RTH Levels Initial Balance Overnight 12-1 Opening types (IB)(ON)Made for ES/NQ.
CME_MINI:ES1!
CME_MINI:NQ1!
But it will most likely work for all USA futures. Default clock settings are set according to CST.
This Indicator automatically draws RTH levels, yesterday’s RTH levels, initial balance, overnight and 12-1 (lunch) levels.
In additionally, at RTH open, it shows opening type.
Also shows/alert works for 12-1 stat.
You may need to change the clock range settings for stocks.
Definitions of opening types.
If price opens the day above the previous day session high, it is considered Higher Outside Range. (HOR)
If price opens the day between the previous close and the previous high, it is considered Higher Inside Range. (HIR)
If price opens between the previous close and previous low, it is Lower Inside Range. (LIR)
If price opens below previous day session low, it is Lower Outside Range. (LOR)
Acronyms:
RTH : Regular Trading Hours
ON : Overnight
IBH : Initial Balance High
IBL : Initial Balance Low
IBMid: Initial Balance Mid
ONH : Overnight High
ONL : Overnight Low
ONMid : Overnight Session Midpoint Price
yRthO : Yesterday's rth open
yRthH : Yesterday's rth high
yRthL : Yesterday's rth low
yRthC : Yesterday's rth close
yRthMid : Yesterday's rth mid
12-1 : Lunch time for Chicago (12pm to 1pm) (CST)
rthmid (for rth session) : (high + low) / 2
Statistics
Index_and_Commodity_PricesThis indicator shows real-time current day-to-day performance of 18 different indices and commodities . Here is the list of different sector ETFs that this indicator tracks
/////INDEX//////
1. BİST-100 - XU0100 - TR- Index
2. BİST-30 - XU030 - TR - Index
3. VİOP-30 - XU030D1! - Index
4. DJI - Dow Jones - Index
5. DAX - DAX Index
6. VIX - Volatilite S&P Index
//////FOREX MARKET/////
7. DXY - U.S. Dollar Index
8. EURUSD -
9. BTCUSD -
10. XAUUSD -
11. XAGUSD -
//////COMMODITY///////
12. BR1! - Brent
13. NG1! - Natural Gas
14. HRC1! -
15. ZW1! -
16. HG1! -
17. DJUSCL -
///////OTHER///////
18. US10Y -
Fixed Quantum CDVWe took the original script Cumulative delta volume from LonesomeTheBlue, here is the link:
To understand the CDV you can watch traders reality master class about CDV.
This indicator show the ratio of vector color and the ratio of the cumulative delta volume from vector color.
First you select a date range on the chart. Then it calculate all candles in that region. Let's say there is 3 green vectors and 3 red vectors in the region, the ratio of vector color will be 50% for bull and 50% for bear vector. As for the CDV ratio, it will measure the total CDV inside green vector and total CDV inside red vector and make a ratio. But it is a little different.
I twisted the calculation for the ratio of CDV a little bit to make it more comprehensive in the table. Since it's the ratio of the CDV for the bull candles versus the bear candles, the CDV is almost always a positive number for the bull candles and almost always a negative number for the bear candle. So I calculated the bear CDV as a positive number. Formula: Bull_CDV_ratio = Bull_CDV / (Bull_CDV + Bear_CDV), Bear_CDV_ratio = -Bear_CDV / (Bull_CDV - Bear_CDV).
Note that when the bull CDV and bear CDV are both a positive number or both a negative number, the ratio percentage can be over 100% and under 0%. It means that we expect volatility.
Enjoy!
Fixed Quantum VectorSelect a zone to analyse the vectors.
This screener show the ratio of the bullish and bearish candle vector and on volume.
Slide the white bar to choose your sample size or you can enter the date.
Click label to hide start calculation and end calculation.
- Happy trading
CorrelationTrendThis indicator is a correlation based trend classifier.
How does it work:
- The software measures a correlation between 3 moving averages and the price.
- If there is a significant correlation and the price is moving upwards, the Moving average displayed on the chart is going to be green and if it is moving downwards, it is going to be red. And, if the correlation is not significant, the price is going to have yellow/orange shade.
- In case there is a strong negative correlation (= strong divergence between price and moving average), you will receive a light blue label on the chart. Such events can indicate possible reversals in the market
How to read correlation:
- The correlation value ranges from -1 to 1
- If the value is either bigger than 0.5 or lower than -0.5, the correlation is considered as significant and as the value is closer to 1 or -1, its significancy rises.
