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XBTUSD

XBT % ContangoSimilar to my other indicators, but measures XBTUSD Contango in terms of percent. Also, built it so you could change the values that give the red and green signals. Default values are 0% or less (backwardation) indicates green. However, i found that a 0.5% setting worked will finding local bottoms for current contract of XBTH20 (March 2020). The upper value default is at 5%, and signals red when the next contract reaches over 5%. My assumption is as BTC increases in value over time, measuring contango in terms of percent will be a better measure of the XBT futures curve.
Pine Script™ indicator
by SchamBTC
1
Stochastic Pop and Drop by Jake Bernstein v1 [Bitduke]I found a simple strategy by Jake Bernstein, modified it a little and created a strategy with Risk Management System (SL+TP); After that I test it on the different cryptocurrency pairs. About the Indicator Basically it's the strategy of 2 indicators: Stochastic Oscillator to define the bias and Average Directional Index to confirm it. One again, It uses Stochastic Oscillator to define the trading bias. In particular, the trading bias was deemed bullish when the weekly 14-period Stochastic Oscillator was above some default value (in him paper - 50) and rising and vice versa. Once the trading bias is established, Steckler used the Average Directional Index (ADX) to define a slowdown in the trend. ADX measures the strength of the trend and a move below 20 signals a weak trend. Modifications I didn't implement Average Directional Index (ADX) and test just different sources for data, oscillator periods and different levels in relation to the crypto market. So, it shows good results with two tight thresholds at 55 and 45 level. The bar chart below the defining the bullish and bearish periods (green and red) and gives a signal to enter the trade (purple bars). Backtesting Backtested on XBTUSD , BTCPERP (FTX) pairs. You may notice it shows good results on 3h timeframe. Relatively low drawdown ~ 10% (from 2019 to date) FTX ~ 22% (4 years from 2016) Bitmex I backtested on the different altcoin pairs as well, but the results were just not good. Relatively good results were shown by some index pairs from the FTX exchange ( FTX:SHITPERP ), but I think there is a few data for backtesting to be asure in them. Bitmex 3h (2017 - 2020) : i.imgur.com FTX 3h (2019 - 2020): i.imgur.com Possible Improvements - Regarding trading algorithm it would be good to check with strategy with ADX somehow. Maybe for the better entries - As for Risk Management system, it can be improved by adding trailing stop to the strategy. Link: school.stockcharts.com
Pine Script™ strategy
by Bitduke
3
UT Bot Strategy with Backtesting Range [QuantNomad]UT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I can't update my original UT Bot Strategy so I publishing new strategy with backtesting range included. I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script: UT Bot
Pine Script™ strategy
by QuantNomad
42
Deadband cross detection for BTC (XBT)Description: meant to be used with BTCUSD (or XBTUSD ) on 3 mins to 1h candles charts. Idea is to provide a tool to detect break-out's from a dead band around an EMA, and to detect back-in's to the dead band. Detection is fundamentally based on how much %, at least, a certain candle body has ruptured the dead band (adjustable). Long and short flags are placed on the chart, as well as the deadband. Can be used to generate alers. With minimal modifications, can be convert to a Strategy script. Following are ideas to play around if you want. Room for improvements: - convert constants into inputs, and diversify thresholds assimetrically - play around with wether or not using pyramiding (here pyramiding is blocked) - look at several bars in a sequence, not only current
Pine Script™ indicator
by esturilio
4
Bitcoin Halving CountdownHello traders, I offer you today the BTC halving countdown updated in real-time on your charts I inspired myself greatly from the gentleman @everget's script LTC halving countdown below ( The countdown date is coming from that source www.bitcoinblockhalf.com. The halving date is estimated to be around May 13th, 2020 . That date is hardcoded in the script and is used for the countdown calculation. The Bitcoin block mining reward halves every 210,000 blocks, the coin reward will decrease from 12.5 to 6.25 coins. Enjoy the weekend Dave
Pine Script™ indicator
by Daveatt
7
Voss Strategy (Filter + Trend Indicator) [Bitduke]Created strategy based on Voss Predictive Filter, implemented by TradingView user e2e4mfck. Voss Predictive Filter This is a relatively new filter from John F. Ehlers’ article, “A Peek Into The Future .” Ehlers describes the calculation of a new filter that could help signal cyclical turning points in markets. But filter has a negative group delay and while an indicator based on it cannot actually see into the future, it may provide the trader with signals in advance of other indicators. In mentioned article he tested filter on SPY and at one point in time "it went into a trend mode in January 2019, and the cycle signal failed miserably, signaling a short position during the runup. <...> The only way to minimize the impact of this condition is to employ an additional trend detector." Thus I've added another Ehlers' based trend based indicator Instantaneous Trendline (thanks to LazyBear for implementation) to minimize the impact of the trend mode and got a good results on XBTUSD pair 4h. Backtest : > Range: 2016 - 2020 > XBTUSD > 4h > ~20% drawdown > Sharpe (0.361, not too impressive) I think it can be improved with Risk Management system and experimenting with various trend following indicators.
