, size of Fed's balance sheet changed a lot, while TGA and RRP changed relatively little. So size of balance sheet roughly equated Net Liquidity.
(The Treasury General Account) TGA and (Reverse Repo) RRP didn't matter. They were rounding errors by comparison.
But starting in 2020, relative changes in TGA and RRP have been THREE TIMES LARGER than the change in size of the Fed's balance sheet. As result, changes in TGA and RRP have taken over as the primary drivers Net Liquidity.
This is new, and changes the game significantly. Again - the size of the Fed's balance sheet doesn't matter.
What matters is the portion of it that's available to circulate in the economy (Net Liquidity).
And ever since 2020, the Treasury and Reverse Repo have become what controls that. Not the size of Fed's balance sheet.
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The idea that follows is simple,short when $SPX reaches extreme levels of overvaluation, and close out when SPX returns to being undervalued. Here's the formulas I currently use to determine fair value:
Fair Value = (Fed Bal Sheet - TGA - RRP)/1.1 - 1625
And here's the trading rules I currently follow:
Short when diff of $SPX - Fair Value > 350
Close when diff of $SPX - Fair Value < 150
When one of these rules is triggered upon market close on a given day, trades are entered at open of the following day "
Fed Net Liquidity Indicator (24-Oct-2022 update)This indicator is an implementation of the USD Liquidity Index originally proposed by Arthur Hayes based on the initial implementation of jlb05013, kudos to him!
I have incorporated subsequent additions (Standing Repo Facility and Central Bank Liquidity Swaps lines) and dealt with some recent changes in reporting units from TradingView.
This is a macro indicator that aims at tracking how much USD liquidity is available to chase financial assets:
- When the FED is expanding liquidity, financial asset prices tend to increase
- When the FED is contracting liquidity, financial asset prices tend to decrease
Here is the current calculation:
Net Liquidity =
(+) The Fed’s Balance Sheet (FRED:WALCL)
(-) NY Fed Total Amount of Accepted Reverse Repo Bids (FRED:RRPONTTLD)
(-) US Treasury General Account Balance Held at NY Fed (FRED:WTREGEN)
(+) NY Fed - Standing Repo Facility (FRED:RPONTSYD)
(+) NY Fed - Central Bank Liquidity Swaps (FRED:SWPT)
Yield Curve (2-10yr)Yield curve of the 2-10 year US Treasury Bonds, with over 50 years of history.
The Yield Curve is the interest rate on the 10 year bond minus the 2 year bond.
When it inverts (crosses under 0) a recession usually follows 6-12 months later.
It's a great leading indicator to identify risk in the macroeconomic environment.
Misery index strategyHi all,
It's bear market so let's have a look at the misery index.
Misery index = inflation(%) + unemployment (%)
It's only possible to use this chart on the monthly (as misery index is updated monthly), but just for fun I added a strategy to it. If misery index increases you short and you go long when MI decreases.
Enjoy
p.s. the band is pretty cool too
Rolling CAGR (Compound Annual Growth Rate)Simple and powerful Rolling CAGR (Compound Annual Growth Rate) script.
Works with daily, weekly, and monthly data. Do not work with data of hours, minutes, seconds, or customized time intervals.
You can change the rolling period, from the default (3 years) to any other period of years. Just change one value in the script.
Implied Move with NASA Ideas & Price LineThis script allows you to customize the Implied Move Percentage and fully customize the way it is shown.
Can be used on any stock that has earnings and works based on the Implied Move (Percent).
Basically, it lets you visualize how the stock moved after reporting earnings and seeing if it reached the implied move or not.
This is helpful as it's important to know what earnings are worth keeping an eye on and which should be avoided.
There is also an added custom text input which was inspired to make from a frogman named NASA.
It lets you input whatever text you want on whatever price you want.
To summarize, it's basically a Post-It Note that you can add to any price level for any stock.
Alerts can be set if wanted, They can be alerted for the Implied Moves (If the stock price goes Above/ Below the set percentage) and NASA Ideas (if the stock price goes Above/ Below the set price).
There is also an added custom price line which is mostly for having a nonintrusive price line and label.
This price line and label can be switched to show the (Open, High, Low, Close, Extended High, Extended Low, Yesterday's Open, Yesterday's High, Yesterday's Low, and Yesterday's Close).