Correlation is larger than 0.5 --> means that there is a positive relationship between the direction of price and moving averages (there is a trend)
Correlation is lower than -0.5 --> means that there is a divergence between the direction of price and moving average(possible sudden change of the trend)
What can you see on the chart:
- Moving average--> based on its color you can get a sense of the trend
- Red/Green labels--> after the correlation value surpasses positive Precision trigger (defined in inputs), it creates a label to let you know of such event
- Light blue labels--> after the correlation is lower than negative Precision trigger (defined in inputs), it creates a label to let you know of possible price reversion
- Label on the current bar--> this label displays the current correlation value
Inputs:
- First MA Period = period of the first moving average
- Second MA Period = period of the second moving average
- Third MA Period = period of the third moving average
- Analysis span = number of bars used for computing
- Show flags = set to "true" if you wish to see the labels, otherwise set to "false"
- Show MA = set to "true" if you wish to see the moving average, otherwise set to "false"
Additional info:
- This indicator on its own should not be used as a source of entry signal
- Its main purpose is to give you a sense of the current trend and possible price reversions
Screener RSI,MACD,MACROSS,Stochastic,200MA, BY MK TRADERThis script lets you pick 20 symbols to check for ma crosses. The way it works is it scans all 20 of your symbols for moving average crosses and then it sends an both a regular alert and a visual alert inside of the indicator. I found that ma cross strategies are very popular right now so I thought it would be nice to have one indicator instead of 20 discord servers. The features include: 20 custom symbols, alerts, custom colors, ma select, and custom time frames. If you want to use the custom time frame option, use the lowest time frame possible. That way you wont have gaps.
SPX Implied Probability of closing above/belowThis is a recreation of the work done by Michael Rechenthin aka "Dr.Data" from Tastytrade back in 2016 (this indicator is for SP:SPX only)
You can watch the episode where "Dr.Data", Tom and Tony go over this concept on the following link:
www.tastytrade.com
The following are my personal additions:
- ability to choose between TVC:VIX and NASDAQ:VOLI as the IV input
- ability to choose between 252 and 365 for the number of days
Note that I’m displaying 4 decimal places (#.####) to be as accurate as possible but sometimes you will see 0% or 100% displayed which means that more decimal places are needed (0% could be 0.00005% or 100% could be 99.99995%).
Daily Manual KILLZONESThis indicator is to be used with "KILLSTATS", our indicator allowing to backtest on hundreds of days at which time, and which day the top/low of the day and week is formed.
"Manual Killzone" allows to define our statistical killzones by day of the week manually: you define your own rules according to your interpretation of our Killstats indicator.
It integrates a daily price action filter according to the ICT concept:
It will only display bullish probabilities (green) defined if and only if we are in discount and out of the daily range 25/75%.
Same for bearish probabilities (red)
The blue color is to be applied in case of reversal with high contradictory probability (Example: to be used for Tuesday from 2pm to 3pm, if Tuesday is a day with high probability to form a top, but 2pm/15pm is the time with high probability to form a bottom AND a top. Indecision => blue)
WARNING : Calculated according to Etc/UTC time : put "0" in the Timezone parameter of killstats.
It is necessary to use the replay mode regularly during the backtesting to update the data!
Position Sizing CalculatorThis script calculates the position size base on the stop loss price, entry price, and the percent of equity willing to risk.
Formula:
(Asset Quantity) = (Amount Risk at Trade) / (Price Difference Between Entry Price and Stop Loss)
or
Position size = (% Equity at Risk) * (Equity) / (Entry Price - Stop Loss Price)
Outliers Detector with N-Sigma Confidence Intervals (TG fork)Display outliers in either value change, volume or volume change that significantly deviate from the past.
This uses the standard deviation calculation and the n-sigmas statistical rule of significance, with 2-sigma (a value of 2) signifying that the observed value is stronger than 95% of past values, and 3-sigma 98.5% of past values, and so on for higher sigma values.
Outliers in price action or in volume can indicate a strong support for the move, and hence potentially more moves in the same direction in the future. Inversely, an insignificant move is less likely to be supported. And of course the stronger, the more support.
This indicator also doubles as a standard volume indicator if volume is selected as the source, but with the option of highlighting outliers.
Bars below significance can be uncolored (gray) to unclutter the visuals.
Differently to almost all other similar indicators, the background highlighting is dynamical, so that all values will be highlighted differently, not just 2-sigma or 3-sigma, but also 4-sigma, 5-sigma, etc, with a different value of transparency.