Pine Script™ strategy
by Bitduke
2
UT Bot StrategyUT Bot indicator was inially developer by @Yo_adriiiiaan Idea of original code belongs @HPotter I just took code of Yo_adriiiiaan, cleaned it, deleted all useless pieces of code, transformet to v4 and created a strategy from it. Also I added an input that allows you to swich to signals from Heiking Ashi. I saw that author uses HA for the indicator and on HA it look much nices then on real candles. Do not add this strategy to HA candles, use usual candles and this checkbox. Original script:
Pine Script™ strategy
by QuantNomad
79
Lancelot vstop intraday trending strategyDear all, Free strategy again. I found using 3 volatility stop with different settings could be very helpful when trading an intraday trending market. With the ATR setting or 5, 10, 15, we can weed out many false break. Vstop setting is OHLC4. On the other hand, this strategy also utilize Renko as part of the strategy, so you could say this strategy is mainly an intraday break out trend following strategy. Works well on BTCUSD XBTUSD, as well as other major liquid alt Pairs. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ strategy
by Lancelot_Augur
2
QuarryLake v4As some of you requested, I will make the code for QuarryLake Open for you all. I have also updated the script in version 4. This strategy consists of 3 indicators that I found works quite well together. Keltner Channel, Waddah Attah Explosion, and Volatility Stop . KC Period = 200 KCATR = 5 Vstop Period = 3 Vstop Mult = 1.5 Long when close > KC, close > Vstop, WAE trendUp Short when close < KC, close < Vstop, WAE trendDown Works well on BTCUSD XBTUSD , as well as other major liquid Pair. This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp , feel free to modify it to your needs. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ strategy
by Lancelot_Augur
2
Lancelot RR StrategyDear all, Free strategy again. This strategy consists of 2 indicators I think works well with each other as a trend following strategy. The 2 indicators are Renko chart and Relative Vigor Index. This is a long-only breakout strategy that aims to capture the majority of the trend. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ strategy
by Lancelot_Augur
XBT Contango Calculator v1.1 This indicator measures value of basis (or spread) of current Futures contracts compared to spot. The default settings are specifically for Bitmex XBTU19 and XBTZ19 futures contracts. These will need to be updated after expiration. Also, it seems that Tradingview does not keep charts of expired contracts. If anyone knows how to import data from previous expired contracts, please let me know. This historical data could be valuable for evaluating previous XBT futures curves. Also, VERY important to understand is this indicator only works with Spot Bitcoin charts (XBTUSD, BTCUSD, etc). If you add this to any other asset chart, it would not be useful (unless you changed settings to evaluate a different Futures product). Contango and Backwardation are important fundamental indicators to keep track of while trading Futures markets. For a better explanation, Ugly Old Goat had done several medium articles on this. Please check out link below for his latest article on the subject... uglyoldgoat.com Notes on chart above should explain most of what you need to know on to use this indicator. The zero line is the spot price on the chart, so a positive value means Futures are trading at a premium (or in Contango). You can set a value of extreme Contango which will give an alert as red background (default setting is +$500). Green background will appear when Futures are trading at a discount to spot (Backwardation). Hope some people get some use out of this. This is my first attempt at coding anything, so any feedback would be greatly appreciated! BTC Donations: 3CypEdvBcvVHbqzHUt1FDiUG53U7pYWviV
Pine Script™ indicator
by SchamBTC
4