Capital Asset Pricing Model (CAPM) [Loxx]Capital Asset Pricing Model (CAPM) demonstrates how to calculate the Cost of Equity for an underlying asset using Pine Script. This script will only work on the monthly timeframe. While you can change the default inputs, you should study what CAPM is and how this works before doing so. This indicator pulls various types of data from SPY from various timeframes to calculate risk-free rates, market premiums, and log returns. Alpha and Beta are computed using the regression between underlying asset and SPY. This indicator only calculates on the most recent data. If you wish to change this, you'll have to save the script and make adjustments. A few examples where CAPM is used:
Used as the mu factor Geometric Brownian Motion models for options pricing and forecasting price ranges and decay
Calculating the Weighted Average Cost of Capital
Asset pricing
Efficient frontier
Risk and diversification
Security market line
Discounted Cashflow Analysis
Investment bankers use CAPM to value deals
Account firms use CAPM to verify asset prices and assumptions
Real estate firms use variations of CAPM to value properties
... and more
Details of the calculations used here
Rm is calculated using yearly simple returns data from SPY, typically this is just hard coded as 10%.
Rf is pulled from US 10 year bond yields
Beta and Alpha are pulled form monthly returns data of the asset and SPY
In the past, typically this data is purchased from investments banks whose research arms produce values for beta, alpha, risk free rate, and risk premiums. In 2022 ,you can find free estimates for each parameter but these values might not reflect the most current data or research.
History
The CAPM was introduced by Jack Treynor (1961, 1962), William F. Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, building on the earlier work of Harry Markowitz on diversification and modern portfolio theory. Sharpe, Markowitz and Merton Miller jointly received the 1990 Nobel Memorial Prize in Economics for this contribution to the field of financial economics. Fischer Black (1972) developed another version of CAPM, called Black CAPM or zero-beta CAPM, that does not assume the existence of a riskless asset. This version was more robust against empirical testing and was influential in the widespread adoption of the CAPM.
Usage
The CAPM is used to calculate the amount of return that investors need to realize to compensate for a particular level of risk. It subtracts the risk-free rate from the expected rate and weighs it with a factor – beta – to get the risk premium. It then adds the risk premium to the risk-free rate of return to get the rate of return an investor expects as compensation for the risk. The CAPM formula is expressed as follows:
r = Rf + beta (Rm – Rf) + Alpha
Therefore,
Alpha = R – Rf – beta (Rm-Rf)
Where:
R represents the portfolio return
Rf represents the risk-free rate of return
Beta represents the systematic risk of a portfolio
Rm represents the market return, per a benchmark
For example, assuming that the actual return of the fund is 30, the risk-free rate is 8%, beta is 1.1, and the benchmark index return is 20%, alpha is calculated as:
Alpha = (0.30-0.08) – 1.1 (0.20-0.08) = 0.088 or 8.8%
The result shows that the investment in this example outperformed the benchmark index by 8.8%.
The alpha of a portfolio is the excess return it produces compared to a benchmark index. Investors in mutual funds or ETFs often look for a fund with a high alpha in hopes of getting a superior return on investment (ROI).
The alpha ratio is often used along with the beta coefficient, which is a measure of the volatility of an investment. The two ratios are both used in the Capital Assets Pricing Model (CAPM) to analyze a portfolio of investments and assess its theoretical performance.
To see CAPM in action in terms of calculate WACC, see here for an example: finbox.com
Further reading
en.wikipedia.org
Economic Calendar Events: FOMC, CPI, and moreThis script plots major events from the Economic Calendar that often correspond to major pivot points in various markets. It also includes built-in logic to retroactively adjust larger time intervals (i.e. greater than 1 hour) to be correctly aligned with the interval during which the event occurred.
Events are taken from the Economic Calendar and will be updated periodically at the following library:
The above library can be used to conveniently access date-related data for major Meetings, Releases, and Announcements as integer arrays, which can be used in other indicators. Currently, it has support for the following events:
FOMC Meetings
The FOMC meets eight times a year to determine the course of monetary policy. The FOMC's decisions are based on a review of economic and financial developments and its assessment of the likely effects of these developments on the economic outlook.
FOMC Minutes
The FOMC minutes are released three weeks after each FOMC meeting. The minutes provide a detailed account of the FOMC's discussion of economic and financial developments and its assessment of the likely effects of these developments on the economic outlook.