The dynamical transparency value can be calculated in two ways: either statically proportionally to the n-sigma but capped at 10-sigma, or either as a ratio relative to the highest observed sigma value over the defined lookback period (default: 300).
If you like this indicator, which is an extension of previously published indicators, please give some love to the original authors:
* tvjvzl :
* vnhilton :
This extension, authored by Tartigradia, extends tvjvzl's indi, implements vnhilton's idea of highlighting the background, and go further by adding dynamical background highlighting for any value of sigma, add support for volume and volume change (VolumeDiff) as inputs, add option to uncolor insignificant bars, allow plotting in both directions and more.
Macro Score -- User-Customized Scores and SignalsA "macro score", as defined here, is created by giving various weights to different signals and adding them together to get one smooth score. Positive or negative values are assigned to each of the signals depending on if the statement is true or false (e.g. DPO > 0: +1, DPO < 0: -1). This manner of strategy allows for a subset of the available signals to be present at one time as opposed to every technical signal having to be active in order for a long/short signal to trigger. This particular strategy allows the user to choose between 18 different signals to be used in scoring as well as allowing the user to determine the individual weights of each score as well as the overall threshold to determine long or short signals. Weights for each score range between 1 and 5, with 5 being the greatest weight. The overall threshold for long or short is dependent on the total possible weights added together (i.e. if your weights total -10 or +10, a threshold within this range must be used).
The macro score itself is printed in an underlay as a white line that goes between the maximum positive and negative values for all weights added together for this strategy. In addition to the macro score line, a green momentum line (sourced by the macro score itself) has been included. A crossover/crossunder of the macro score and the macro momentum line is included into the long/short signal syntax in addition to a threshold for the macro score. The length of the Macro Score's momentum line can be found in the settings.
The current signals to choose from include:
- ADX Threshold - if the Average Directional Index is above a set threshold, signal positive or negative
- CMF Threshold - if the Chaikin Money Flow oscillator is above 0, signal positive; otherwise, signal negative
- CMO > TSI Signal - signal positive if there is a cross of the Chande Momentum Oscillator and the True Strength Index signal line
- CMO Threshold - if the Chande Momentum Oscillator is above 0, signal positive; otherwise, signal negative
- DPO Threshold - if the Detrended Price Oscillator is above 0, signal positive; otherwise, signal negative
- EOM Threshold - if the Ease of Money Oscillator is above 0, signal positive; otherwise, signal negative
- Jurik Threshold - if the Jurik price line (from the Jurik Volatility Bands) is above 0, signal positive; otherwise, signal negative
- MACD Threshold - if the MACD signal line is above 0, signal positive; otherwise, signal negative
- McGinley Cross - a crossover of a fast McGinley Dynamic length line and a slow McGinley Dynamic line signals positive; otherwise, signal negative
- PSAR - if the direction of the PSAR is heading long, signal positive; otherwise, signal negative
- ROC Threshold - if the Rate of Change oscillator is above 0, signal positive; otherwise, signal negative
- RSI Threshold - if the Relative Strength Index is above 50, signal positive; otherwise, signal negative
- Stoch RSI Threshold - if the Stoch RSI is above 50, signal positive; otherwise, signal negative
- Supertrend - if the Supertrend determines long, signal positive; otherwise, signal negative
- TSI Cross - a crossover of the True Strength Index value line and the TSI signal line signals positive; otherwise, signal negative
- TSI Signal Threshold - if the TSI signal line is above 0, signal positive; otherwise, signal negative
- Williams Alligator Cross - if the Williams Alligator lips cross the teeth and jaw, signal positive; otherwise, signal negative
- Williams %R - if the Williams %R is above -50, signal positive; otherwise, signal negative
Take profit, stop loss, and trailing percentages are also included, found at the bottom of the Input tab under “TT and TTP” as well as “Stop Loss”. Make sure to understand the TP/SL ratio that you desire before use, as the desired hit rate/profitability percentage will be affected accordingly. This strategy does NOT guarantee future returns. Apply caution in trading regardless of discretionary or algorithmic. Understand the concepts of risk/reward and the intricacies of each strategy choice before utilizing them in your personal trading.