Lancelot ATR Volume MeterThis is an experiment I did a while back ago. I often think On Balance Volume is a great indicator as trend direction and volume cannot lie. However, I bumped into a few problems. It is slow, doesn't show volatility and often time it is prone to chop. That's why I added ATR to the equation. Original OBV calculation src > 0? : +volume : src < 0? -volume Modified OBV with ATR src > 0 ? +volume * (volume / atr) : src < 0? -volume * (volume / atr) I have used 2 ema for this modified OBV. ema 3 ema 18 By adding ATR to the equation we can smooth out many erratic price movement. (Stop hunting) Also, when price move slowly but steady, often prepping for a big move, this indicator will move faster. In short, this indicator prevents you from being stop hunted and also provide great entry for a trending market. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ indicator
by Lancelot_Augur
19
Lancelot Band - ATR Reversal+Trending IndicatorThis is an indicator I created recently, with the mind of spotting where price might reverse and where the price is trending. You can see this as the primary indicator for your system, however, it is recommended you use this in conjunction with other confirmation indicators. This script focus solely on ATR or Average True Range. This indicator is the combination of the baseline from the Ichimoku cloud and the concept of the Keltner channel. Baseline period = 14 ATR period = 14 ATR Mult = 1.5 For reversal Long when price crossover Lower band & Stop loss at xLower band Sell when price crossunder Upper band & Stop loss at xUpper band For Trend Following Long when price crossover xUpper band and Stop loss at Upper band Short when price crossunder xLower band and Stop loss at Upper band Again, you will need other indicators to help you to succeed in this system. This indicator will not generate the best exit for your position but will generate a good entry signal when you use it with both volume indicator and exit indicator. Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ indicator
by Lancelot_Augur
Alert-QuarryLake Indicator Map - ATR Trend Following Strategy A lot of times I don't like my chart crowding with indicators, thus the reason for creating this script for my strategy QuarryLake. This script also comes with alert. Below is the explanation for QuarryLake I have also updated the script in version 4. This strategy consists of 3 indicators that I found works quite well together. Keltner Channel, Waddah Attah Explosion, and Volatility Stop. You can find WAE here KC Period = 200 KCATR = 5 Vstop Period = 3 Vstop Mult = 1.5 Long when close > KC, close > Vstop, WAE trendUp Short when close < KC, close < Vstop, WAE trendDown Works well on BTCUSD XBTUSD, as well as other major liquid Pair. Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha. Please acknowledge my effort by like and follow. And lastly, Save Hong Kong, the revolution of our times.
Pine Script™ indicator
by Lancelot_Augur
4
Trend Confirmation Indicator - Triple OBVDear all, you might wonder is there a confirmation indicator that has a high hit rate, is dependable, and could rely on the information it gives you when making a decision? Here I present an indicator I developed specifically for cryptocurrency, in the minds of eliminating fakeouts and traps. Trend is always invalid then there is a lack of volume, so by tracking the momentum of price direction & volume, we can have a ballpark about where the market is moving to. On balance volume obvshort = ema3 obvmedium = ema9 obvlong = ema26 This is a lagging indicator, which means it's not good at predicting reversal. This is also the reason why long signal = obvshort > obvmedium and obvshort > obvlong shortsignal = obvshort < obvmedium and obvshort < obvlong both without obvmedium >< obvlong This indicator will not lie to you. At last Save Hong Kong, the revolution of our time.
Pine Script™ indicator
by Lancelot_Augur
10