Producer Price Index (PPI) Releases
The Producer Price Index (PPI) measures changes in the price level of goods and services sold by domestic producers. The PPI is a weighted average of prices of a basket of goods and services, such as transportation, food, and medical care. PPI is a leading indicator of CPI.
Consumer Price Index (CPI) Releases
The Consumer Price Index (CPI) measures changes in the price level of goods and services purchased by households. The CPI is a weighted average of prices of a basket of consumer goods and services, such as transportation, food, and medical care. CPI is one of the most widely used measures of inflation.
Consumer Sentiment Index (CSI) Releases
The University of Michigan's Consumer Sentiment Index (CSI) is a measure of consumer attitudes about the economy. The CSI is based on a monthly survey of U.S. households and reflects the consumers' assessment of present and future economic conditions. The CSI is a leading indicator of consumer spending, which accounts for about two-thirds of U.S. economic activity.
Consumer Confidence Index (CCI) Releases
The Consumer Confidence Index is a survey that measures how optimistic or pessimistic consumers are regarding their expected financial situation.
Non-Farm Payroll (NFP) Releases
The Non-Farm Payroll (NFP) is a measure of the change in the number of employed persons, excluding farm workers and government employees. The NFP is a leading indicator of consumer spending, which accounts for about two-thirds of U.S. economic activity.
Financial MetricsGives a sneak peak into some of the important financial ratios described below:
1. P/E : price to earnings ratio (Green when P/E<15)
2. PEG: Price to earnings growth ratio (Green when PEG<1)
3. P/S: Price to sales ratio (Green when P/S<2)
4. EV/FCF: Enterprise Value to Free Cashflow ratio
5. OPM: Operating Profit Margin % (Green when OPM>15%)
6. D/E: Debt to equity ratio (Green when D/E<1)
7. ROE: Return on equity % (Green when ROE>15%)
8. Div_Yield: Dividend yield
Disclaimer: All the limits defined are based on the widely accepted general values, but are subjective to particular sector or group of stocks. For example IT stocks command higher valuation than cyclical stocks like metal. So Compare with other stocks of the same sector to reach any conclusion.
Recession And Bull Run WarningThis script uses 2 moving averages of Unemployment and projects a possible recession period or bull run period.
A Red Dot means a recession could've started or is coming soon - markets could possibly fall for the next few months.
A Green Dot means a bull run could begin following a recessionary period - markets could possibly rally for the next few months.
Using Unemployment to define recessionary periods has been highly accurate and has very often predicted many downturns and bull runs way before they occurred, as history suggests of course.
Have fun with this indicator!
[TTI] IBD Market School––––History & Credit
This is a game-changer! Fully based on the Market School Home Study Program (Retail Price $1,500), the script takes the strict, rule-based market timing system developed by Investor's Business Daily and makes it into a easy to ready automated indicator. So that you take the ego and emotions out of the equation!
Over the years, many investors have been asking for a highly specific, quantitative method to assist them in navigating the market, stating that their existing system is too qualitative in character and focused too heavily on feel rather than predetermined principles.
The IBD Market School develops a common sense strategy that will help you enter every major market uptrend and prevent you from entering every major market downtrend/ You will discover the crucial market cues you need to pay attention to in order to manage your account with this indicator.
–––––What it does
The indicator uses 10 buys signals that will get you into the market rally early and 14 sell signal that reduce your market exposure before a downtrend.
👉 Buy Sell signals
Follow Through Days and Failed Rally Attempts
Rules around the 21-Day Moving Average
Rules around the 50-Day Moving Average
Strength and Weakness Rules
Downside Reversals
Distribution Rules
👉 Investment Allocation Rules
Recommended Portfolio Market Exposure at any given time
Buy Switch
Restrain Rules
Power-Trend
–––––How to use it
The combination of the Buy and Sell rules, together with the portfolio management rules, make sure that you are in line with the market trend The Market Exposure box gives information on the Recommended % of total portfolio exposure, that is recommended at any given time. The proliferation of Sell rules indicate danger and the Buy Switch, Restraint Rule and Power Trend indicate show how strong or weak are the current market rallies.
The indicator can be applied on any major market index.