Profitview Settings:
If you wish to utilize Profitview’s automation system, find the included “Profitview Settings” under the Input tab of the strategy settings menu. If not, skip this section entirely as it can be left blank. Options will be “OPEN LONG TITLE”, “OPEN SHORT TITLE”, “CLOSE LONG TITLE”, and “CLOSE SHORT TITLE”. If you wished to trade SOL, for example, you would put “SOL LONG”, “SOL SHORT”, “SOL CLOSE LONG”, and “SOL CLOSE SHORT” in these areas. Within your Profitview extension, ensure that your Alerts all match these titles. To set an alert for use with Profitview, go to the “Alerts” tab in TradingView, then create an alert. Make sure that your desired asset and timeframe are currently displayed on your screen when creating the alert. Under the “Condition” option of the alert, select the strategy, then select the expiration time. If using TradingView Premium, this can be open-ended. Otherwise, select your desired expiration time and date. This can be updated whenever desired to ensure the strategy does not expire. Under “Alert actions”, nothing necessarily needs to be selected unless so desired. Leave the “Alert name” option empty. For the “Message”, delete the generated message and replace it with {{strategy.order.alert_message}} and nothing else.
Sample setup for SOLUSDT 30M:
- Score 1 - Value 4, PSAR (0.05 start, 0.02 increment, 0.2 max value; sourced open)
- Score 2 - Value 4, Jurik Threshold (JVB Length 25, JVB Smoothing 6, JVB Price Threshold 0)
- Score 3 - Value 5, DPO Threshold (DPO Length 40, uncentered)
- Score 4 - Value 5, CMO Threshold (CMO Length 40, sourced open)
- Score 5 - Value 2, MACD Threshold (Fast Length 12, Slow Length 30, sourced open)
- Macro Length 21
- Long Threshold - -3
- Short Threshold - +3
- Take Profit % - 0.9/0.9
- Trail % - 0.005
- Stop Loss % - 1.4
Sample setup for AVAXUSDT 20M:
- Score 1 - Value 3, TSI Cross (Long Length 25, Short Length 16, Signal Length 17)
- Score 2 - Value 2, TSI Signal Threshold (same settings as the TSI Cross)
- Score 3 - Value 2, Jurik Threshold (JVB Length 20, JVB Smoothing 8, JVB Price Threshold 0)
- Score 4 - Value 2, DPO Threshold (DPO Length 40, uncentered)
- Score 5 - Value 1, Stoch Threshold (K/D 3, RSI (Stoch) Length 10, Stochastic Length 4, sourced open)
- Macro Length 13
- Long Threshold - +5
- Short Threshold - -5
- Take Profit % - 1.2/1.2
- Trail % - 0.005
- Stop Loss % - 1.5
True Range Outlier Detector (TROD)True Range Outlier Detector (TROD) shows you weather or not a candle is larger than normal. This works by taking the normalized true range and if the candle exceeds a score of 0.5 or -0.5 it triggers the outlier detection. This is great for building strategies if you want to refrain from buying larger than normal up or down ticks. The only feature is the ability to change the lookback period of the normalization. I hope you find this as useful as I do!
Enjoy!
Pair Prowler [CR]Pair Prowler by Cryptorhythms
Intro
Members needed a new scalping indicator, so of course I listened and delivered. Pair prowler is not crypto specific and can be applied to a variety of timeframes, markets, and tickers. Its meant to be a general purpose scalping aid providing actionable signals that help you time the market.
Description
This indicator relies upon various methods relataed to probabilities, statistics and data science to predict optimal times to buy or sell any given time series data. The goal was to create a tool that isolated short form trades, making it easier to follow a noisy market. With built in safety features to help trades make smart decision real time when it matters. The focus is making high hit rate uncorrelated returns to your base market.
There are still a large list of features to implement on the indicator. Most of the parameters will be made dynamic needed no changing or interaction from the user. This will also help prevent potential overfits from over-enthusiastic optimization =)
Private
This indicator is reserved for our members only to prevent decay as long as possible. You can view my signature at the bottom of this post for more information on membership. Membership seats are also capped!
Dont worry, there are 2 new free public scripts coming as well in the near future!
Grid Strategy Back Tester (Long/Short/Neutral)Preface
I'd like to send a thank you to @xxattaxx-DisDev.
The 'Line' Code, which was the most difficult to plan the Grid Indicator, was solved through the 'Grid Bot Simulator' script of @xxattaxx-DisDev.
A brief description of the indicators
These indicators are designed for backtesting of grid trading that can be opened on various exchanges.
Grid trading is a method of selling at particular intervals as prices rise and fall for gird interval price range.
This indicator is actually designed to see what the Long / Short / Neutral grid has achieved and how much it has achieved over a given period of time.
