MACD Divergence Tops + BottomsMACD Indicator which plots local peaks and troughs in divergence.
"Classic" Divergence is specified as:
- A higher price, with reduced MACD high --> Potential Sell Point
- A lower price, with higher MACD low --> Potential Buy Point
"Alternative" Divergence is specified as:
- A higher MACD high, with reduced price --> Potential Sell Point
- A lower MACD low, with higher price --> Potential Buy Point
MACD Divergence should be used in combination with other indicators. This indicator identifies local tops and bottoms, with potential for macro trend shifts.
ביטקוין (מטבע קריפטו)
QuantNomad - Significant Pivot Reversal Strategy AlertsAlerts for "Significant Pivot Reversal Strategy":
As one of the ways to filter out insignificant levels I decided to check that pivot point is not above/below neighbors, but check that it's above/below at least by a certain amount.
I use ATR, so in params, you can set length of ATR and also ATR multiplier. The new level will be calculated only if PP will be above/below neighbors by atr * atr_mult.
It seems this approach might help in some cases.
QuantNomad - EVWMA MACD StrategyPretty simple EVWMA (Elastic Volume Weighted Moving Average ) MACD Strategy.
EVWMA is a quite interesting moving average where the period of the MA is defined from the volume itself.
It incorporates volume information in a natural and logical way. The EVWMA can be looked at as an approximation to the average price paid per share.
As a volume period, you can use sum of the last x bars volumes.
Here are other EVWMA indicators/strategies:
EVWMA indicator:
EVWMA Cross strategy:
QuantNomad - EVWMA Cross StrategyPretty simple EVWMA (Elastic Volume Weighted Moving Average) Cross Strategy. Long on bullish cross, Short on Bearish Crosss.
EVWMA is a quite interesting moving average where period of the MA is defined from volume itself.
It incorporates volume information in a natural and logical way. The eVWMA can be looked at as an approximation to the average price paid per share.
As a volume period you can use sum of the last x bars volumes.
Here is EVWMA as an indicator:
Hash RibbonsBuying during Miner Capitulation yields wonderful returns.
The best buy signals occur on Hash Rate "recovery", and when price momentum is also positive.
Historically, this strategy has yielded average returns to cycle peak of >5000%, with max Drawdown of -15%.
Follow me to learn more about this indicator.
BTC Volume absolute (fiat vs Tether vs futures)BTC volume split by fiat, Tether and futures in USD
fiat = COINBASE + BITFLYER + BITSTAMP + KRAKEN
Tether = BITFINEX + BINANCE + HUOBI + HITBTC
futures = BITMEX + BYBIT
QuantNomad - Bitcoin NVT/NVTSIn this script I included 2 quite interesting indicators for Bitcoin:
* NVT (Network Value to Transactions Ratio)
* NVTS (NVT Signal)
Both indicators are based on Bitcoin Network Value (Market Cap) and 24h transaction volume.
For both these values I'm using Quandl datasets from Blockchainc.com:
market_cap: QUANDL:BCHAIN/MKTCP
transac_vol: QUANDL:BCHAIN/ETRVU
Calculation for both indicators are pretty simple:
NVT = median(market_cap / transac_vol, 14 bars)
NVTS = market_cap / sma(transac_vol, 90 bars)
NVT and NVTS are cryptocurrency's answers to P/E ratio. They can help you to understand if bitcoin is under/overvalued.
When NVT or NVTS is relatively high it can be a pretty good point to short bitcoin, if it's low it good time to buy bitcoin.
NVT Ratio - was created by Willy Woo
NVT Signal - was created by Dimitry Kalichkin
Because of different sources of transaction volume data, these indicators can differ in values from originals, but magnitude should be the same.
This is a pretty simple example where you can select only static overbought/oversold levels and when indicator will be above/below it you will see in changing in color.
I have many more things in my head how these indicators can be developed further and what strategies can be derived from them, but as is they can be a pretty good base for you. Will share my advanced findings later.
ANN MACD BTC v2.0 This script is the 2nd version of the BTC Deep Learning (ANN) system.
Created with the following indicators and tools:
RSI
MACD
MOM
Bollinger Bands
Guppy Exponential Moving Averages:
(3,5,8,10,12,15,30,35,40,45,50,60)
Note: I was inspired by the CM Guppy Ema script.
Thank you very much to dear wroclai for his great help.
He has been a big help in the deep learning series.
That's why the licenses in this series are for both of us.
I'm sharing these series and thats the first. Stay tuned and regards!
Note : Alerts added.
Bitcoin Logarithmic Growth CurvesThis plots logarithmic curves fitted to major Bitcoin bear market tops & bottoms. Top line is fitted to bull tops, bottom line is fitted to lower areas of the logarithmic price trend (which is not always the same as bear market bottoms). Middle line is the median of the top & bottom, and the faded solid lines are fibonacci levels in between.
Inspired by & based on a Medium post by Harold Christopher Burger, which shows how linear Bitcoin's long-term price growth is when plotted on a double-log chart (log scaling on the price AND time axis).