HOTW/LOTW frequencyThis indicator plots a table of the frequency of which day the week the high-of-the-week and the-low-of-the week are formed.
You will need to manually update the symbol open days in the settings (FX = 5, crypto = 7)
Make sure you are on the Daily timeframe to get the correct results
Invest-Long : Script for quick checks before investingA simple script to verify RSI, SMAs, VWMA, and Pivots on Daily, Weekly, and Monthly time frames.
In case if you are not interested in SMA's or want to add different cheks -- simply copy the script to local and edit.
Happy investing.
Add the script to any chart and table values remain the same irrespective of current chart resolution, as it checks on Daily, Weekly, and Monthly time frames.
The table has multiple columns.
1st column checks on RSI value on all 3 timeframes. Ideally, look for all green and D>W>M
2nd Column: Check current Close is above 20 SMA and 50 SMA on Daily / Weekly / Monthly time frames
3rd Column: Check SMA 13> SMA 34, SMA 34 > SMA 55 and SMA 20 > SMA 50 on Daily / Weekly time frames
4th Column: Check Current close is above Weekly Pivot and Monthly Pivot. And also verify Close is above 4 Week High.
5th Column: Verify Close is above Daily VWMA. Also Daily VWMA is > Weekly VWMA and Weekly > Monthly.
// Similarly you can add more checks based on different time frames
Feel free to trouble me incase if need help.
Crypto Map Dashboard v1.0🔰Overview
Charts are an essential part of working with data, as they are a way to condense large amounts of data into an easy to understand format. Visualizations of data can bring out insights to someone looking at the data for the first time, as well as convey findings to others who won’t see the raw data. There are countless chart types out there, each with different use cases. Often, the most difficult part of creating a data visualization is figuring out which chart type is best for the task at hand.
What are the types of metrics, features, or other variables that you plan on plotting? Although it depended on some multiple factors!
But my choices of the chart type for this Crypto datas was Pie chart or Donut char for crypto dominances ,and Colum (Bar) chart for Total MarketCaps .
The audiences that I plan on presenting this for them could be all tradingviewrs , especially crypto lovers ,or those who just aim to have an initial exploration for themselves ,like me!
so this indicator mostly could be an educational indicator script for pine coders !
We can use the " Crypto Map Dashboard " indicator to Get an quick overview of the crypto market and monitor where the smart money Flow changing by comparing the dominances and totals Caps .
In general, it consists of 4 parts:
✅1 =>> Table1 : If you like to see and compare and monitor the changes of dominances of (Bitcoin, Ethereum, Usdt , Usdc , etc.) and their market cap in different times you can see the table on The upper-right corner.
✅2 =>> Table2: Also, in the table lower-right corner, you can see the changes of the totals(Total, Total2 , Total3 and TotalDefi) in the same time periods.
✅3 =>> pie chart or donut chart: By viewing this , you understand better about Table1 Datas, that it depicts exactly how Dominance is distributed and specialized.
✅4 =>> column chart (bar chart) : And in the last you can clearly compare the total marketcaps and see how far they are from their ATHs.
You also can even notice the entry and exit of liquidity from the crypto market!
I must also mention that I am definitely still a beginner compared to more experienced pine coders, and there may be some bugs in my codes and calculations, but I am an open person and I welcome your comments ,Also Let me know if you have any questions.
Lots of Love to all tradingviewers and pineCoder ,Cheers!💚❤️💙
Dynamically Adjusting EMA Crossing
The Exponential Moving Average is the most commonly used indicator in every market. but no one can predict which pair of exponential moving average crossing will work best together. Every instrument require different EMAs crossing. It can be 2 EMA crossings or 3 EMA crossings.
Dynamically Adjusting EMA crossing tries to solve this issue. Algorithm finds the optimal EMA crossing setting for every instrument across all timeframes based on the EMA lengths provided in the settings. It evaluates the most profitable crossing combination for each instrument. The logic backtests the different combinations of EMA crossing based on the EMA lengths provided in the indicator's settings.
There are 3 EMA options in the settings Fact, Slow and Long. Indicator's Settings have the option to choose 2 EMA crossings or 3 EMA crossings.
Default Settings
Fast : 5 to 10
Slow : 13 to 19
Long : 20 to 60
Please do keep in mind that the performance of the indicator reduces as we increase the default settings range.
Please contact me for access