How to use
1. Lower Limit and Upper Limit are required when putting indicators on the chart.
After that, choose the 'Time' when to open the grid.
Also, select Long / Short / Neutral direction if necessary.
2. Statistics Table
Matched Grid shows how many grid pairs were engaged during the backtesting period.
The Daily Average Matching Profit is calculated based on the number of these closed grids.
Total Matching Profit is calculated as Matching Grid * Per Matching Profit.
Position Profit/Loss shows the benefits and losses from your current position.
Total Profit/Loss is sum of Total Matching Profit and Position Profit/Loss.
The Expanded APY shows the benefits of running the strategy on these terms for a year.
Max Loss of Upper is the maximum loss assumed to be directly at the top of the grid range.
BEP days (Upper) show how many days of maintenance relative to Average Matching Profit can result in greater profit than maximum loss if the grid continues to move within range.
(In the case of Long Strategy, it appears to be 'Min Profit', which shows minimal benefit if it reaches the top.)
Max Loss of Lower and BEP days (Lower) shows the opposite.
(In the case of Short Strategy, it is also referred to as 'Min Profit', which shows minimal benefit if it reaches the bottom.)
3. Grid Info
Total Grid Number, Upper Limit, and Lower Limit show the values you set in INPUT.
Grid Open Price shows the price for the period you decide to open.
Starting Position shows the number of positions that were initially held in the case of a Long / Short Strategy.
(0 for Neutral Strategy)
Per Grid qty shows how many positions are allocated to one grid
Grid Interval shows the spacing of each grid.
Per Matched Profit shows how much profit is generated when a single grid is matched.
Caution
Backtesting results for these indicators may vary depending on the time frame.
Therefore, I recommend that you use it only to compare Profit/Loss over time.
*In addition, there is a problem that all lines in the grid are not implemented, but it is independent of the backtest results.
--------------------------------------
서문
지표를 기획함에 있어서 가장 어려웠던 line 코드를 @xxattaxx-DisDev의 'Grid Bot Simulator' 스크립트를 통해 해결할 수 있었습니다.
이에 감사의 말씀을 드립니다.
해당 지표에 대한 간단한 설명
해당 지표는 다양한 거래소에서 오픈할 수 있는 그리드 매매에 대한 백테스팅을 위해 만들어졌습니다.
그리드매매는, 특정 가격 구간에 대해 가격이 오르고 내림에 따라 일정 간격에 맞춰 매매를 하는 방식입니다.
이 지표는 실질적으로 롱/숏/중립 그리드가 어떠한 성과를, 특정 기간동안 얼마나 냈는지를 확인하고자 만들어졌습니다.
사용방법
1. 인풋
지표를 차트위에 넣을 때, Lower Limit과 Upper Limit이 필요합니다.
그 후 그리드를 언제부터 오픈할 것인지를 선택하세요.
또, 필요하다면 Long / Short / Neutral의 방향을 선택하세요.
2. 그리드 통계
Matched Grid는, 백테스팅 기간동안 체결된 그리드 쌍이 몇개인지를 보여줍니다.
이 체결된 그리드의 갯수를 바탕으로 Daily Average Matched Profit이 계산됩니다.
Total Matched Profit은, Matched Grid * Per Matched Profit으로 계산됩니다.
Position Profit/Loss는, 현재 갖고 있는 포지션으로 인한 이익과 손실을 보여줍니다.
Total Matched Profit과 Position Profit/Loss를 합친 금액이 Total Profit/Loss가 됩니다.
Expcted APY는, 이러한 조건으로 전략을 1년동안 운영했을 때의 이익을 보여줍니다.
Max Loss of Upper는, 그리드 범위의 최상단에 바로 도달했을 경우를 가정한 최대 손실입니다.
BEP days(Upper)는, 그리드가 범위 내에서 계속 움직일 경우, Average Matched Profit을 기준으로 며칠동안 유지되어야 최대손실보다 더 큰 이익이 발생할 수 있는지를 보여줍니다.
(Long Strategy의 경우, ‘Min Profit’이라고 나타나는데, 최상단에 도달했을 경우 최소한의 이익을 보여줍니다)
Max Loss of Lower는 그 반대의 경우를 보여줍니다.
(Short Strategy의 경우, 역시 ‘Min Profit’이라고 나타나는데, 최하단에 도착했을 경우 최소한의 이익을 보여줍니다)
3. 그리드 정보
그리드 갯수, Upper Limt, Lower Limt은 자신이 설정한 값을 보여줍니다.
