Select Between either Ethereum or Bitcoin Premium between Bybit and Coinbase. Gives a general overview of mispricing and where market could prefer to tend to go. It's Bybit - Coinbase so: Example: Bybit 1500 - Coinbase 1502 = -2 , "CB Premium" is "-2" or Bybit Perps Discount is "+2" You get the idea and i cba writing more about this rn so you''re smart you'll...
This is my VIX Oscillator indicator. About it: This indicator takes the Z-Score of the VIX and of the current ticker you are on and presents them in the format of an oscillator. Key parts of the indicator: A diagram of the key elements of the indicator are displayed above. Purple Line: Represents the Z-Score of the current Ticker. Blue Line: Represents...
Library "ref" TODO: add library description here ref(v, x) TODO: add function description here Parameters: v x : TODO: add parameter x description here Returns: TODO: add what function returns
Hello! This script presents volume delta data in various forms! Features Classic mode: Volume delta boxes oriented to the right of the bar (sell closer / buy further) On Bar mode: Volume delta boxes oriented on the bar (sell left / buy right) Pure Ladder mode: Pure volume delta ladder PoC highlighting Color-coordinated delta boxes. Marginal volume...
A Population Sampled linear regression model that provides additional detail about the distribution moments (skew, kurtosis, variance and mean) as well as providing indicators that track when a pivot has enough momentum to trade on as well as expected ranges of future price action based on Std Devs. For the momentum lines -- red indicates that there has been a...
This strategy was designed and written with the goal of showing and motivating the community how to integrate our 'Probabilities' module with their own script. We have recreated one of the simplest strategies used by many traders. The strategy only trades long and uses the overbought and oversold levels on the RSI indicator. We added stop losses and take...
█ OVERVIEW A Lorentzian Distance Classifier (LDC) is a Machine Learning classification algorithm capable of categorizing historical data from a multi-dimensional feature space. This indicator demonstrates how Lorentzian Classification can also be used to predict the direction of future price movements when used as the distance metric for a novel implementation of...
Library "MLExtensions" normalizeDeriv(src, quadraticMeanLength) Returns the smoothed hyperbolic tangent of the input series. Parameters: src : The input series (i.e., the first-order derivative for price). quadraticMeanLength : The length of the quadratic mean (RMS). Returns: nDeriv The normalized derivative of the input series. ...
This USD Liquidity Index composed of 2 parts, total assets and major liabilities of the Federal Reserve . There is a certain positive correlation between USD liquidity and risk asset price changes in history. Suggested that USD Liquidity is mostly determined by the Federal Reserve balance (without leveraged), this index deducts three major liabilities from the...
This strategy search for a moment whe the market make two candles are consistently strong, and open a Sell, searching the imediactly correction, on the new candle. It`s easy to see the bars on the histogram graph. Purple Bars represent the candle variation. when on candle cross ove the Signal line the graph plot an Yellow ci, if the second bar crossover the signal...
aka weighted fair price The ultimate price source for all your stuff, unless you go completely nuts. The ultimate way to build line charts & do pattern trading, unless you go completely nuts. Why occ3? You need a one-point estimate for every bar, a typical price of every bar aye? But then you see that every bar has a different distribution of prices. You can...
Grid-based intraday algorithm that works 50% in trend following and 50% in swing trading. Orders are executed on a grid of 10 levels. The grid levels are dynamic and calculated on the difference between the previous day's open and close. The algorithm makes only long trades based on the following logic: 1. The daily close of the previous day is analyzed, the...
This indicator will display the strength of 8 currencies, EUR, AUD, NZD, JPY, USD, GBP, CHF, and CAD. Each line will represent each currency. Alongside that, Fibonacci levels will be plotted based on a standard deviation from linear regression, with customizable lengths. For more steady Fibonacci levels, use higher lengths for both Standard Deviations and Linear...
Library "DataCorrelation" Implementation of functions related to data correlation calculations. Formulas have been transformed in such a way that we avoid running loops and instead make use of time series to gradually build the data we need to perform calculation. This allows the calculations to run on unbound series, and/or higher number of samples 🎲...
Library "JeeSauceScripts" getupdnvol() GetTotalUpVolume(upvolume) Parameters: upvolume GetTotalDnVolume(downvolume) Parameters: downvolume GetDelta(totalupvolume, totaldownvolume) Parameters: totalupvolume totaldownvolume GetMaxUpVolume(upvolume) Parameters: upvolume GetMaxDnVolume(downvolume)...
This is my first attempt on implementing a statistical method. This problem was given to me by @lejmer (who also helped me later on building more efficient code to achieve this) when we were debating on the need for higher resource allocation to run scripts so it can run longer and faster. The major problem faced by those who want to implement statistics based...
Hello everyone, Here is a perfectly replicated TradingView backtesting engine condensed into a single library function calculated with arrays. It includes TradingView's calculations for Net profit, Total Trades, Percent of Trades Profitable, Profit Factor, Max Drawdown (absolute and percent), and Average Trade (absolute and percent). Here's how TradingView...
█ OVERVIEW Aggregate Volume Profile - Shows the Volume Profile from 9 exchanges. You can enter your own desired exchanges, on/off any others, as well as select the sources of SPOT, FUTURES and others. █ INDICATOR Aggregated Volume Profile (AVP) is a financial indicator used to visualize the trading activity in a specific market or security over a certain...