These curves will only make sense for tickers representing Bitcoin vs. USD (such as BITSTAMP:BTCUSD, BITMEX:XBTUSD, BLX index). Plotting on other assets will probably end up with lines that shoot off into space without any relationship to the underlying price action.
The upper, middle & lower curves can be projected into the future, which can be turned on or off in the indicator settings. The fibonacci levels can also be switched on/off. And the upper & lower curve intercepts & slopes can be tweaked.
I'm releasing this open-source, if you end up making something cool based off of this code, I don't need attribution but please hit me up on here or on twitter (same username) so I can check out what ya made. Thanks, hope y'all enjoy it.
Yope BTC PL channelThis is a new version of the old "Yope BTC tops channel", but modified to reflect a power-law curve fitted, similar to the model proposed by Harold Christopher Burger in his medium article "Bitcoin’s natural long-term power-law corridor of growth".
My original tops channel fitting is still there for comparison. In fact, it looks like the old tops channel was a bit too pessimistic.
Note that these channels are still pure naive curve-fitting, and do not represent an underlying model that explains it, like is the case for PlanB's "Modeling Bitcoin's Value with Scarcity" which uses Stock-to-Flow.
The motivation for this exercise is to observe how long this empirical extrapolation is valid. Will the price of bitcoin stay in either of both channels?
Note on usage: This script _only_ works with the BLX "BraveNewCoin Liquid Index for Bitcoin" in the 1D, 3D and 1W time-frames!
It may be necessary to zoom in and out a few times to overcome drawing glitches caused by the extreme time-shifting of plots in order to draw the extrapolated part.
NVT Dynamic Colored with Signals [aamonkey]NVT Dynamic
This is the dynamic version of my " Bitcoin Network Value to Transactions " indicator.
The dynamic NVT indicator is based on the Network Value to Transactions.
Definition:
NVT = Network Value / Daily Transaction Volume
Advantages:
Because BTC is a very young asset, it can be a good idea to have relatively high and low NVT values that change over time.
Signals:
When the NVT turns green = buy opportunity
NVT turns red = sell opportunity
Bitcoin Difficulty Model [aamonkey]This is a model to calculate Bitcoin price based on Difficulty.
How to calculate it:
BDM = (difficulty^0.51) * 0.002
For the difficulty, the daily average is used.
Super Trend Daily BF 🚀Super Trend is based on volatility and attempts to show the overall greater trend of a market. Thanks to everget for the idea of improving the Super Trend code. Thanks to kiasaki for ROC code.
The idea here is to enter a trade upon trend reversal (unless we have a white background - this indicates choppy/sideways market).
INSTRUCTIONS
Follow the background color for signals of a trend reversal.
Bright green = long
Bright red = short
White = no trade
We use a fixed stop loss here of 6% but I have included the option to apply an ATR based stop loss in Settings. No take profit. No re-entering until we get an opposing signal.
I use a Rate of Change function to detect when we should stay out due to choppy sideways price action.
This strategy was optimised for XBT/USD on Bitmex 1 day chart, ideal settings for other pairs will differ.
REAL STRATEGY : Dow_Factor_MFI/RSI_DVOG_StrategyI'm actually one of those who think it's more important to extract clues from indicators than strategy, but I wanted to test the data about the probability and dow factor I've shared for a long time.
Usually, Bitcoin is used as an eye stain for strategy success, since the graph has increased significantly from the beginning.
To prevent this, I used a commission and in the last lines of document I shared Bitmex's Bitcoin and Ethereum 1W test results.
I don't think there's a factor to repaint. ( Warn me if u see or observe )
I considered Bitcoin because I found working with liquid parities much more realistic.
Ethereum and Bitmex have been featured as a spot and may soon find a place at the CME , so I've evaluated the Ethereum .
But since the Ethereum Bitmex was also spot new, I deleted results that were less than 10 closed trades.
Since the Dow Theory also looks at the harmony in the indices, just try it in the Cryptocurrency market.
Use as indicator in other markets. Support with channels, trend lines with big periods and other supportive indicators.
And my personal suggestion : Use this script and indicator TF : 4H and above.
Specifications :
Commission. ( % 0.125 )
Switchable Methods ( Relative Strength Index / Money Flow Index )
Alarms. (Buy / Sell )
Position closure when horizontal market rates weighs.
Progressive gradual buy/sell alarms.
Clean code layout that will not cause repaint. (Caution : source = close )
Switchable barcolor option (I / 0 )
*****Test results :*****
drive.google.com
Summary:
It was a realistic test.
It has achieved great success in some markets, but as I mentioned earlier, use it only to gain insight into the price movements of cryptos.
Use as indicator in other markets.
This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository : github.com
Stay tuned ! Noldo.
Open Interest Exponential Ease of MovementModified Ease of Movement :
* Open Interests used on Futures instead of Volume (Includes Bitcoin)
* Exponential Moving Average used instead of Simple Moving Average
* Division Number cancelled. (Division Number gives wrong signals inside strong trends.)