Grid Open Price는, 자신이 오픈하기로 정했던 기간의 가격을 보여줍니다.
Starting Position은, 롱/숏 그리드의 경우에 처음에 들고 시작했던 포지션의 갯수를 보여줍니다.
Neutral Strategy의 경우 0입니다.
Per Grid qty는, 하나의 그리드에 얼마만큼의 포지션이 배분되었는지를 보여주며
Grid Interval은 각 그리드의 간격을 보여줍니다.
또, Per Matched Profit은 하나의 그리드가 체결될 때 얼마만큼의 이익이 발생하는 지를 보여줍니다.
이러한 지표에 대한 역테스트 결과는 시간 프레임에 따라 달라질 수 있습니다.
따라서 시간 경과에 따른 손익을 비교할 때만 사용하는 것이 좋습니다.
*추가로, 그리드의 라인이 모두 구현되지 않는 문제가 있지만, 백테스팅 결과와는 무관합니다.
Correlation Convergance Divergance (CCD)Hello Traders !
[/bIntro :
Correlation Convergance Divergance (CCD) is a statistic based trend analysis indictor that uses long run and short run correlation averages to determine the stregth of two assets linear association, and bounded average percent change to determine the underpromering reltaive assets.
Rational & "Motivating Idea" :
The motivating idea is that "if two assets are in general historicaly posativley correlated (Their OHLC prices tend to move in one direction) if their correlation deviates this is a high probabality mean reverting buy opportunity for the unederproferming asset" - which is determined buy a divergance of thier standardiesed delta (Percent chnage). i.e. the reltive assets average percent change(red columns) is decreasing relative to the reffernace markets avearge percent change (green columns). note the green and red columns act just like RSI.
Divergances :
These are highlighted buy the yellow columns, As explianed above these are theoreticaly good buy opportunities.
Key Options & Inputs :
* Market Timeframe reselution :
The timeframe of which price data e.g closing prices is sourced for both markets. THIS MUST BE CHANGED TO THE CURRENT TIMFRAME RESULTION.*
* Reffrerance & Relative symbol percenet avergae lookback :
For both sr (short run) correlation averages and Reffrerance & Relative symbol percenet avergaes to start at the same bar this must equal lookback cov lookback + correlation avg lookback
Hope You Enjoy !
TSG's Binance Round NRs - only for BTCThis is good real-time / scalp indicator for those scalping Bitcoin.
It is based solely on Binance's BTCUSDT Perpetuals, but can be used on any BTCUSD pair as I am requesting info directly from Binance's chart.
IDEA
I have spotted that many times, round nrs (most likely caused by algo-trading) mark a top / bottom on a trend. Many times have catched extremes because of this technique and I have now coded it into an indicator on TradingView.
Feel free to test it out - It's not a 100% strategy - but if you spot round nrs around confluences - your odds go up big time.
SETUP
You are able to set the amount of candles you want to search for - default is 20.
Ofcourse we look only for extremes, therefore it will only look for extreme highs and lows within the amount of candles of your input.
HOW TO READ IT
The indicator will mark only the last High and Low matching the criteria - above and below the candle with the price number.
Good luck!
Coin & market cap tableThis table was built specifically for the Crypto market.
It gives you a quick overview of the markets without having to scroll through numerous charts. The information is the overall markets daily change and the charts coins movement on a daily, weekly and monthly basis.
The weeks start on a Monday morning, the months start on the 1st of the month so this is last weeks data and last calendar months data.
It also gives you Bitcoins dominance. (Total2) you can change it to Bitcoin & Ethereum dominance (Total3)
Grid Trading V.3Grid DCA Trading System (Spot) This strategy does not use indicators.
The Buy Point is the price that has come down from the previous Entry or CloseLong 1.3%(as configured) and the Point of Sale is the desired %.
This strategy will have a lot of stuck in the mountain so it is very capital intensive or should be used during the sideway market.
In this system can call Alert : {{strategy.order.alert_message}}
buy message
{"side":"buy","amount":"@0.052","joint_limit":"sell","price_limit":"270.6","symbol":"BNBUSDT","price":"0", "strategy":"Grid Trading V.3", "passphrase": "xxxxxxx"}
- joint_limit for set to sell at the time of purchase (trad Spot)
- price_limit for the sale price already calculated by the system.
sell message
{"side":"sell","amount":"@0.052","joint_limit":"sell","price_limit":"270.6","symbol":"BNBUSDT","price":"0", "strategy":"Grid Trading V.3", "passphrase": "xxxxxxx"}
This message is for bots that are already designed.
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ระบบเทรด Grid DCA (Spot) กลยุทธ์นี้ไม่ได้ใช้ indicators
จุดซื้อคือราคาที่ลงมาจาก Entry หรือ CloseLong ก่อนหน้า 1.3% (ตามที่กำหนดค่า) และจุดขายคือ % ที่ต้องการ
กลยุทธ์นี้จะมีไม้ดอยจำนวนมาก จึงใช้ทุนมาก หรือ ควรใช้ช่วงตลาด sideway
ในระบบนี้สามารถเรียกใช้ Alert : {{strategy.order.alert_message}}
message ซื้อ
{"side":"buy","amount":"@0.052","joint_limit":"sell","price_limit":"269.438","symbol":"BNBUSDT","price":"268.9","strategy":"Grid Trading V.3", "passphrase": "xxxxxxx"}
- joint_limit สำหรับ ตั้งขายตอนซื้อ (trad Spot)
- price_limit สำหรับ ราคาขายที่ระบบคำนวนให้แล้ว
message ขาย
{"side":"sell","amount":"@0.052","joint_limit":"sell","symbol":"BNBUSDT","price":"268.6","strategy":"Grid Trading V.3", "passphrase": "xxxxxxx"}
message นี้ผมใช้กับบอทที่มีการออกแบบใว้แล้ว
enjoy.
ILM India Sectors NSDL FII/FPI Investments FortnightlyThis indicator shows the FII/FPI fortnightly investments across various sectors for easy consumption.
This data is sourced from website
www.fpi.nsdl.co.in
This data gets published on a fortnightly basis.
This data is very difficult to interpret and not easy to consume.
This indicator makes this data very easy to consume and make good investment decisions by tagging along with Smart Money.
Since Trading View does not expose this data via QUANDL or any other means, the data is updated in the indicator itself.
Hence, indicator needs to be updated as soon as the new data is available on a fortnightly basis.
All the numbers are in INR Cr.
The date columns represent the investment value for that fortnight for the sector
AUC column represents the total Assets held by FPI in that sector
%age column represents the %age of Assets in the sector compared to Total FPI investment
Features Planned in future
- Drill down to Group-A stocks in the sector and show the performance of the stock (% Change, Volume, Delivery) fortnightly so specific stock can be identified
Send me a DM if you would like to see any additional features on this indicator
[Pt] Daily Market Profile / TPOA great mentor of mine once told me, trading is like driving. When you are driving, there are directions and road signs to follow. The key areas and levels from TPO market profile are the road signs in trading, you shouldn't trade without them much like you shouldn't drive without road signs, as you will get lost.
From Wikipedia: "A Market Profile is an intra-day charting technique (price vertical, time/activity horizontal) devised by J. Peter Steidlmayer, a trader at the Chicago Board of Trade (CBOT), ca 1959-1985. Steidlmayer was seeking a way to determine and to evaluate market value as it developed in the day time frame. The concept was to display price on a vertical axis against time on the horizontal, and the ensuing graphic generally is a bell shape--fatter at the middle prices, with activity trailing off and volume diminished at the extreme higher and lower prices." If you are unfamiliar with the concept, search for Market Auction Theory, Market Profile, and TPO on the web.
What's cool about this script?
As a professional trading, you should be drafting a trading plan and drawing all your key areas and levels before entering a trade. If you are trading with market profile, with this script, you no longer have to spend the time it takes to manually draw those key areas and levels. All are automatically generated with this script to give you the visual cues in your trades~!!
**IMPORTANT** Please note that due to the limitation on TradingView, there can only be limited number of boxes and lines that can be generated per indicator. Hence, this script only aims to provide you with as many key areas and levels as possible. This may be mitigated by having multiple instances of this indicator. Please use at your risk and discretion.
This script provides a comprehensive set of indicators / elements of daily TPO market profile, which includes the following:
- Market Profile based on TPO
- Point of Control (POC)
- Value Area (VA)
- Single Prints (SP)
- Excess (EX)
- Naked vs Visited (Touched) POC and VA
This script also includes the following key features that hopes to provide value in your trading:
- Automatically generated key areas and levels, including all the elements above
- Those key areas and levels will fade away as they become less significant, based on number of crosses and touches
- Customizable display settings
- Customizable session for generating the MP
- Two positions for MP placement
Setting descriptions:
Estimated Time At Price [Kioseff Trading]Hello!