NOTE : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
Stay tuned. Best regards !
ANN MACD (BTC)
Logic is correct.
But I prefer to say experimental because the sample set is narrow. (300 columns)
Let's start:
6 inputs : Volume Change , Bollinger Low Band chg. , Bollinger Mid Band chg., Bollinger Up Band chg. , RSI change , MACD histogram change.
1 output : Future bar change (Historical)
Training timeframe : 15 mins (Analysis TF > 4 hours (My opinion))
Learning cycles : 337
Training error: 0.009999
Input columns: 6
Output columns: 1
Excluded columns: 0
Grid
Training example rows: 301
Validating example rows: 0
Querying example rows: 0
Excluded example rows: 0
Duplicated example rows: 0
Network
Input nodes connected: 6
Hidden layer 1 nodes: 8
Hidden layer 2 nodes: 0
Hidden layer 3 nodes: 0
Output nodes: 1
Learning rate : 0.6 Momentum : 0.8
More info :
EDIT : This code is open source under the MIT License. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com
BTC Volume Fiat vs Tether vs FuturesFutures = BYBIT+ BITMEX
Fiat = KRAKEN + BITSTAMP + BITFLYER + COINBASE
Tether = HITBTC + HUOBI + BINANCE + BITFINEX
Spot = Fiat + Tether
Tether vs Fiat = 100 * Tether / (Tether + Fiat)
Spot vs Futures = 100 * Spot / (Spot + Futures)
CL Trend VisualizationA trend strength indicator for visualizing momentum. Built from 5 different CCI periods and their averages.
Experimental.
Bitcoin Network Value to Transactions [aamonkey]Cryptoassets have been quite turbulent in the past few weeks.
At times like this, it is especially important to look at the fundamental foundations of cryptoassets.
This indicator is based on the Network Value to Transactions , or NVT .
Definition:
NVT = Network Value / Daily Transaction Volume
Because this indicator is pulling the Daily Transaction Volume for BTC it can only be used for BTC and the daily timeframe.
Crypto Market BreadthThis is the "Crypto Market Breadth" indicator from
I updated it to latest symbol so that it resolves again:
removed: BINANCE:NPXSUSD
added: BITFINEX:LEOUSD
Also helpful for automatic trading with WolfBot.org and TradingView Integration
[Maco] PUELL MULTIPLEReverse formulated what the closed source version is and releasing open source publicly to give back to the community.
If you have any questions feel free to join our Discord!
Crypto Multi Exchange Volume (CMEV)Crypto Multi Exchange Volume (CMEV) aggregates and plots trading volumes for supported cryptoasset pairs over multiple different cryptoasset exchanges. For developers looking for more information and for those who want to compile their own version of CMEV, please check out my GitHub (jakobpredin/crypto-multi-exchange-volume).
Configuration
CMEV comes with two configurable settings - whether base volume or quote volume is plotted and the length of the volume's EMA. By default, the base volume is used for plotting and the length of the EMA is set to 12 periods.
Use cases
The indicator was primarily developed in order to be able to chart using the trading pair with the longest available trading history. Due to the fast-changing preferences of where cryptoassets are traded, volumes tend to be very inconsistent and can give a distorted picture of a pairs history. For illustration, check out the SC-BTC pair from Poloniex using their native volume and compare it to the CMEV volume.
The other use case is to be able to spot divergences in volume. A great example here is bitcoin's 2019 rally where volumes from derivatives exchanges are at all time highs but volumes from retail/spot exchanges are not.
Supported exchanges
CMEV currently supports asset pairs from the following exchanges:
Binance
Bitfinex
Bitstamp
Bittrex
Coinbase
Gemini
Kraken
Poloniex
Limitations
Because of the fact that CMEV is pulling data from from multiple different exchanges and is computationally intensive it can take a couple of seconds to load while charting certain cryptoasset pairs.
Additionally, due to Tradingview's various limitations only a certain number of pairs can be supported at a time. By default, only pairs with a BTC or USD quote are supported and many non-unique pairs with consistently low trading volumes have been removed. For a full explanation, please refer to the docs in my GitHub (jakobpredin/crypto-multi-exchange-volume).
Future of the project
I plan on supporting pairs from more exchanges in the future as I see fit and as they become available for charting on Tradingview. Further, I may develop a strategy script using CMEV as its core indicator.
I welcome everybody from the community to help me extend the functionality of CMEV in order to make investing in cryptoassets more transparent for everybody.
A Simple Bitcoin Stock to Flow ModelThis is just a bit of fun. Stock to flow is a hot topic so I thought I'd mess around. Here is a model that is very closely based on the one available here: digitalik.net . I take no credit for the actual model.
It can be tuned with parameters a and b, but this is the best fit imo.
The model is a bit pointless as Tradingview doesn't let us run scripts on future candles, so no predictions.
The blue line is the actual model and the pink line is a 200 MA.
Run this script on the DAILY chart please ;)
Here's a close up of current action. Interesting maybe ;)