This script uses the same formula as the recently released "Volume Delta" script to ascertain lower timeframe values.
Instead, this script looks to estimate the approximate time spent at price blocks; all time estimates are in minute.second format.
The image above shows functionality. Time spent at price levels/blocks are estimated in duration. The highest estimated block is the highlighted level and a POC line is extended right until violated. Colors, the presence of POC lines and whether they're removed subsequent violation are all configurable.
As show in the image above, the data is displayable in an additional format. When select the "non-classic" format shown above - precise price levels are calculated and the estimated time spent at those levels is summed and displayed right of the current bar. The off-colored level (yellow in the example) denotes the price level encompassing the highest *estimated* time spent.
You can deselect the neon effect and choose to have the script recalculate after any conceivable amount of time has passed.
The script can also calculate for the most current bar should you configure it to do so.
That's all! (for now). A quick/easy script building off an existing foundation.
If you've any ideas for features and ways to "spice up" this script please let me know (: I'll gladly incorporate requests.
Thank you!
iMoku (Ichimoku Complete Tool) - The Quant Science iMoku™ is a professional all-in-one solution for the famous Ichimoku Kinko Hyo indicator.
The algorithm includes:
1. Backtesting spot
2. Visual tool
3. Auto-trading functions
With iMoku you can test four different strategies.
Strategy 1: Cross Tenkan Sen - Kijun Sen
A long position is opened with 100% of the invested capital ($1000) when "Tenkan Sen" crossover "Kijun Sen".
Closing the long position on the opposite condition.
There are 3 different strength signals for this strategy: weak, normal, strong.
Weak : the signal is weak when the condition is true and the price is above the 'Kumo'
Normal : the signal is normal when the condition is true and the price is within the 'Kumo'
Strong : the signal is strong when the condition is true and the price is below the 'Kumo'
Strategy 2: Cross Price - Kijun Sen
A long position is opened with 100% of the invested capital ($1000) when the price crossover the 'Kijun Sen'.
Closing the long position on the opposite condition.
There are 3 different strength signals for this strategy: weak, normal, strong.
Weak : the signal is weak when the condition is true and the price is above the 'Kumo'
Normal : the signal is normal when the condition is true and the price is inside the 'Kumo'
Strong : the signal is strong when the condition is true and the price is below the 'Kumo'
Strategy 3: Kumo Breakout
A long position is opened with 100% of the invested capital ($1000) when the price breakup the 'Kumo'.
Closing the long position with a percentage stop loss and take profit on the invested capital.
Strategy 4: Kumo Twist
A long position is opened with 100% of the invested capital ($1000) when the 'Kumo' goes from negative to positive (called "Twist").
Closing the long position on the opposite condition.
There are 2 different strength signals for this strategy: weak, and strong.
Weak : the signal is weak when the condition is true and the price is above the 'Kumo'
Strong : the signal is strong when the condition is true and the price is below the 'Kumo'
This script is compliant with algorithmic trading.
You can use this script with trading terminals such as 3Commas or CryptoHopper. Connecting this script is very easy.
1. Enter the user interface
2. Select and activate a strategy
3. Copy your bot's links into the dedicated fields
4. Create and activate alert
Disclaimer: algorithmic trading involves risk, the user should consider aspects such as slippage, liquidity and costs when evaluating an asset. The Quant Science is not responsible for any kind of damage resulting from use of this script. By using this script you take all the responsibilities and risks.
RODO Fair Value IndicatorThe indicator calculates the collateral weight across all pools and gives you the average arbitrage value in real time. Fair value is a green line when the price is undervalued and a red line when the price is overvalued.
We do not yet have TradingView data for the RODOUNI, RODOLINK, RODOHEX and RODOBNB pools - the used data is simulated for this pairs.
I will publish the indicator when we have correct data for all pools. Until then, you can keep an eye on it to know how your investment is moving and what the current fair price is between the pools
If you only use it to monitor your position, just enter your average price and number of tokens
If you also use it for arbitrage, you can enter what amount in USD you do arbitrage transactions with on average in the "Trade Value" field and the indicator will automatically calculate
how much money you can make with such a trade (without considering the transaction price).
Accordingly, the pair that is undervalued and the pair that is overvalued are lit in green
Arbitrage means - we buy the undervalued market and sell the overvalued one. With two transactions, we realize a guaranteed profit. Profits are tiny, but it's a safe trade